Euro Bund Future March 2024
| Trading Metrics calculated at close of trading on 04-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
128.02 |
127.03 |
-0.99 |
-0.8% |
129.16 |
| High |
128.02 |
127.70 |
-0.32 |
-0.2% |
129.28 |
| Low |
127.37 |
126.95 |
-0.42 |
-0.3% |
127.33 |
| Close |
127.50 |
127.58 |
0.08 |
0.1% |
128.85 |
| Range |
0.65 |
0.75 |
0.10 |
15.4% |
1.95 |
| ATR |
0.67 |
0.68 |
0.01 |
0.9% |
0.00 |
| Volume |
19 |
138 |
119 |
626.3% |
292 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.66 |
129.37 |
127.99 |
|
| R3 |
128.91 |
128.62 |
127.79 |
|
| R2 |
128.16 |
128.16 |
127.72 |
|
| R1 |
127.87 |
127.87 |
127.65 |
128.02 |
| PP |
127.41 |
127.41 |
127.41 |
127.48 |
| S1 |
127.12 |
127.12 |
127.51 |
127.27 |
| S2 |
126.66 |
126.66 |
127.44 |
|
| S3 |
125.91 |
126.37 |
127.37 |
|
| S4 |
125.16 |
125.62 |
127.17 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.34 |
133.54 |
129.92 |
|
| R3 |
132.39 |
131.59 |
129.39 |
|
| R2 |
130.44 |
130.44 |
129.21 |
|
| R1 |
129.64 |
129.64 |
129.03 |
129.07 |
| PP |
128.49 |
128.49 |
128.49 |
128.20 |
| S1 |
127.69 |
127.69 |
128.67 |
127.12 |
| S2 |
126.54 |
126.54 |
128.49 |
|
| S3 |
124.59 |
125.74 |
128.31 |
|
| S4 |
122.64 |
123.79 |
127.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128.92 |
126.95 |
1.97 |
1.5% |
0.75 |
0.6% |
32% |
False |
True |
52 |
| 10 |
129.82 |
126.95 |
2.87 |
2.2% |
0.49 |
0.4% |
22% |
False |
True |
45 |
| 20 |
131.42 |
126.95 |
4.47 |
3.5% |
0.34 |
0.3% |
14% |
False |
True |
24 |
| 40 |
132.88 |
126.95 |
5.93 |
4.6% |
0.25 |
0.2% |
11% |
False |
True |
13 |
| 60 |
133.74 |
126.95 |
6.79 |
5.3% |
0.17 |
0.1% |
9% |
False |
True |
9 |
| 80 |
134.24 |
126.95 |
7.29 |
5.7% |
0.12 |
0.1% |
9% |
False |
True |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.89 |
|
2.618 |
129.66 |
|
1.618 |
128.91 |
|
1.000 |
128.45 |
|
0.618 |
128.16 |
|
HIGH |
127.70 |
|
0.618 |
127.41 |
|
0.500 |
127.33 |
|
0.382 |
127.24 |
|
LOW |
126.95 |
|
0.618 |
126.49 |
|
1.000 |
126.20 |
|
1.618 |
125.74 |
|
2.618 |
124.99 |
|
4.250 |
123.76 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127.50 |
127.61 |
| PP |
127.41 |
127.60 |
| S1 |
127.33 |
127.59 |
|