Euro Bund Future December 2023
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
128.32 |
127.63 |
-0.69 |
-0.5% |
129.54 |
| High |
128.59 |
128.79 |
0.20 |
0.2% |
129.56 |
| Low |
127.01 |
127.46 |
0.45 |
0.4% |
127.01 |
| Close |
127.09 |
128.64 |
1.55 |
1.2% |
128.64 |
| Range |
1.58 |
1.33 |
-0.25 |
-15.8% |
2.55 |
| ATR |
0.89 |
0.95 |
0.06 |
6.5% |
0.00 |
| Volume |
1,487,699 |
1,179,201 |
-308,498 |
-20.7% |
5,268,941 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.29 |
131.79 |
129.37 |
|
| R3 |
130.96 |
130.46 |
129.01 |
|
| R2 |
129.63 |
129.63 |
128.88 |
|
| R1 |
129.13 |
129.13 |
128.76 |
129.38 |
| PP |
128.30 |
128.30 |
128.30 |
128.42 |
| S1 |
127.80 |
127.80 |
128.52 |
128.05 |
| S2 |
126.97 |
126.97 |
128.40 |
|
| S3 |
125.64 |
126.47 |
128.27 |
|
| S4 |
124.31 |
125.14 |
127.91 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.05 |
134.90 |
130.04 |
|
| R3 |
133.50 |
132.35 |
129.34 |
|
| R2 |
130.95 |
130.95 |
129.11 |
|
| R1 |
129.80 |
129.80 |
128.87 |
129.10 |
| PP |
128.40 |
128.40 |
128.40 |
128.06 |
| S1 |
127.25 |
127.25 |
128.41 |
126.55 |
| S2 |
125.85 |
125.85 |
128.17 |
|
| S3 |
123.30 |
124.70 |
127.94 |
|
| S4 |
120.75 |
122.15 |
127.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.56 |
127.01 |
2.55 |
2.0% |
1.09 |
0.9% |
64% |
False |
False |
1,053,788 |
| 10 |
130.24 |
127.01 |
3.23 |
2.5% |
0.89 |
0.7% |
50% |
False |
False |
879,436 |
| 20 |
132.78 |
127.01 |
5.77 |
4.5% |
0.83 |
0.6% |
28% |
False |
False |
771,530 |
| 40 |
132.91 |
127.01 |
5.90 |
4.6% |
0.85 |
0.7% |
28% |
False |
False |
400,207 |
| 60 |
134.29 |
127.01 |
7.28 |
5.7% |
0.78 |
0.6% |
22% |
False |
False |
266,877 |
| 80 |
134.29 |
127.01 |
7.28 |
5.7% |
0.71 |
0.6% |
22% |
False |
False |
200,160 |
| 100 |
135.03 |
127.01 |
8.02 |
6.2% |
0.60 |
0.5% |
20% |
False |
False |
160,128 |
| 120 |
135.76 |
127.01 |
8.75 |
6.8% |
0.50 |
0.4% |
19% |
False |
False |
133,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.44 |
|
2.618 |
132.27 |
|
1.618 |
130.94 |
|
1.000 |
130.12 |
|
0.618 |
129.61 |
|
HIGH |
128.79 |
|
0.618 |
128.28 |
|
0.500 |
128.13 |
|
0.382 |
127.97 |
|
LOW |
127.46 |
|
0.618 |
126.64 |
|
1.000 |
126.13 |
|
1.618 |
125.31 |
|
2.618 |
123.98 |
|
4.250 |
121.81 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128.47 |
128.47 |
| PP |
128.30 |
128.29 |
| S1 |
128.13 |
128.12 |
|