Euro Bund Future December 2023
| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
129.19 |
129.92 |
0.73 |
0.6% |
128.17 |
| High |
129.99 |
130.20 |
0.21 |
0.2% |
128.50 |
| Low |
129.03 |
128.76 |
-0.27 |
-0.2% |
126.62 |
| Close |
129.78 |
129.16 |
-0.62 |
-0.5% |
127.94 |
| Range |
0.96 |
1.44 |
0.48 |
50.0% |
1.88 |
| ATR |
0.99 |
1.02 |
0.03 |
3.3% |
0.00 |
| Volume |
1,179,669 |
1,060,923 |
-118,746 |
-10.1% |
4,593,938 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.69 |
132.87 |
129.95 |
|
| R3 |
132.25 |
131.43 |
129.56 |
|
| R2 |
130.81 |
130.81 |
129.42 |
|
| R1 |
129.99 |
129.99 |
129.29 |
129.68 |
| PP |
129.37 |
129.37 |
129.37 |
129.22 |
| S1 |
128.55 |
128.55 |
129.03 |
128.24 |
| S2 |
127.93 |
127.93 |
128.90 |
|
| S3 |
126.49 |
127.11 |
128.76 |
|
| S4 |
125.05 |
125.67 |
128.37 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.33 |
132.51 |
128.97 |
|
| R3 |
131.45 |
130.63 |
128.46 |
|
| R2 |
129.57 |
129.57 |
128.28 |
|
| R1 |
128.75 |
128.75 |
128.11 |
128.22 |
| PP |
127.69 |
127.69 |
127.69 |
127.42 |
| S1 |
126.87 |
126.87 |
127.77 |
126.34 |
| S2 |
125.81 |
125.81 |
127.60 |
|
| S3 |
123.93 |
124.99 |
127.42 |
|
| S4 |
122.05 |
123.11 |
126.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130.20 |
127.31 |
2.89 |
2.2% |
1.13 |
0.9% |
64% |
True |
False |
1,014,756 |
| 10 |
130.20 |
126.62 |
3.58 |
2.8% |
1.09 |
0.8% |
71% |
True |
False |
992,049 |
| 20 |
131.27 |
126.62 |
4.65 |
3.6% |
0.98 |
0.8% |
55% |
False |
False |
911,792 |
| 40 |
132.78 |
126.62 |
6.16 |
4.8% |
0.90 |
0.7% |
41% |
False |
False |
618,365 |
| 60 |
133.45 |
126.62 |
6.83 |
5.3% |
0.85 |
0.7% |
37% |
False |
False |
412,563 |
| 80 |
134.29 |
126.62 |
7.67 |
5.9% |
0.78 |
0.6% |
33% |
False |
False |
309,426 |
| 100 |
135.03 |
126.62 |
8.41 |
6.5% |
0.70 |
0.5% |
30% |
False |
False |
247,541 |
| 120 |
135.76 |
126.62 |
9.14 |
7.1% |
0.58 |
0.5% |
28% |
False |
False |
206,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.32 |
|
2.618 |
133.97 |
|
1.618 |
132.53 |
|
1.000 |
131.64 |
|
0.618 |
131.09 |
|
HIGH |
130.20 |
|
0.618 |
129.65 |
|
0.500 |
129.48 |
|
0.382 |
129.31 |
|
LOW |
128.76 |
|
0.618 |
127.87 |
|
1.000 |
127.32 |
|
1.618 |
126.43 |
|
2.618 |
124.99 |
|
4.250 |
122.64 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
129.48 |
129.41 |
| PP |
129.37 |
129.32 |
| S1 |
129.27 |
129.24 |
|