Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 11-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
131.02 |
131.17 |
0.15 |
0.1% |
133.62 |
High |
131.25 |
131.58 |
0.33 |
0.3% |
134.14 |
Low |
130.60 |
130.82 |
0.22 |
0.2% |
130.61 |
Close |
131.07 |
130.95 |
-0.12 |
-0.1% |
131.12 |
Range |
0.65 |
0.76 |
0.11 |
16.9% |
3.53 |
ATR |
1.10 |
1.08 |
-0.02 |
-2.2% |
0.00 |
Volume |
546,486 |
683,717 |
137,231 |
25.1% |
3,238,922 |
|
Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.40 |
132.93 |
131.37 |
|
R3 |
132.64 |
132.17 |
131.16 |
|
R2 |
131.88 |
131.88 |
131.09 |
|
R1 |
131.41 |
131.41 |
131.02 |
131.27 |
PP |
131.12 |
131.12 |
131.12 |
131.04 |
S1 |
130.65 |
130.65 |
130.88 |
130.51 |
S2 |
130.36 |
130.36 |
130.81 |
|
S3 |
129.60 |
129.89 |
130.74 |
|
S4 |
128.84 |
129.13 |
130.53 |
|
|
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 |
133.68 |
130.60 |
3.08 |
2.4% |
1.04 |
0.8% |
11% |
False |
False |
767,648 |
10 |
135.00 |
130.60 |
4.40 |
3.4% |
1.03 |
0.8% |
8% |
False |
False |
748,269 |
20 |
135.00 |
130.60 |
4.40 |
3.4% |
1.10 |
0.8% |
8% |
False |
False |
775,416 |
40 |
135.98 |
130.60 |
5.38 |
4.1% |
1.01 |
0.8% |
7% |
False |
False |
524,600 |
60 |
136.50 |
130.60 |
5.90 |
4.5% |
0.93 |
0.7% |
6% |
False |
False |
349,833 |
80 |
138.27 |
130.60 |
7.67 |
5.9% |
0.96 |
0.7% |
5% |
False |
False |
262,378 |
100 |
138.27 |
130.00 |
8.27 |
6.3% |
0.82 |
0.6% |
11% |
False |
False |
209,902 |
120 |
138.27 |
130.00 |
8.27 |
6.3% |
0.69 |
0.5% |
11% |
False |
False |
174,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.81 |
2.618 |
133.57 |
1.618 |
132.81 |
1.000 |
132.34 |
0.618 |
132.05 |
HIGH |
131.58 |
0.618 |
131.29 |
0.500 |
131.20 |
0.382 |
131.11 |
LOW |
130.82 |
0.618 |
130.35 |
1.000 |
130.06 |
1.618 |
129.59 |
2.618 |
128.83 |
4.250 |
127.59 |
|
|
Fisher Pivots for day following 11-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
131.20 |
131.09 |
PP |
131.12 |
131.04 |
S1 |
131.03 |
131.00 |
|