Euro Bund Future March 2024
| Trading Metrics calculated at close of trading on 23-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
127.89 |
127.85 |
-0.04 |
0.0% |
129.60 |
| High |
128.29 |
128.35 |
0.06 |
0.0% |
129.60 |
| Low |
127.87 |
127.44 |
-0.43 |
-0.3% |
127.61 |
| Close |
128.29 |
128.35 |
0.06 |
0.0% |
128.29 |
| Range |
0.42 |
0.91 |
0.49 |
116.7% |
1.99 |
| ATR |
0.67 |
0.69 |
0.02 |
2.5% |
0.00 |
| Volume |
179 |
56 |
-123 |
-68.7% |
830 |
|
| Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.78 |
130.47 |
128.85 |
|
| R3 |
129.87 |
129.56 |
128.60 |
|
| R2 |
128.96 |
128.96 |
128.52 |
|
| R1 |
128.65 |
128.65 |
128.43 |
128.81 |
| PP |
128.05 |
128.05 |
128.05 |
128.12 |
| S1 |
127.74 |
127.74 |
128.27 |
127.90 |
| S2 |
127.14 |
127.14 |
128.18 |
|
| S3 |
126.23 |
126.83 |
128.10 |
|
| S4 |
125.32 |
125.92 |
127.85 |
|
|
| 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 |
128.80 |
127.44 |
1.36 |
1.1% |
0.55 |
0.4% |
67% |
False |
True |
164 |
| 10 |
130.13 |
127.44 |
2.69 |
2.1% |
0.51 |
0.4% |
34% |
False |
True |
146 |
| 20 |
130.13 |
126.95 |
3.18 |
2.5% |
0.59 |
0.5% |
44% |
False |
False |
146 |
| 40 |
132.82 |
126.95 |
5.87 |
4.6% |
0.42 |
0.3% |
24% |
False |
False |
75 |
| 60 |
132.88 |
126.95 |
5.93 |
4.6% |
0.29 |
0.2% |
24% |
False |
False |
50 |
| 80 |
133.74 |
126.95 |
6.79 |
5.3% |
0.22 |
0.2% |
21% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.22 |
|
2.618 |
130.73 |
|
1.618 |
129.82 |
|
1.000 |
129.26 |
|
0.618 |
128.91 |
|
HIGH |
128.35 |
|
0.618 |
128.00 |
|
0.500 |
127.90 |
|
0.382 |
127.79 |
|
LOW |
127.44 |
|
0.618 |
126.88 |
|
1.000 |
126.53 |
|
1.618 |
125.97 |
|
2.618 |
125.06 |
|
4.250 |
123.57 |
|
|
| Fisher Pivots for day following 23-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128.20 |
128.20 |
| PP |
128.05 |
128.05 |
| S1 |
127.90 |
127.90 |
|