Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 07-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
132.55 |
131.32 |
-1.23 |
-0.9% |
133.62 |
High |
132.65 |
131.51 |
-1.14 |
-0.9% |
134.14 |
Low |
130.97 |
130.61 |
-0.36 |
-0.3% |
130.61 |
Close |
131.19 |
131.12 |
-0.07 |
-0.1% |
131.12 |
Range |
1.68 |
0.90 |
-0.78 |
-46.4% |
3.53 |
ATR |
1.16 |
1.14 |
-0.02 |
-1.6% |
0.00 |
Volume |
1,105,992 |
771,305 |
-334,687 |
-30.3% |
3,238,922 |
|
Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.78 |
133.35 |
131.62 |
|
R3 |
132.88 |
132.45 |
131.37 |
|
R2 |
131.98 |
131.98 |
131.29 |
|
R1 |
131.55 |
131.55 |
131.20 |
131.32 |
PP |
131.08 |
131.08 |
131.08 |
130.96 |
S1 |
130.65 |
130.65 |
131.04 |
130.42 |
S2 |
130.18 |
130.18 |
130.96 |
|
S3 |
129.28 |
129.75 |
130.87 |
|
S4 |
128.38 |
128.85 |
130.63 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.55 |
140.36 |
133.06 |
|
R3 |
139.02 |
136.83 |
132.09 |
|
R2 |
135.49 |
135.49 |
131.77 |
|
R1 |
133.30 |
133.30 |
131.44 |
132.63 |
PP |
131.96 |
131.96 |
131.96 |
131.62 |
S1 |
129.77 |
129.77 |
130.80 |
129.10 |
S2 |
128.43 |
128.43 |
130.47 |
|
S3 |
124.90 |
126.24 |
130.15 |
|
S4 |
121.37 |
122.71 |
129.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.14 |
130.61 |
3.53 |
2.7% |
1.12 |
0.9% |
14% |
False |
True |
802,696 |
10 |
135.00 |
130.61 |
4.39 |
3.3% |
1.18 |
0.9% |
12% |
False |
True |
801,002 |
20 |
135.00 |
130.61 |
4.39 |
3.3% |
1.11 |
0.8% |
12% |
False |
True |
775,779 |
40 |
136.50 |
130.61 |
5.89 |
4.5% |
1.03 |
0.8% |
9% |
False |
True |
493,926 |
60 |
136.50 |
130.61 |
5.89 |
4.5% |
0.95 |
0.7% |
9% |
False |
True |
329,331 |
80 |
138.27 |
130.61 |
7.66 |
5.8% |
0.99 |
0.8% |
7% |
False |
True |
247,001 |
100 |
138.27 |
130.00 |
8.27 |
6.3% |
0.81 |
0.6% |
14% |
False |
False |
197,600 |
120 |
138.27 |
130.00 |
8.27 |
6.3% |
0.68 |
0.5% |
14% |
False |
False |
164,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.34 |
2.618 |
133.87 |
1.618 |
132.97 |
1.000 |
132.41 |
0.618 |
132.07 |
HIGH |
131.51 |
0.618 |
131.17 |
0.500 |
131.06 |
0.382 |
130.95 |
LOW |
130.61 |
0.618 |
130.05 |
1.000 |
129.71 |
1.618 |
129.15 |
2.618 |
128.25 |
4.250 |
126.79 |
|
|
Fisher Pivots for day following 07-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
131.10 |
132.15 |
PP |
131.08 |
131.80 |
S1 |
131.06 |
131.46 |
|