Euro Bund Future December 2023
| Trading Metrics calculated at close of trading on 24-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
127.76 |
128.27 |
0.51 |
0.4% |
129.49 |
| High |
128.36 |
129.12 |
0.76 |
0.6% |
129.59 |
| Low |
127.18 |
128.22 |
1.04 |
0.8% |
127.28 |
| Close |
128.16 |
128.56 |
0.40 |
0.3% |
128.09 |
| Range |
1.18 |
0.90 |
-0.28 |
-23.7% |
2.31 |
| ATR |
0.96 |
0.96 |
0.00 |
0.0% |
0.00 |
| Volume |
847,808 |
963,327 |
115,519 |
13.6% |
4,514,451 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.33 |
130.85 |
129.06 |
|
| R3 |
130.43 |
129.95 |
128.81 |
|
| R2 |
129.53 |
129.53 |
128.73 |
|
| R1 |
129.05 |
129.05 |
128.64 |
129.29 |
| PP |
128.63 |
128.63 |
128.63 |
128.76 |
| S1 |
128.15 |
128.15 |
128.48 |
128.39 |
| S2 |
127.73 |
127.73 |
128.40 |
|
| S3 |
126.83 |
127.25 |
128.31 |
|
| S4 |
125.93 |
126.35 |
128.07 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.25 |
133.98 |
129.36 |
|
| R3 |
132.94 |
131.67 |
128.73 |
|
| R2 |
130.63 |
130.63 |
128.51 |
|
| R1 |
129.36 |
129.36 |
128.30 |
128.84 |
| PP |
128.32 |
128.32 |
128.32 |
128.06 |
| S1 |
127.05 |
127.05 |
127.88 |
126.53 |
| S2 |
126.01 |
126.01 |
127.67 |
|
| S3 |
123.70 |
124.74 |
127.45 |
|
| S4 |
121.39 |
122.43 |
126.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.12 |
127.18 |
1.94 |
1.5% |
0.81 |
0.6% |
71% |
True |
False |
919,341 |
| 10 |
130.20 |
127.18 |
3.02 |
2.3% |
0.94 |
0.7% |
46% |
False |
False |
944,427 |
| 20 |
130.20 |
126.62 |
3.58 |
2.8% |
1.03 |
0.8% |
54% |
False |
False |
977,399 |
| 40 |
132.78 |
126.62 |
6.16 |
4.8% |
0.91 |
0.7% |
31% |
False |
False |
797,140 |
| 60 |
132.91 |
126.62 |
6.29 |
4.9% |
0.87 |
0.7% |
31% |
False |
False |
532,566 |
| 80 |
134.29 |
126.62 |
7.67 |
6.0% |
0.82 |
0.6% |
25% |
False |
False |
399,471 |
| 100 |
135.03 |
126.62 |
8.41 |
6.5% |
0.75 |
0.6% |
23% |
False |
False |
319,578 |
| 120 |
135.53 |
126.62 |
8.91 |
6.9% |
0.64 |
0.5% |
22% |
False |
False |
266,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.95 |
|
2.618 |
131.48 |
|
1.618 |
130.58 |
|
1.000 |
130.02 |
|
0.618 |
129.68 |
|
HIGH |
129.12 |
|
0.618 |
128.78 |
|
0.500 |
128.67 |
|
0.382 |
128.56 |
|
LOW |
128.22 |
|
0.618 |
127.66 |
|
1.000 |
127.32 |
|
1.618 |
126.76 |
|
2.618 |
125.86 |
|
4.250 |
124.40 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128.67 |
128.42 |
| PP |
128.63 |
128.29 |
| S1 |
128.60 |
128.15 |
|