Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 12-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
131.17 |
131.15 |
-0.02 |
0.0% |
133.62 |
High |
131.58 |
132.13 |
0.55 |
0.4% |
134.14 |
Low |
130.82 |
130.99 |
0.17 |
0.1% |
130.61 |
Close |
130.95 |
131.95 |
1.00 |
0.8% |
131.12 |
Range |
0.76 |
1.14 |
0.38 |
50.0% |
3.53 |
ATR |
1.08 |
1.09 |
0.01 |
0.7% |
0.00 |
Volume |
683,717 |
754,135 |
70,418 |
10.3% |
3,238,922 |
|
Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.11 |
134.67 |
132.58 |
|
R3 |
133.97 |
133.53 |
132.26 |
|
R2 |
132.83 |
132.83 |
132.16 |
|
R1 |
132.39 |
132.39 |
132.05 |
132.61 |
PP |
131.69 |
131.69 |
131.69 |
131.80 |
S1 |
131.25 |
131.25 |
131.85 |
131.47 |
S2 |
130.55 |
130.55 |
131.74 |
|
S3 |
129.41 |
130.11 |
131.64 |
|
S4 |
128.27 |
128.97 |
131.32 |
|
|
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 |
132.65 |
130.60 |
2.05 |
1.6% |
1.03 |
0.8% |
66% |
False |
False |
772,327 |
10 |
134.85 |
130.60 |
4.25 |
3.2% |
1.06 |
0.8% |
32% |
False |
False |
752,886 |
20 |
135.00 |
130.60 |
4.40 |
3.3% |
1.11 |
0.8% |
31% |
False |
False |
779,242 |
40 |
135.85 |
130.60 |
5.25 |
4.0% |
1.02 |
0.8% |
26% |
False |
False |
543,449 |
60 |
136.50 |
130.60 |
5.90 |
4.5% |
0.94 |
0.7% |
23% |
False |
False |
362,401 |
80 |
138.27 |
130.60 |
7.67 |
5.8% |
0.95 |
0.7% |
18% |
False |
False |
271,804 |
100 |
138.27 |
130.00 |
8.27 |
6.3% |
0.83 |
0.6% |
24% |
False |
False |
217,444 |
120 |
138.27 |
130.00 |
8.27 |
6.3% |
0.70 |
0.5% |
24% |
False |
False |
181,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.98 |
2.618 |
135.11 |
1.618 |
133.97 |
1.000 |
133.27 |
0.618 |
132.83 |
HIGH |
132.13 |
0.618 |
131.69 |
0.500 |
131.56 |
0.382 |
131.43 |
LOW |
130.99 |
0.618 |
130.29 |
1.000 |
129.85 |
1.618 |
129.15 |
2.618 |
128.01 |
4.250 |
126.15 |
|
|
Fisher Pivots for day following 12-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
131.82 |
131.76 |
PP |
131.69 |
131.56 |
S1 |
131.56 |
131.37 |
|