Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 24-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
127.85 |
128.74 |
0.89 |
0.7% |
129.60 |
High |
128.35 |
129.01 |
0.66 |
0.5% |
129.60 |
Low |
127.44 |
128.74 |
1.30 |
1.0% |
127.61 |
Close |
128.35 |
128.75 |
0.40 |
0.3% |
128.29 |
Range |
0.91 |
0.27 |
-0.64 |
-70.3% |
1.99 |
ATR |
0.69 |
0.69 |
0.00 |
-0.3% |
0.00 |
Volume |
56 |
99 |
43 |
76.8% |
830 |
|
Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.64 |
129.47 |
128.90 |
|
R3 |
129.37 |
129.20 |
128.82 |
|
R2 |
129.10 |
129.10 |
128.80 |
|
R1 |
128.93 |
128.93 |
128.77 |
129.02 |
PP |
128.83 |
128.83 |
128.83 |
128.88 |
S1 |
128.66 |
128.66 |
128.73 |
128.75 |
S2 |
128.56 |
128.56 |
128.70 |
|
S3 |
128.29 |
128.39 |
128.68 |
|
S4 |
128.02 |
128.12 |
128.60 |
|
|
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 |
129.01 |
127.44 |
1.57 |
1.2% |
0.51 |
0.4% |
83% |
True |
False |
170 |
10 |
130.13 |
127.44 |
2.69 |
2.1% |
0.48 |
0.4% |
49% |
False |
False |
139 |
20 |
130.13 |
126.95 |
3.18 |
2.5% |
0.61 |
0.5% |
57% |
False |
False |
151 |
40 |
132.82 |
126.95 |
5.87 |
4.6% |
0.41 |
0.3% |
31% |
False |
False |
78 |
60 |
132.88 |
126.95 |
5.93 |
4.6% |
0.29 |
0.2% |
30% |
False |
False |
52 |
80 |
133.74 |
126.95 |
6.79 |
5.3% |
0.22 |
0.2% |
27% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.16 |
2.618 |
129.72 |
1.618 |
129.45 |
1.000 |
129.28 |
0.618 |
129.18 |
HIGH |
129.01 |
0.618 |
128.91 |
0.500 |
128.88 |
0.382 |
128.84 |
LOW |
128.74 |
0.618 |
128.57 |
1.000 |
128.47 |
1.618 |
128.30 |
2.618 |
128.03 |
4.250 |
127.59 |
|
|
Fisher Pivots for day following 24-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
128.88 |
128.58 |
PP |
128.83 |
128.40 |
S1 |
128.79 |
128.23 |
|