Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 12-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
129.36 |
129.71 |
0.35 |
0.3% |
128.27 |
High |
130.04 |
129.80 |
-0.24 |
-0.2% |
128.35 |
Low |
129.36 |
129.30 |
-0.06 |
0.0% |
126.95 |
Close |
130.04 |
129.42 |
-0.62 |
-0.5% |
128.16 |
Range |
0.68 |
0.50 |
-0.18 |
-26.5% |
1.40 |
ATR |
0.71 |
0.71 |
0.00 |
0.3% |
0.00 |
Volume |
18 |
184 |
166 |
922.2% |
787 |
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.01 |
130.71 |
129.70 |
|
R3 |
130.51 |
130.21 |
129.56 |
|
R2 |
130.01 |
130.01 |
129.51 |
|
R1 |
129.71 |
129.71 |
129.47 |
129.61 |
PP |
129.51 |
129.51 |
129.51 |
129.46 |
S1 |
129.21 |
129.21 |
129.37 |
129.11 |
S2 |
129.01 |
129.01 |
129.33 |
|
S3 |
128.51 |
128.71 |
129.28 |
|
S4 |
128.01 |
128.21 |
129.15 |
|
|
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 |
127.74 |
2.30 |
1.8% |
0.68 |
0.5% |
73% |
False |
False |
188 |
10 |
130.04 |
126.95 |
3.09 |
2.4% |
0.64 |
0.5% |
80% |
False |
False |
159 |
20 |
130.53 |
126.95 |
3.58 |
2.8% |
0.48 |
0.4% |
69% |
False |
False |
93 |
40 |
132.88 |
126.95 |
5.93 |
4.6% |
0.35 |
0.3% |
42% |
False |
False |
48 |
60 |
133.20 |
126.95 |
6.25 |
4.8% |
0.23 |
0.2% |
40% |
False |
False |
32 |
80 |
134.24 |
126.95 |
7.29 |
5.6% |
0.18 |
0.1% |
34% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131.93 |
2.618 |
131.11 |
1.618 |
130.61 |
1.000 |
130.30 |
0.618 |
130.11 |
HIGH |
129.80 |
0.618 |
129.61 |
0.500 |
129.55 |
0.382 |
129.49 |
LOW |
129.30 |
0.618 |
128.99 |
1.000 |
128.80 |
1.618 |
128.49 |
2.618 |
127.99 |
4.250 |
127.18 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
129.55 |
129.54 |
PP |
129.51 |
129.50 |
S1 |
129.46 |
129.46 |
|