Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 09-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
127.80 |
128.40 |
0.60 |
0.5% |
128.27 |
High |
128.24 |
129.63 |
1.39 |
1.1% |
128.35 |
Low |
127.74 |
128.40 |
0.66 |
0.5% |
126.95 |
Close |
128.16 |
129.46 |
1.30 |
1.0% |
128.16 |
Range |
0.50 |
1.23 |
0.73 |
146.0% |
1.40 |
ATR |
0.67 |
0.73 |
0.06 |
8.5% |
0.00 |
Volume |
167 |
409 |
242 |
144.9% |
787 |
|
Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.85 |
132.39 |
130.14 |
|
R3 |
131.62 |
131.16 |
129.80 |
|
R2 |
130.39 |
130.39 |
129.69 |
|
R1 |
129.93 |
129.93 |
129.57 |
130.16 |
PP |
129.16 |
129.16 |
129.16 |
129.28 |
S1 |
128.70 |
128.70 |
129.35 |
128.93 |
S2 |
127.93 |
127.93 |
129.23 |
|
S3 |
126.70 |
127.47 |
129.12 |
|
S4 |
125.47 |
126.24 |
128.78 |
|
|
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 |
129.63 |
126.95 |
2.68 |
2.1% |
0.76 |
0.6% |
94% |
True |
False |
238 |
10 |
129.63 |
126.95 |
2.68 |
2.1% |
0.68 |
0.5% |
94% |
True |
False |
147 |
20 |
131.42 |
126.95 |
4.47 |
3.5% |
0.44 |
0.3% |
56% |
False |
False |
76 |
40 |
132.88 |
126.95 |
5.93 |
4.6% |
0.31 |
0.2% |
42% |
False |
False |
39 |
60 |
133.74 |
126.95 |
6.79 |
5.2% |
0.21 |
0.2% |
37% |
False |
False |
26 |
80 |
134.24 |
126.95 |
7.29 |
5.6% |
0.15 |
0.1% |
34% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.86 |
2.618 |
132.85 |
1.618 |
131.62 |
1.000 |
130.86 |
0.618 |
130.39 |
HIGH |
129.63 |
0.618 |
129.16 |
0.500 |
129.02 |
0.382 |
128.87 |
LOW |
128.40 |
0.618 |
127.64 |
1.000 |
127.17 |
1.618 |
126.41 |
2.618 |
125.18 |
4.250 |
123.17 |
|
|
Fisher Pivots for day following 09-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
129.31 |
129.20 |
PP |
129.16 |
128.93 |
S1 |
129.02 |
128.67 |
|