Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 05-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
133.62 |
133.24 |
-0.38 |
-0.3% |
134.26 |
High |
134.14 |
133.68 |
-0.46 |
-0.3% |
135.00 |
Low |
133.13 |
132.49 |
-0.64 |
-0.5% |
133.09 |
Close |
133.37 |
132.87 |
-0.50 |
-0.4% |
133.74 |
Range |
1.01 |
1.19 |
0.18 |
17.8% |
1.91 |
ATR |
1.09 |
1.10 |
0.01 |
0.6% |
0.00 |
Volume |
630,885 |
730,740 |
99,855 |
15.8% |
3,892,335 |
|
Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.58 |
135.92 |
133.52 |
|
R3 |
135.39 |
134.73 |
133.20 |
|
R2 |
134.20 |
134.20 |
133.09 |
|
R1 |
133.54 |
133.54 |
132.98 |
133.28 |
PP |
133.01 |
133.01 |
133.01 |
132.88 |
S1 |
132.35 |
132.35 |
132.76 |
132.09 |
S2 |
131.82 |
131.82 |
132.65 |
|
S3 |
130.63 |
131.16 |
132.54 |
|
S4 |
129.44 |
129.97 |
132.22 |
|
|
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 |
134.85 |
132.49 |
2.36 |
1.8% |
1.08 |
0.8% |
16% |
False |
True |
733,446 |
10 |
135.00 |
132.47 |
2.53 |
1.9% |
1.12 |
0.8% |
16% |
False |
False |
757,171 |
20 |
135.00 |
132.18 |
2.82 |
2.1% |
1.11 |
0.8% |
24% |
False |
False |
759,866 |
40 |
136.50 |
132.12 |
4.38 |
3.3% |
0.99 |
0.7% |
17% |
False |
False |
447,008 |
60 |
136.97 |
132.12 |
4.85 |
3.7% |
0.93 |
0.7% |
15% |
False |
False |
298,043 |
80 |
138.27 |
130.57 |
7.70 |
5.8% |
0.97 |
0.7% |
30% |
False |
False |
223,534 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.78 |
0.6% |
35% |
False |
False |
178,827 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.66 |
0.5% |
35% |
False |
False |
149,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.74 |
2.618 |
136.80 |
1.618 |
135.61 |
1.000 |
134.87 |
0.618 |
134.42 |
HIGH |
133.68 |
0.618 |
133.23 |
0.500 |
133.09 |
0.382 |
132.94 |
LOW |
132.49 |
0.618 |
131.75 |
1.000 |
131.30 |
1.618 |
130.56 |
2.618 |
129.37 |
4.250 |
127.43 |
|
|
Fisher Pivots for day following 05-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
133.09 |
133.32 |
PP |
133.01 |
133.17 |
S1 |
132.94 |
133.02 |
|