Euro Bund Future March 2024
Trading Metrics calculated at close of trading on 30-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
128.60 |
128.90 |
0.30 |
0.2% |
127.85 |
High |
129.00 |
129.45 |
0.45 |
0.3% |
129.01 |
Low |
128.60 |
128.75 |
0.15 |
0.1% |
127.44 |
Close |
128.83 |
128.91 |
0.08 |
0.1% |
128.83 |
Range |
0.40 |
0.70 |
0.30 |
75.0% |
1.57 |
ATR |
0.69 |
0.69 |
0.00 |
0.1% |
0.00 |
Volume |
2 |
20 |
18 |
900.0% |
283 |
|
Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.14 |
130.72 |
129.30 |
|
R3 |
130.44 |
130.02 |
129.10 |
|
R2 |
129.74 |
129.74 |
129.04 |
|
R1 |
129.32 |
129.32 |
128.97 |
129.53 |
PP |
129.04 |
129.04 |
129.04 |
129.14 |
S1 |
128.62 |
128.62 |
128.85 |
128.83 |
S2 |
128.34 |
128.34 |
128.78 |
|
S3 |
127.64 |
127.92 |
128.72 |
|
S4 |
126.94 |
127.22 |
128.53 |
|
|
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 |
129.45 |
127.95 |
1.50 |
1.2% |
0.56 |
0.4% |
64% |
True |
False |
49 |
10 |
129.45 |
127.44 |
2.01 |
1.6% |
0.56 |
0.4% |
73% |
True |
False |
106 |
20 |
130.13 |
126.95 |
3.18 |
2.5% |
0.58 |
0.5% |
62% |
False |
False |
144 |
40 |
131.68 |
126.95 |
4.73 |
3.7% |
0.45 |
0.4% |
41% |
False |
False |
81 |
60 |
132.88 |
126.95 |
5.93 |
4.6% |
0.34 |
0.3% |
33% |
False |
False |
54 |
80 |
133.74 |
126.95 |
6.79 |
5.3% |
0.25 |
0.2% |
29% |
False |
False |
41 |
100 |
134.24 |
126.95 |
7.29 |
5.7% |
0.20 |
0.2% |
27% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.43 |
2.618 |
131.28 |
1.618 |
130.58 |
1.000 |
130.15 |
0.618 |
129.88 |
HIGH |
129.45 |
0.618 |
129.18 |
0.500 |
129.10 |
0.382 |
129.02 |
LOW |
128.75 |
0.618 |
128.32 |
1.000 |
128.05 |
1.618 |
127.62 |
2.618 |
126.92 |
4.250 |
125.78 |
|
|
Fisher Pivots for day following 30-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
129.10 |
128.84 |
PP |
129.04 |
128.77 |
S1 |
128.97 |
128.70 |
|