Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 03-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2023 |
03-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
133.52 |
133.62 |
0.10 |
0.1% |
134.26 |
High |
133.93 |
134.14 |
0.21 |
0.2% |
135.00 |
Low |
133.09 |
133.13 |
0.04 |
0.0% |
133.09 |
Close |
133.74 |
133.37 |
-0.37 |
-0.3% |
133.74 |
Range |
0.84 |
1.01 |
0.17 |
20.2% |
1.91 |
ATR |
1.10 |
1.09 |
-0.01 |
-0.6% |
0.00 |
Volume |
774,562 |
630,885 |
-143,677 |
-18.5% |
3,892,335 |
|
Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.58 |
135.98 |
133.93 |
|
R3 |
135.57 |
134.97 |
133.65 |
|
R2 |
134.56 |
134.56 |
133.56 |
|
R1 |
133.96 |
133.96 |
133.46 |
133.76 |
PP |
133.55 |
133.55 |
133.55 |
133.44 |
S1 |
132.95 |
132.95 |
133.28 |
132.75 |
S2 |
132.54 |
132.54 |
133.18 |
|
S3 |
131.53 |
131.94 |
133.09 |
|
S4 |
130.52 |
130.93 |
132.81 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.67 |
138.62 |
134.79 |
|
R3 |
137.76 |
136.71 |
134.27 |
|
R2 |
135.85 |
135.85 |
134.09 |
|
R1 |
134.80 |
134.80 |
133.92 |
134.37 |
PP |
133.94 |
133.94 |
133.94 |
133.73 |
S1 |
132.89 |
132.89 |
133.56 |
132.46 |
S2 |
132.03 |
132.03 |
133.39 |
|
S3 |
130.12 |
130.98 |
133.21 |
|
S4 |
128.21 |
129.07 |
132.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135.00 |
133.09 |
1.91 |
1.4% |
1.03 |
0.8% |
15% |
False |
False |
728,891 |
10 |
135.00 |
132.47 |
2.53 |
1.9% |
1.13 |
0.8% |
36% |
False |
False |
755,050 |
20 |
135.00 |
132.18 |
2.82 |
2.1% |
1.10 |
0.8% |
42% |
False |
False |
768,789 |
40 |
136.50 |
132.12 |
4.38 |
3.3% |
0.99 |
0.7% |
29% |
False |
False |
428,744 |
60 |
136.97 |
132.12 |
4.85 |
3.6% |
0.93 |
0.7% |
26% |
False |
False |
285,865 |
80 |
138.27 |
130.27 |
8.00 |
6.0% |
0.95 |
0.7% |
39% |
False |
False |
214,400 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.77 |
0.6% |
41% |
False |
False |
171,520 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.65 |
0.5% |
41% |
False |
False |
142,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.43 |
2.618 |
136.78 |
1.618 |
135.77 |
1.000 |
135.15 |
0.618 |
134.76 |
HIGH |
134.14 |
0.618 |
133.75 |
0.500 |
133.64 |
0.382 |
133.52 |
LOW |
133.13 |
0.618 |
132.51 |
1.000 |
132.12 |
1.618 |
131.50 |
2.618 |
130.49 |
4.250 |
128.84 |
|
|
Fisher Pivots for day following 03-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
133.64 |
133.94 |
PP |
133.55 |
133.75 |
S1 |
133.46 |
133.56 |
|