Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 20-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
127.61 |
127.89 |
0.28 |
0.2% |
129.60 |
High |
127.98 |
128.29 |
0.31 |
0.2% |
129.60 |
Low |
127.61 |
127.87 |
0.26 |
0.2% |
127.61 |
Close |
127.75 |
128.29 |
0.54 |
0.4% |
128.29 |
Range |
0.37 |
0.42 |
0.05 |
13.5% |
1.99 |
ATR |
0.68 |
0.67 |
-0.01 |
-1.5% |
0.00 |
Volume |
104 |
179 |
75 |
72.1% |
830 |
|
Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.41 |
129.27 |
128.52 |
|
R3 |
128.99 |
128.85 |
128.41 |
|
R2 |
128.57 |
128.57 |
128.37 |
|
R1 |
128.43 |
128.43 |
128.33 |
128.50 |
PP |
128.15 |
128.15 |
128.15 |
128.19 |
S1 |
128.01 |
128.01 |
128.25 |
128.08 |
S2 |
127.73 |
127.73 |
128.21 |
|
S3 |
127.31 |
127.59 |
128.17 |
|
S4 |
126.89 |
127.17 |
128.06 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.47 |
133.37 |
129.38 |
|
R3 |
132.48 |
131.38 |
128.84 |
|
R2 |
130.49 |
130.49 |
128.65 |
|
R1 |
129.39 |
129.39 |
128.47 |
128.95 |
PP |
128.50 |
128.50 |
128.50 |
128.28 |
S1 |
127.40 |
127.40 |
128.11 |
126.96 |
S2 |
126.51 |
126.51 |
127.93 |
|
S3 |
124.52 |
125.41 |
127.74 |
|
S4 |
122.53 |
123.42 |
127.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
129.60 |
127.61 |
1.99 |
1.6% |
0.42 |
0.3% |
34% |
False |
False |
166 |
10 |
130.13 |
127.61 |
2.52 |
2.0% |
0.54 |
0.4% |
27% |
False |
False |
181 |
20 |
130.13 |
126.95 |
3.18 |
2.5% |
0.56 |
0.4% |
42% |
False |
False |
144 |
40 |
132.82 |
126.95 |
5.87 |
4.6% |
0.39 |
0.3% |
23% |
False |
False |
74 |
60 |
132.88 |
126.95 |
5.93 |
4.6% |
0.27 |
0.2% |
23% |
False |
False |
49 |
80 |
133.74 |
126.95 |
6.79 |
5.3% |
0.21 |
0.2% |
20% |
False |
False |
37 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.08 |
2.618 |
129.39 |
1.618 |
128.97 |
1.000 |
128.71 |
0.618 |
128.55 |
HIGH |
128.29 |
0.618 |
128.13 |
0.500 |
128.08 |
0.382 |
128.03 |
LOW |
127.87 |
0.618 |
127.61 |
1.000 |
127.45 |
1.618 |
127.19 |
2.618 |
126.77 |
4.250 |
126.09 |
|
|
Fisher Pivots for day following 20-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
128.22 |
128.20 |
PP |
128.15 |
128.10 |
S1 |
128.08 |
128.01 |
|