Euro Bund Future March 2024
| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
127.03 |
127.70 |
0.67 |
0.5% |
129.16 |
| High |
127.70 |
128.35 |
0.65 |
0.5% |
129.28 |
| Low |
126.95 |
127.70 |
0.75 |
0.6% |
127.33 |
| Close |
127.58 |
128.30 |
0.72 |
0.6% |
128.85 |
| Range |
0.75 |
0.65 |
-0.10 |
-13.3% |
1.95 |
| ATR |
0.68 |
0.68 |
0.01 |
1.0% |
0.00 |
| Volume |
138 |
459 |
321 |
232.6% |
292 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.07 |
129.83 |
128.66 |
|
| R3 |
129.42 |
129.18 |
128.48 |
|
| R2 |
128.77 |
128.77 |
128.42 |
|
| R1 |
128.53 |
128.53 |
128.36 |
128.65 |
| PP |
128.12 |
128.12 |
128.12 |
128.18 |
| S1 |
127.88 |
127.88 |
128.24 |
128.00 |
| S2 |
127.47 |
127.47 |
128.18 |
|
| S3 |
126.82 |
127.23 |
128.12 |
|
| S4 |
126.17 |
126.58 |
127.94 |
|
|
| 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% |
0.59 |
0.5% |
69% |
False |
False |
130 |
| 10 |
129.79 |
126.95 |
2.84 |
2.2% |
0.56 |
0.4% |
48% |
False |
False |
91 |
| 20 |
131.42 |
126.95 |
4.47 |
3.5% |
0.36 |
0.3% |
30% |
False |
False |
47 |
| 40 |
132.88 |
126.95 |
5.93 |
4.6% |
0.27 |
0.2% |
23% |
False |
False |
25 |
| 60 |
133.74 |
126.95 |
6.79 |
5.3% |
0.18 |
0.1% |
20% |
False |
False |
16 |
| 80 |
134.24 |
126.95 |
7.29 |
5.7% |
0.13 |
0.1% |
19% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.11 |
|
2.618 |
130.05 |
|
1.618 |
129.40 |
|
1.000 |
129.00 |
|
0.618 |
128.75 |
|
HIGH |
128.35 |
|
0.618 |
128.10 |
|
0.500 |
128.03 |
|
0.382 |
127.95 |
|
LOW |
127.70 |
|
0.618 |
127.30 |
|
1.000 |
127.05 |
|
1.618 |
126.65 |
|
2.618 |
126.00 |
|
4.250 |
124.94 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
128.21 |
128.08 |
| PP |
128.12 |
127.87 |
| S1 |
128.03 |
127.65 |
|