Euro Bund Future March 2024
| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
127.70 |
127.80 |
0.10 |
0.1% |
128.27 |
| High |
128.35 |
128.24 |
-0.11 |
-0.1% |
128.35 |
| Low |
127.70 |
127.74 |
0.04 |
0.0% |
126.95 |
| Close |
128.30 |
128.16 |
-0.14 |
-0.1% |
128.16 |
| Range |
0.65 |
0.50 |
-0.15 |
-23.1% |
1.40 |
| ATR |
0.68 |
0.67 |
-0.01 |
-1.3% |
0.00 |
| Volume |
459 |
167 |
-292 |
-63.6% |
787 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.55 |
129.35 |
128.44 |
|
| R3 |
129.05 |
128.85 |
128.30 |
|
| R2 |
128.55 |
128.55 |
128.25 |
|
| R1 |
128.35 |
128.35 |
128.21 |
128.45 |
| PP |
128.05 |
128.05 |
128.05 |
128.10 |
| S1 |
127.85 |
127.85 |
128.11 |
127.95 |
| S2 |
127.55 |
127.55 |
128.07 |
|
| S3 |
127.05 |
127.35 |
128.02 |
|
| S4 |
126.55 |
126.85 |
127.89 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.02 |
131.49 |
128.93 |
|
| R3 |
130.62 |
130.09 |
128.55 |
|
| R2 |
129.22 |
129.22 |
128.42 |
|
| R1 |
128.69 |
128.69 |
128.29 |
128.26 |
| PP |
127.82 |
127.82 |
127.82 |
127.60 |
| S1 |
127.29 |
127.29 |
128.03 |
126.86 |
| S2 |
126.42 |
126.42 |
127.90 |
|
| S3 |
125.02 |
125.89 |
127.78 |
|
| S4 |
123.62 |
124.49 |
127.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128.35 |
126.95 |
1.40 |
1.1% |
0.56 |
0.4% |
86% |
False |
False |
157 |
| 10 |
129.28 |
126.95 |
2.33 |
1.8% |
0.58 |
0.5% |
52% |
False |
False |
107 |
| 20 |
131.42 |
126.95 |
4.47 |
3.5% |
0.38 |
0.3% |
27% |
False |
False |
55 |
| 40 |
132.88 |
126.95 |
5.93 |
4.6% |
0.28 |
0.2% |
20% |
False |
False |
29 |
| 60 |
133.74 |
126.95 |
6.79 |
5.3% |
0.19 |
0.1% |
18% |
False |
False |
19 |
| 80 |
134.24 |
126.95 |
7.29 |
5.7% |
0.14 |
0.1% |
17% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.37 |
|
2.618 |
129.55 |
|
1.618 |
129.05 |
|
1.000 |
128.74 |
|
0.618 |
128.55 |
|
HIGH |
128.24 |
|
0.618 |
128.05 |
|
0.500 |
127.99 |
|
0.382 |
127.93 |
|
LOW |
127.74 |
|
0.618 |
127.43 |
|
1.000 |
127.24 |
|
1.618 |
126.93 |
|
2.618 |
126.43 |
|
4.250 |
125.62 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128.10 |
127.99 |
| PP |
128.05 |
127.82 |
| S1 |
127.99 |
127.65 |
|