Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 11-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
129.53 |
129.36 |
-0.17 |
-0.1% |
128.27 |
High |
129.53 |
130.04 |
0.51 |
0.4% |
128.35 |
Low |
129.03 |
129.36 |
0.33 |
0.3% |
126.95 |
Close |
129.39 |
130.04 |
0.65 |
0.5% |
128.16 |
Range |
0.50 |
0.68 |
0.18 |
36.0% |
1.40 |
ATR |
0.71 |
0.71 |
0.00 |
-0.3% |
0.00 |
Volume |
166 |
18 |
-148 |
-89.2% |
787 |
|
Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.85 |
131.63 |
130.41 |
|
R3 |
131.17 |
130.95 |
130.23 |
|
R2 |
130.49 |
130.49 |
130.16 |
|
R1 |
130.27 |
130.27 |
130.10 |
130.38 |
PP |
129.81 |
129.81 |
129.81 |
129.87 |
S1 |
129.59 |
129.59 |
129.98 |
129.70 |
S2 |
129.13 |
129.13 |
129.92 |
|
S3 |
128.45 |
128.91 |
129.85 |
|
S4 |
127.77 |
128.23 |
129.67 |
|
|
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 |
130.04 |
127.70 |
2.34 |
1.8% |
0.71 |
0.5% |
100% |
True |
False |
243 |
10 |
130.04 |
126.95 |
3.09 |
2.4% |
0.73 |
0.6% |
100% |
True |
False |
148 |
20 |
131.42 |
126.95 |
4.47 |
3.4% |
0.49 |
0.4% |
69% |
False |
False |
85 |
40 |
132.88 |
126.95 |
5.93 |
4.6% |
0.34 |
0.3% |
52% |
False |
False |
44 |
60 |
133.20 |
126.95 |
6.25 |
4.8% |
0.23 |
0.2% |
49% |
False |
False |
29 |
80 |
134.24 |
126.95 |
7.29 |
5.6% |
0.17 |
0.1% |
42% |
False |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.93 |
2.618 |
131.82 |
1.618 |
131.14 |
1.000 |
130.72 |
0.618 |
130.46 |
HIGH |
130.04 |
0.618 |
129.78 |
0.500 |
129.70 |
0.382 |
129.62 |
LOW |
129.36 |
0.618 |
128.94 |
1.000 |
128.68 |
1.618 |
128.26 |
2.618 |
127.58 |
4.250 |
126.47 |
|
|
Fisher Pivots for day following 11-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
129.93 |
129.77 |
PP |
129.81 |
129.49 |
S1 |
129.70 |
129.22 |
|