Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 16-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
130.13 |
129.60 |
-0.53 |
-0.4% |
128.40 |
High |
130.13 |
129.60 |
-0.53 |
-0.4% |
130.13 |
Low |
129.79 |
129.34 |
-0.45 |
-0.3% |
128.40 |
Close |
129.79 |
129.34 |
-0.45 |
-0.3% |
129.79 |
Range |
0.34 |
0.26 |
-0.08 |
-23.5% |
1.73 |
ATR |
0.71 |
0.69 |
-0.02 |
-2.6% |
0.00 |
Volume |
206 |
64 |
-142 |
-68.9% |
983 |
|
Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.21 |
130.03 |
129.48 |
|
R3 |
129.95 |
129.77 |
129.41 |
|
R2 |
129.69 |
129.69 |
129.39 |
|
R1 |
129.51 |
129.51 |
129.36 |
129.47 |
PP |
129.43 |
129.43 |
129.43 |
129.41 |
S1 |
129.25 |
129.25 |
129.32 |
129.21 |
S2 |
129.17 |
129.17 |
129.29 |
|
S3 |
128.91 |
128.99 |
129.27 |
|
S4 |
128.65 |
128.73 |
129.20 |
|
|
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 |
129.03 |
1.10 |
0.9% |
0.46 |
0.4% |
28% |
False |
False |
127 |
10 |
130.13 |
126.95 |
3.18 |
2.5% |
0.61 |
0.5% |
75% |
False |
False |
183 |
20 |
130.13 |
126.95 |
3.18 |
2.5% |
0.48 |
0.4% |
75% |
False |
False |
106 |
40 |
132.88 |
126.95 |
5.93 |
4.6% |
0.37 |
0.3% |
40% |
False |
False |
55 |
60 |
132.97 |
126.95 |
6.02 |
4.7% |
0.24 |
0.2% |
40% |
False |
False |
36 |
80 |
134.06 |
126.95 |
7.11 |
5.5% |
0.18 |
0.1% |
34% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.71 |
2.618 |
130.28 |
1.618 |
130.02 |
1.000 |
129.86 |
0.618 |
129.76 |
HIGH |
129.60 |
0.618 |
129.50 |
0.500 |
129.47 |
0.382 |
129.44 |
LOW |
129.34 |
0.618 |
129.18 |
1.000 |
129.08 |
1.618 |
128.92 |
2.618 |
128.66 |
4.250 |
128.24 |
|
|
Fisher Pivots for day following 16-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
129.47 |
129.72 |
PP |
129.43 |
129.59 |
S1 |
129.38 |
129.47 |
|