Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 18-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
128.80 |
128.14 |
-0.66 |
-0.5% |
128.40 |
High |
128.80 |
128.40 |
-0.40 |
-0.3% |
130.13 |
Low |
128.30 |
127.83 |
-0.47 |
-0.4% |
128.40 |
Close |
128.34 |
127.83 |
-0.51 |
-0.4% |
129.79 |
Range |
0.50 |
0.57 |
0.07 |
14.0% |
1.73 |
ATR |
0.72 |
0.71 |
-0.01 |
-1.5% |
0.00 |
Volume |
67 |
416 |
349 |
520.9% |
983 |
|
Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.73 |
129.35 |
128.14 |
|
R3 |
129.16 |
128.78 |
127.99 |
|
R2 |
128.59 |
128.59 |
127.93 |
|
R1 |
128.21 |
128.21 |
127.88 |
128.12 |
PP |
128.02 |
128.02 |
128.02 |
127.97 |
S1 |
127.64 |
127.64 |
127.78 |
127.55 |
S2 |
127.45 |
127.45 |
127.73 |
|
S3 |
126.88 |
127.07 |
127.67 |
|
S4 |
126.31 |
126.50 |
127.52 |
|
|
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 |
127.83 |
2.30 |
1.8% |
0.43 |
0.3% |
0% |
False |
True |
187 |
10 |
130.13 |
127.70 |
2.43 |
1.9% |
0.57 |
0.4% |
5% |
False |
False |
215 |
20 |
130.13 |
126.95 |
3.18 |
2.5% |
0.53 |
0.4% |
28% |
False |
False |
130 |
40 |
132.88 |
126.95 |
5.93 |
4.6% |
0.39 |
0.3% |
15% |
False |
False |
67 |
60 |
132.88 |
126.95 |
5.93 |
4.6% |
0.26 |
0.2% |
15% |
False |
False |
44 |
80 |
133.74 |
126.95 |
6.79 |
5.3% |
0.20 |
0.2% |
13% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.82 |
2.618 |
129.89 |
1.618 |
129.32 |
1.000 |
128.97 |
0.618 |
128.75 |
HIGH |
128.40 |
0.618 |
128.18 |
0.500 |
128.12 |
0.382 |
128.05 |
LOW |
127.83 |
0.618 |
127.48 |
1.000 |
127.26 |
1.618 |
126.91 |
2.618 |
126.34 |
4.250 |
125.41 |
|
|
Fisher Pivots for day following 18-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
128.12 |
128.72 |
PP |
128.02 |
128.42 |
S1 |
127.93 |
128.13 |
|