Euro Bund Future March 2024
| Trading Metrics calculated at close of trading on 25-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
128.74 |
128.48 |
-0.26 |
-0.2% |
129.60 |
| High |
129.01 |
128.48 |
-0.53 |
-0.4% |
129.60 |
| Low |
128.74 |
128.04 |
-0.70 |
-0.5% |
127.61 |
| Close |
128.75 |
128.32 |
-0.43 |
-0.3% |
128.29 |
| Range |
0.27 |
0.44 |
0.17 |
63.0% |
1.99 |
| ATR |
0.69 |
0.69 |
0.00 |
0.2% |
0.00 |
| Volume |
99 |
7 |
-92 |
-92.9% |
830 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.60 |
129.40 |
128.56 |
|
| R3 |
129.16 |
128.96 |
128.44 |
|
| R2 |
128.72 |
128.72 |
128.40 |
|
| R1 |
128.52 |
128.52 |
128.36 |
128.40 |
| PP |
128.28 |
128.28 |
128.28 |
128.22 |
| S1 |
128.08 |
128.08 |
128.28 |
127.96 |
| S2 |
127.84 |
127.84 |
128.24 |
|
| S3 |
127.40 |
127.64 |
128.20 |
|
| S4 |
126.96 |
127.20 |
128.08 |
|
|
| 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% |
0.48 |
0.4% |
56% |
False |
False |
89 |
| 10 |
130.13 |
127.44 |
2.69 |
2.1% |
0.46 |
0.4% |
33% |
False |
False |
138 |
| 20 |
130.13 |
126.95 |
3.18 |
2.5% |
0.60 |
0.5% |
43% |
False |
False |
143 |
| 40 |
132.82 |
126.95 |
5.87 |
4.6% |
0.42 |
0.3% |
23% |
False |
False |
78 |
| 60 |
132.88 |
126.95 |
5.93 |
4.6% |
0.30 |
0.2% |
23% |
False |
False |
52 |
| 80 |
133.74 |
126.95 |
6.79 |
5.3% |
0.23 |
0.2% |
20% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.35 |
|
2.618 |
129.63 |
|
1.618 |
129.19 |
|
1.000 |
128.92 |
|
0.618 |
128.75 |
|
HIGH |
128.48 |
|
0.618 |
128.31 |
|
0.500 |
128.26 |
|
0.382 |
128.21 |
|
LOW |
128.04 |
|
0.618 |
127.77 |
|
1.000 |
127.60 |
|
1.618 |
127.33 |
|
2.618 |
126.89 |
|
4.250 |
126.17 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128.30 |
128.29 |
| PP |
128.28 |
128.26 |
| S1 |
128.26 |
128.23 |
|