Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 14-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
132.05 |
133.16 |
1.11 |
0.8% |
131.02 |
High |
133.30 |
133.24 |
-0.06 |
0.0% |
133.30 |
Low |
131.92 |
132.65 |
0.73 |
0.6% |
130.60 |
Close |
132.83 |
132.81 |
-0.02 |
0.0% |
132.81 |
Range |
1.38 |
0.59 |
-0.79 |
-57.2% |
2.70 |
ATR |
1.11 |
1.07 |
-0.04 |
-3.3% |
0.00 |
Volume |
859,073 |
489,339 |
-369,734 |
-43.0% |
3,332,750 |
|
Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.67 |
134.33 |
133.13 |
|
R3 |
134.08 |
133.74 |
132.97 |
|
R2 |
133.49 |
133.49 |
132.92 |
|
R1 |
133.15 |
133.15 |
132.86 |
133.03 |
PP |
132.90 |
132.90 |
132.90 |
132.84 |
S1 |
132.56 |
132.56 |
132.76 |
132.44 |
S2 |
132.31 |
132.31 |
132.70 |
|
S3 |
131.72 |
131.97 |
132.65 |
|
S4 |
131.13 |
131.38 |
132.49 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.34 |
139.27 |
134.30 |
|
R3 |
137.64 |
136.57 |
133.55 |
|
R2 |
134.94 |
134.94 |
133.31 |
|
R1 |
133.87 |
133.87 |
133.06 |
134.41 |
PP |
132.24 |
132.24 |
132.24 |
132.50 |
S1 |
131.17 |
131.17 |
132.56 |
131.71 |
S2 |
129.54 |
129.54 |
132.32 |
|
S3 |
126.84 |
128.47 |
132.07 |
|
S4 |
124.14 |
125.77 |
131.33 |
|
|
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% |
0.90 |
0.7% |
82% |
False |
False |
666,550 |
10 |
134.14 |
130.60 |
3.54 |
2.7% |
1.01 |
0.8% |
62% |
False |
False |
734,623 |
20 |
135.00 |
130.60 |
4.40 |
3.3% |
1.10 |
0.8% |
50% |
False |
False |
765,818 |
40 |
135.85 |
130.60 |
5.25 |
4.0% |
1.04 |
0.8% |
42% |
False |
False |
577,039 |
60 |
136.50 |
130.60 |
5.90 |
4.4% |
0.96 |
0.7% |
37% |
False |
False |
384,875 |
80 |
138.27 |
130.60 |
7.67 |
5.8% |
0.92 |
0.7% |
29% |
False |
False |
288,659 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.85 |
0.6% |
34% |
False |
False |
230,928 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.72 |
0.5% |
34% |
False |
False |
192,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.75 |
2.618 |
134.78 |
1.618 |
134.19 |
1.000 |
133.83 |
0.618 |
133.60 |
HIGH |
133.24 |
0.618 |
133.01 |
0.500 |
132.95 |
0.382 |
132.88 |
LOW |
132.65 |
0.618 |
132.29 |
1.000 |
132.06 |
1.618 |
131.70 |
2.618 |
131.11 |
4.250 |
130.14 |
|
|
Fisher Pivots for day following 14-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
132.95 |
132.59 |
PP |
132.90 |
132.37 |
S1 |
132.86 |
132.15 |
|