Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 18-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
132.78 |
133.08 |
0.30 |
0.2% |
131.02 |
High |
133.47 |
134.32 |
0.85 |
0.6% |
133.30 |
Low |
132.60 |
133.08 |
0.48 |
0.4% |
130.60 |
Close |
132.99 |
134.26 |
1.27 |
1.0% |
132.81 |
Range |
0.87 |
1.24 |
0.37 |
42.5% |
2.70 |
ATR |
1.06 |
1.08 |
0.02 |
1.8% |
0.00 |
Volume |
479,135 |
777,511 |
298,376 |
62.3% |
3,332,750 |
|
Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.61 |
137.17 |
134.94 |
|
R3 |
136.37 |
135.93 |
134.60 |
|
R2 |
135.13 |
135.13 |
134.49 |
|
R1 |
134.69 |
134.69 |
134.37 |
134.91 |
PP |
133.89 |
133.89 |
133.89 |
134.00 |
S1 |
133.45 |
133.45 |
134.15 |
133.67 |
S2 |
132.65 |
132.65 |
134.03 |
|
S3 |
131.41 |
132.21 |
133.92 |
|
S4 |
130.17 |
130.97 |
133.58 |
|
|
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 |
134.32 |
130.99 |
3.33 |
2.5% |
1.04 |
0.8% |
98% |
True |
False |
671,838 |
10 |
134.32 |
130.60 |
3.72 |
2.8% |
1.04 |
0.8% |
98% |
True |
False |
719,743 |
20 |
135.00 |
130.60 |
4.40 |
3.3% |
1.09 |
0.8% |
83% |
False |
False |
737,396 |
40 |
135.85 |
130.60 |
5.25 |
3.9% |
1.04 |
0.8% |
70% |
False |
False |
608,308 |
60 |
136.50 |
130.60 |
5.90 |
4.4% |
0.99 |
0.7% |
62% |
False |
False |
405,819 |
80 |
138.10 |
130.60 |
7.50 |
5.6% |
0.90 |
0.7% |
49% |
False |
False |
304,367 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.87 |
0.6% |
52% |
False |
False |
243,494 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.73 |
0.5% |
52% |
False |
False |
202,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.59 |
2.618 |
137.57 |
1.618 |
136.33 |
1.000 |
135.56 |
0.618 |
135.09 |
HIGH |
134.32 |
0.618 |
133.85 |
0.500 |
133.70 |
0.382 |
133.55 |
LOW |
133.08 |
0.618 |
132.31 |
1.000 |
131.84 |
1.618 |
131.07 |
2.618 |
129.83 |
4.250 |
127.81 |
|
|
Fisher Pivots for day following 18-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
134.07 |
133.99 |
PP |
133.89 |
133.73 |
S1 |
133.70 |
133.46 |
|