Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 06-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2023 |
06-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
133.24 |
132.55 |
-0.69 |
-0.5% |
134.26 |
High |
133.68 |
132.65 |
-1.03 |
-0.8% |
135.00 |
Low |
132.49 |
130.97 |
-1.52 |
-1.1% |
133.09 |
Close |
132.87 |
131.19 |
-1.68 |
-1.3% |
133.74 |
Range |
1.19 |
1.68 |
0.49 |
41.2% |
1.91 |
ATR |
1.10 |
1.16 |
0.06 |
5.2% |
0.00 |
Volume |
730,740 |
1,105,992 |
375,252 |
51.4% |
3,892,335 |
|
Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.64 |
135.60 |
132.11 |
|
R3 |
134.96 |
133.92 |
131.65 |
|
R2 |
133.28 |
133.28 |
131.50 |
|
R1 |
132.24 |
132.24 |
131.34 |
131.92 |
PP |
131.60 |
131.60 |
131.60 |
131.45 |
S1 |
130.56 |
130.56 |
131.04 |
130.24 |
S2 |
129.92 |
129.92 |
130.88 |
|
S3 |
128.24 |
128.88 |
130.73 |
|
S4 |
126.56 |
127.20 |
130.27 |
|
|
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 |
134.78 |
130.97 |
3.81 |
2.9% |
1.23 |
0.9% |
6% |
False |
True |
810,006 |
10 |
135.00 |
130.97 |
4.03 |
3.1% |
1.21 |
0.9% |
5% |
False |
True |
798,669 |
20 |
135.00 |
130.97 |
4.03 |
3.1% |
1.14 |
0.9% |
5% |
False |
True |
780,141 |
40 |
136.50 |
130.97 |
5.53 |
4.2% |
1.02 |
0.8% |
4% |
False |
True |
474,654 |
60 |
136.97 |
130.97 |
6.00 |
4.6% |
0.94 |
0.7% |
4% |
False |
True |
316,476 |
80 |
138.27 |
130.57 |
7.70 |
5.9% |
0.99 |
0.8% |
8% |
False |
False |
237,359 |
100 |
138.27 |
130.00 |
8.27 |
6.3% |
0.80 |
0.6% |
14% |
False |
False |
189,887 |
120 |
138.27 |
130.00 |
8.27 |
6.3% |
0.67 |
0.5% |
14% |
False |
False |
158,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.79 |
2.618 |
137.05 |
1.618 |
135.37 |
1.000 |
134.33 |
0.618 |
133.69 |
HIGH |
132.65 |
0.618 |
132.01 |
0.500 |
131.81 |
0.382 |
131.61 |
LOW |
130.97 |
0.618 |
129.93 |
1.000 |
129.29 |
1.618 |
128.25 |
2.618 |
126.57 |
4.250 |
123.83 |
|
|
Fisher Pivots for day following 06-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
131.81 |
132.56 |
PP |
131.60 |
132.10 |
S1 |
131.40 |
131.65 |
|