Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 17-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
133.16 |
132.78 |
-0.38 |
-0.3% |
131.02 |
High |
133.24 |
133.47 |
0.23 |
0.2% |
133.30 |
Low |
132.65 |
132.60 |
-0.05 |
0.0% |
130.60 |
Close |
132.81 |
132.99 |
0.18 |
0.1% |
132.81 |
Range |
0.59 |
0.87 |
0.28 |
47.5% |
2.70 |
ATR |
1.07 |
1.06 |
-0.01 |
-1.3% |
0.00 |
Volume |
489,339 |
479,135 |
-10,204 |
-2.1% |
3,332,750 |
|
Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.63 |
135.18 |
133.47 |
|
R3 |
134.76 |
134.31 |
133.23 |
|
R2 |
133.89 |
133.89 |
133.15 |
|
R1 |
133.44 |
133.44 |
133.07 |
133.67 |
PP |
133.02 |
133.02 |
133.02 |
133.13 |
S1 |
132.57 |
132.57 |
132.91 |
132.80 |
S2 |
132.15 |
132.15 |
132.83 |
|
S3 |
131.28 |
131.70 |
132.75 |
|
S4 |
130.41 |
130.83 |
132.51 |
|
|
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 |
133.47 |
130.82 |
2.65 |
2.0% |
0.95 |
0.7% |
82% |
True |
False |
653,079 |
10 |
134.14 |
130.60 |
3.54 |
2.7% |
1.02 |
0.8% |
68% |
False |
False |
705,080 |
20 |
135.00 |
130.60 |
4.40 |
3.3% |
1.08 |
0.8% |
54% |
False |
False |
736,258 |
40 |
135.85 |
130.60 |
5.25 |
3.9% |
1.05 |
0.8% |
46% |
False |
False |
588,897 |
60 |
136.50 |
130.60 |
5.90 |
4.4% |
0.97 |
0.7% |
41% |
False |
False |
392,860 |
80 |
138.27 |
130.60 |
7.67 |
5.8% |
0.90 |
0.7% |
31% |
False |
False |
294,648 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.86 |
0.6% |
36% |
False |
False |
235,719 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.72 |
0.5% |
36% |
False |
False |
196,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.17 |
2.618 |
135.75 |
1.618 |
134.88 |
1.000 |
134.34 |
0.618 |
134.01 |
HIGH |
133.47 |
0.618 |
133.14 |
0.500 |
133.04 |
0.382 |
132.93 |
LOW |
132.60 |
0.618 |
132.06 |
1.000 |
131.73 |
1.618 |
131.19 |
2.618 |
130.32 |
4.250 |
128.90 |
|
|
Fisher Pivots for day following 17-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
133.04 |
132.89 |
PP |
133.02 |
132.79 |
S1 |
133.01 |
132.70 |
|