Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 26-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
128.48 |
127.95 |
-0.53 |
-0.4% |
129.60 |
High |
128.48 |
128.95 |
0.47 |
0.4% |
129.60 |
Low |
128.04 |
127.95 |
-0.09 |
-0.1% |
127.61 |
Close |
128.32 |
128.65 |
0.33 |
0.3% |
128.29 |
Range |
0.44 |
1.00 |
0.56 |
127.3% |
1.99 |
ATR |
0.69 |
0.71 |
0.02 |
3.2% |
0.00 |
Volume |
7 |
119 |
112 |
1,600.0% |
830 |
|
Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.52 |
131.08 |
129.20 |
|
R3 |
130.52 |
130.08 |
128.93 |
|
R2 |
129.52 |
129.52 |
128.83 |
|
R1 |
129.08 |
129.08 |
128.74 |
129.30 |
PP |
128.52 |
128.52 |
128.52 |
128.63 |
S1 |
128.08 |
128.08 |
128.56 |
128.30 |
S2 |
127.52 |
127.52 |
128.47 |
|
S3 |
126.52 |
127.08 |
128.38 |
|
S4 |
125.52 |
126.08 |
128.10 |
|
|
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% |
0.61 |
0.5% |
77% |
False |
False |
92 |
10 |
130.13 |
127.44 |
2.69 |
2.1% |
0.51 |
0.4% |
45% |
False |
False |
131 |
20 |
130.13 |
126.95 |
3.18 |
2.5% |
0.57 |
0.4% |
53% |
False |
False |
145 |
40 |
132.82 |
126.95 |
5.87 |
4.6% |
0.44 |
0.3% |
29% |
False |
False |
81 |
60 |
132.88 |
126.95 |
5.93 |
4.6% |
0.32 |
0.2% |
29% |
False |
False |
54 |
80 |
133.74 |
126.95 |
6.79 |
5.3% |
0.24 |
0.2% |
25% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.20 |
2.618 |
131.57 |
1.618 |
130.57 |
1.000 |
129.95 |
0.618 |
129.57 |
HIGH |
128.95 |
0.618 |
128.57 |
0.500 |
128.45 |
0.382 |
128.33 |
LOW |
127.95 |
0.618 |
127.33 |
1.000 |
126.95 |
1.618 |
126.33 |
2.618 |
125.33 |
4.250 |
123.70 |
|
|
Fisher Pivots for day following 26-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
128.58 |
128.59 |
PP |
128.52 |
128.54 |
S1 |
128.45 |
128.48 |
|