Euro Bund Future December 2023
| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
128.09 |
127.67 |
-0.42 |
-0.3% |
128.17 |
| High |
128.28 |
127.88 |
-0.40 |
-0.3% |
130.20 |
| Low |
127.56 |
127.28 |
-0.28 |
-0.2% |
127.93 |
| Close |
127.61 |
127.53 |
-0.08 |
-0.1% |
129.52 |
| Range |
0.72 |
0.60 |
-0.12 |
-16.7% |
2.27 |
| ATR |
0.99 |
0.97 |
-0.03 |
-2.8% |
0.00 |
| Volume |
929,345 |
1,053,433 |
124,088 |
13.4% |
5,025,445 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.36 |
129.05 |
127.86 |
|
| R3 |
128.76 |
128.45 |
127.70 |
|
| R2 |
128.16 |
128.16 |
127.64 |
|
| R1 |
127.85 |
127.85 |
127.59 |
127.71 |
| PP |
127.56 |
127.56 |
127.56 |
127.49 |
| S1 |
127.25 |
127.25 |
127.48 |
127.11 |
| S2 |
126.96 |
126.96 |
127.42 |
|
| S3 |
126.36 |
126.65 |
127.37 |
|
| S4 |
125.76 |
126.05 |
127.20 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.03 |
135.04 |
130.77 |
|
| R3 |
133.76 |
132.77 |
130.14 |
|
| R2 |
131.49 |
131.49 |
129.94 |
|
| R1 |
130.50 |
130.50 |
129.73 |
131.00 |
| PP |
129.22 |
129.22 |
129.22 |
129.46 |
| S1 |
128.23 |
128.23 |
129.31 |
128.73 |
| S2 |
126.95 |
126.95 |
129.10 |
|
| S3 |
124.68 |
125.96 |
128.90 |
|
| S4 |
122.41 |
123.69 |
128.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.96 |
127.28 |
2.68 |
2.1% |
0.86 |
0.7% |
9% |
False |
True |
917,950 |
| 10 |
130.20 |
127.28 |
2.92 |
2.3% |
1.00 |
0.8% |
9% |
False |
True |
966,353 |
| 20 |
130.20 |
126.62 |
3.58 |
2.8% |
1.02 |
0.8% |
25% |
False |
False |
968,056 |
| 40 |
132.78 |
126.62 |
6.16 |
4.8% |
0.89 |
0.7% |
15% |
False |
False |
732,382 |
| 60 |
133.02 |
126.62 |
6.40 |
5.0% |
0.88 |
0.7% |
14% |
False |
False |
489,011 |
| 80 |
134.29 |
126.62 |
7.67 |
6.0% |
0.80 |
0.6% |
12% |
False |
False |
366,797 |
| 100 |
135.03 |
126.62 |
8.41 |
6.6% |
0.74 |
0.6% |
11% |
False |
False |
293,439 |
| 120 |
135.76 |
126.62 |
9.14 |
7.2% |
0.62 |
0.5% |
10% |
False |
False |
244,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.43 |
|
2.618 |
129.45 |
|
1.618 |
128.85 |
|
1.000 |
128.48 |
|
0.618 |
128.25 |
|
HIGH |
127.88 |
|
0.618 |
127.65 |
|
0.500 |
127.58 |
|
0.382 |
127.51 |
|
LOW |
127.28 |
|
0.618 |
126.91 |
|
1.000 |
126.68 |
|
1.618 |
126.31 |
|
2.618 |
125.71 |
|
4.250 |
124.73 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127.58 |
128.21 |
| PP |
127.56 |
127.98 |
| S1 |
127.55 |
127.76 |
|