Euro Bund Future March 2024
| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
128.14 |
127.61 |
-0.53 |
-0.4% |
128.40 |
| High |
128.40 |
127.98 |
-0.42 |
-0.3% |
130.13 |
| Low |
127.83 |
127.61 |
-0.22 |
-0.2% |
128.40 |
| Close |
127.83 |
127.75 |
-0.08 |
-0.1% |
129.79 |
| Range |
0.57 |
0.37 |
-0.20 |
-35.1% |
1.73 |
| ATR |
0.71 |
0.68 |
-0.02 |
-3.4% |
0.00 |
| Volume |
416 |
104 |
-312 |
-75.0% |
983 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.89 |
128.69 |
127.95 |
|
| R3 |
128.52 |
128.32 |
127.85 |
|
| R2 |
128.15 |
128.15 |
127.82 |
|
| R1 |
127.95 |
127.95 |
127.78 |
128.05 |
| PP |
127.78 |
127.78 |
127.78 |
127.83 |
| S1 |
127.58 |
127.58 |
127.72 |
127.68 |
| S2 |
127.41 |
127.41 |
127.68 |
|
| S3 |
127.04 |
127.21 |
127.65 |
|
| S4 |
126.67 |
126.84 |
127.55 |
|
|
| 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 |
127.61 |
2.52 |
2.0% |
0.41 |
0.3% |
6% |
False |
True |
171 |
| 10 |
130.13 |
127.61 |
2.52 |
2.0% |
0.55 |
0.4% |
6% |
False |
True |
180 |
| 20 |
130.13 |
126.95 |
3.18 |
2.5% |
0.55 |
0.4% |
25% |
False |
False |
135 |
| 40 |
132.82 |
126.95 |
5.87 |
4.6% |
0.38 |
0.3% |
14% |
False |
False |
70 |
| 60 |
132.88 |
126.95 |
5.93 |
4.6% |
0.27 |
0.2% |
13% |
False |
False |
46 |
| 80 |
133.74 |
126.95 |
6.79 |
5.3% |
0.20 |
0.2% |
12% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.55 |
|
2.618 |
128.95 |
|
1.618 |
128.58 |
|
1.000 |
128.35 |
|
0.618 |
128.21 |
|
HIGH |
127.98 |
|
0.618 |
127.84 |
|
0.500 |
127.80 |
|
0.382 |
127.75 |
|
LOW |
127.61 |
|
0.618 |
127.38 |
|
1.000 |
127.24 |
|
1.618 |
127.01 |
|
2.618 |
126.64 |
|
4.250 |
126.04 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127.80 |
128.21 |
| PP |
127.78 |
128.05 |
| S1 |
127.77 |
127.90 |
|