Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 27-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
127.95 |
128.60 |
0.65 |
0.5% |
127.85 |
High |
128.95 |
129.00 |
0.05 |
0.0% |
129.01 |
Low |
127.95 |
128.60 |
0.65 |
0.5% |
127.44 |
Close |
128.65 |
128.83 |
0.18 |
0.1% |
128.83 |
Range |
1.00 |
0.40 |
-0.60 |
-60.0% |
1.57 |
ATR |
0.71 |
0.69 |
-0.02 |
-3.1% |
0.00 |
Volume |
119 |
2 |
-117 |
-98.3% |
283 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.01 |
129.82 |
129.05 |
|
R3 |
129.61 |
129.42 |
128.94 |
|
R2 |
129.21 |
129.21 |
128.90 |
|
R1 |
129.02 |
129.02 |
128.87 |
129.12 |
PP |
128.81 |
128.81 |
128.81 |
128.86 |
S1 |
128.62 |
128.62 |
128.79 |
128.72 |
S2 |
128.41 |
128.41 |
128.76 |
|
S3 |
128.01 |
128.22 |
128.72 |
|
S4 |
127.61 |
127.82 |
128.61 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.14 |
132.55 |
129.69 |
|
R3 |
131.57 |
130.98 |
129.26 |
|
R2 |
130.00 |
130.00 |
129.12 |
|
R1 |
129.41 |
129.41 |
128.97 |
129.71 |
PP |
128.43 |
128.43 |
128.43 |
128.57 |
S1 |
127.84 |
127.84 |
128.69 |
128.14 |
S2 |
126.86 |
126.86 |
128.54 |
|
S3 |
125.29 |
126.27 |
128.40 |
|
S4 |
123.72 |
124.70 |
127.97 |
|
|
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% |
0.60 |
0.5% |
89% |
False |
False |
56 |
10 |
129.60 |
127.44 |
2.16 |
1.7% |
0.51 |
0.4% |
64% |
False |
False |
111 |
20 |
130.13 |
126.95 |
3.18 |
2.5% |
0.56 |
0.4% |
59% |
False |
False |
144 |
40 |
131.78 |
126.95 |
4.83 |
3.7% |
0.44 |
0.3% |
39% |
False |
False |
81 |
60 |
132.88 |
126.95 |
5.93 |
4.6% |
0.33 |
0.3% |
32% |
False |
False |
54 |
80 |
133.74 |
126.95 |
6.79 |
5.3% |
0.24 |
0.2% |
28% |
False |
False |
40 |
100 |
134.24 |
126.95 |
7.29 |
5.7% |
0.20 |
0.2% |
26% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.70 |
2.618 |
130.05 |
1.618 |
129.65 |
1.000 |
129.40 |
0.618 |
129.25 |
HIGH |
129.00 |
0.618 |
128.85 |
0.500 |
128.80 |
0.382 |
128.75 |
LOW |
128.60 |
0.618 |
128.35 |
1.000 |
128.20 |
1.618 |
127.95 |
2.618 |
127.55 |
4.250 |
126.90 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
128.82 |
128.71 |
PP |
128.81 |
128.59 |
S1 |
128.80 |
128.48 |
|