Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 13-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
129.71 |
130.13 |
0.42 |
0.3% |
128.40 |
High |
129.80 |
130.13 |
0.33 |
0.3% |
130.13 |
Low |
129.30 |
129.79 |
0.49 |
0.4% |
128.40 |
Close |
129.42 |
129.79 |
0.37 |
0.3% |
129.79 |
Range |
0.50 |
0.34 |
-0.16 |
-32.0% |
1.73 |
ATR |
0.71 |
0.71 |
0.00 |
0.0% |
0.00 |
Volume |
184 |
206 |
22 |
12.0% |
983 |
|
Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.92 |
130.70 |
129.98 |
|
R3 |
130.58 |
130.36 |
129.88 |
|
R2 |
130.24 |
130.24 |
129.85 |
|
R1 |
130.02 |
130.02 |
129.82 |
129.96 |
PP |
129.90 |
129.90 |
129.90 |
129.88 |
S1 |
129.68 |
129.68 |
129.76 |
129.62 |
S2 |
129.56 |
129.56 |
129.73 |
|
S3 |
129.22 |
129.34 |
129.70 |
|
S4 |
128.88 |
129.00 |
129.60 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.63 |
133.94 |
130.74 |
|
R3 |
132.90 |
132.21 |
130.27 |
|
R2 |
131.17 |
131.17 |
130.11 |
|
R1 |
130.48 |
130.48 |
129.95 |
130.83 |
PP |
129.44 |
129.44 |
129.44 |
129.61 |
S1 |
128.75 |
128.75 |
129.63 |
129.10 |
S2 |
127.71 |
127.71 |
129.47 |
|
S3 |
125.98 |
127.02 |
129.31 |
|
S4 |
124.25 |
125.29 |
128.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130.13 |
128.40 |
1.73 |
1.3% |
0.65 |
0.5% |
80% |
True |
False |
196 |
10 |
130.13 |
126.95 |
3.18 |
2.5% |
0.61 |
0.5% |
89% |
True |
False |
177 |
20 |
130.50 |
126.95 |
3.55 |
2.7% |
0.49 |
0.4% |
80% |
False |
False |
103 |
40 |
132.88 |
126.95 |
5.93 |
4.6% |
0.36 |
0.3% |
48% |
False |
False |
53 |
60 |
133.20 |
126.95 |
6.25 |
4.8% |
0.24 |
0.2% |
45% |
False |
False |
35 |
80 |
134.24 |
126.95 |
7.29 |
5.6% |
0.18 |
0.1% |
39% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131.58 |
2.618 |
131.02 |
1.618 |
130.68 |
1.000 |
130.47 |
0.618 |
130.34 |
HIGH |
130.13 |
0.618 |
130.00 |
0.500 |
129.96 |
0.382 |
129.92 |
LOW |
129.79 |
0.618 |
129.58 |
1.000 |
129.45 |
1.618 |
129.24 |
2.618 |
128.90 |
4.250 |
128.35 |
|
|
Fisher Pivots for day following 13-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
129.96 |
129.77 |
PP |
129.90 |
129.74 |
S1 |
129.85 |
129.72 |
|