Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 17-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
129.60 |
128.80 |
-0.80 |
-0.6% |
128.40 |
High |
129.60 |
128.80 |
-0.80 |
-0.6% |
130.13 |
Low |
129.34 |
128.30 |
-1.04 |
-0.8% |
128.40 |
Close |
129.34 |
128.34 |
-1.00 |
-0.8% |
129.79 |
Range |
0.26 |
0.50 |
0.24 |
92.3% |
1.73 |
ATR |
0.69 |
0.72 |
0.02 |
3.6% |
0.00 |
Volume |
64 |
67 |
3 |
4.7% |
983 |
|
Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.98 |
129.66 |
128.62 |
|
R3 |
129.48 |
129.16 |
128.48 |
|
R2 |
128.98 |
128.98 |
128.43 |
|
R1 |
128.66 |
128.66 |
128.39 |
128.57 |
PP |
128.48 |
128.48 |
128.48 |
128.44 |
S1 |
128.16 |
128.16 |
128.29 |
128.07 |
S2 |
127.98 |
127.98 |
128.25 |
|
S3 |
127.48 |
127.66 |
128.20 |
|
S4 |
126.98 |
127.16 |
128.07 |
|
|
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 |
128.30 |
1.83 |
1.4% |
0.46 |
0.4% |
2% |
False |
True |
107 |
10 |
130.13 |
126.95 |
3.18 |
2.5% |
0.59 |
0.5% |
44% |
False |
False |
187 |
20 |
130.13 |
126.95 |
3.18 |
2.5% |
0.50 |
0.4% |
44% |
False |
False |
109 |
40 |
132.88 |
126.95 |
5.93 |
4.6% |
0.38 |
0.3% |
23% |
False |
False |
57 |
60 |
132.88 |
126.95 |
5.93 |
4.6% |
0.25 |
0.2% |
23% |
False |
False |
38 |
80 |
134.06 |
126.95 |
7.11 |
5.5% |
0.19 |
0.1% |
20% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.93 |
2.618 |
130.11 |
1.618 |
129.61 |
1.000 |
129.30 |
0.618 |
129.11 |
HIGH |
128.80 |
0.618 |
128.61 |
0.500 |
128.55 |
0.382 |
128.49 |
LOW |
128.30 |
0.618 |
127.99 |
1.000 |
127.80 |
1.618 |
127.49 |
2.618 |
126.99 |
4.250 |
126.18 |
|
|
Fisher Pivots for day following 17-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
128.55 |
129.22 |
PP |
128.48 |
128.92 |
S1 |
128.41 |
128.63 |
|