Euro Bund Future December 2023
| Trading Metrics calculated at close of trading on 03-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
128.17 |
127.66 |
-0.51 |
-0.4% |
129.54 |
| High |
128.50 |
127.95 |
-0.55 |
-0.4% |
129.56 |
| Low |
127.62 |
127.10 |
-0.52 |
-0.4% |
127.01 |
| Close |
127.75 |
127.28 |
-0.47 |
-0.4% |
128.64 |
| Range |
0.88 |
0.85 |
-0.03 |
-3.4% |
2.55 |
| ATR |
0.95 |
0.95 |
-0.01 |
-0.8% |
0.00 |
| Volume |
696,175 |
918,843 |
222,668 |
32.0% |
5,268,941 |
|
| Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.99 |
129.49 |
127.75 |
|
| R3 |
129.14 |
128.64 |
127.51 |
|
| R2 |
128.29 |
128.29 |
127.44 |
|
| R1 |
127.79 |
127.79 |
127.36 |
127.62 |
| PP |
127.44 |
127.44 |
127.44 |
127.36 |
| S1 |
126.94 |
126.94 |
127.20 |
126.77 |
| S2 |
126.59 |
126.59 |
127.12 |
|
| S3 |
125.74 |
126.09 |
127.05 |
|
| S4 |
124.89 |
125.24 |
126.81 |
|
|
| 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 |
129.23 |
127.01 |
2.22 |
1.7% |
1.16 |
0.9% |
12% |
False |
False |
1,043,606 |
| 10 |
130.19 |
127.01 |
3.18 |
2.5% |
0.94 |
0.7% |
8% |
False |
False |
917,196 |
| 20 |
131.49 |
127.01 |
4.48 |
3.5% |
0.83 |
0.7% |
6% |
False |
False |
789,494 |
| 40 |
132.91 |
127.01 |
5.90 |
4.6% |
0.85 |
0.7% |
5% |
False |
False |
440,521 |
| 60 |
134.29 |
127.01 |
7.28 |
5.7% |
0.79 |
0.6% |
4% |
False |
False |
293,793 |
| 80 |
134.29 |
127.01 |
7.28 |
5.7% |
0.72 |
0.6% |
4% |
False |
False |
220,348 |
| 100 |
135.03 |
127.01 |
8.02 |
6.3% |
0.62 |
0.5% |
3% |
False |
False |
176,279 |
| 120 |
135.76 |
127.01 |
8.75 |
6.9% |
0.52 |
0.4% |
3% |
False |
False |
146,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.56 |
|
2.618 |
130.18 |
|
1.618 |
129.33 |
|
1.000 |
128.80 |
|
0.618 |
128.48 |
|
HIGH |
127.95 |
|
0.618 |
127.63 |
|
0.500 |
127.53 |
|
0.382 |
127.42 |
|
LOW |
127.10 |
|
0.618 |
126.57 |
|
1.000 |
126.25 |
|
1.618 |
125.72 |
|
2.618 |
124.87 |
|
4.250 |
123.49 |
|
|
| Fisher Pivots for day following 03-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127.53 |
127.95 |
| PP |
127.44 |
127.72 |
| S1 |
127.36 |
127.50 |
|