Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 13-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
131.15 |
132.05 |
0.90 |
0.7% |
133.62 |
High |
132.13 |
133.30 |
1.17 |
0.9% |
134.14 |
Low |
130.99 |
131.92 |
0.93 |
0.7% |
130.61 |
Close |
131.95 |
132.83 |
0.88 |
0.7% |
131.12 |
Range |
1.14 |
1.38 |
0.24 |
21.1% |
3.53 |
ATR |
1.09 |
1.11 |
0.02 |
1.9% |
0.00 |
Volume |
754,135 |
859,073 |
104,938 |
13.9% |
3,238,922 |
|
Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.82 |
136.21 |
133.59 |
|
R3 |
135.44 |
134.83 |
133.21 |
|
R2 |
134.06 |
134.06 |
133.08 |
|
R1 |
133.45 |
133.45 |
132.96 |
133.76 |
PP |
132.68 |
132.68 |
132.68 |
132.84 |
S1 |
132.07 |
132.07 |
132.70 |
132.38 |
S2 |
131.30 |
131.30 |
132.58 |
|
S3 |
129.92 |
130.69 |
132.45 |
|
S4 |
128.54 |
129.31 |
132.07 |
|
|
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 |
133.30 |
130.60 |
2.70 |
2.0% |
0.97 |
0.7% |
83% |
True |
False |
722,943 |
10 |
134.78 |
130.60 |
4.18 |
3.1% |
1.10 |
0.8% |
53% |
False |
False |
766,474 |
20 |
135.00 |
130.60 |
4.40 |
3.3% |
1.11 |
0.8% |
51% |
False |
False |
777,510 |
40 |
135.85 |
130.60 |
5.25 |
4.0% |
1.05 |
0.8% |
42% |
False |
False |
564,841 |
60 |
136.50 |
130.60 |
5.90 |
4.4% |
0.95 |
0.7% |
38% |
False |
False |
376,719 |
80 |
138.27 |
130.60 |
7.67 |
5.8% |
0.91 |
0.7% |
29% |
False |
False |
282,542 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.84 |
0.6% |
34% |
False |
False |
226,034 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.71 |
0.5% |
34% |
False |
False |
188,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.17 |
2.618 |
136.91 |
1.618 |
135.53 |
1.000 |
134.68 |
0.618 |
134.15 |
HIGH |
133.30 |
0.618 |
132.77 |
0.500 |
132.61 |
0.382 |
132.45 |
LOW |
131.92 |
0.618 |
131.07 |
1.000 |
130.54 |
1.618 |
129.69 |
2.618 |
128.31 |
4.250 |
126.06 |
|
|
Fisher Pivots for day following 13-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
132.76 |
132.57 |
PP |
132.68 |
132.32 |
S1 |
132.61 |
132.06 |
|