Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 19-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
133.08 |
134.03 |
0.95 |
0.7% |
131.02 |
High |
134.32 |
134.88 |
0.56 |
0.4% |
133.30 |
Low |
133.08 |
133.50 |
0.42 |
0.3% |
130.60 |
Close |
134.26 |
133.70 |
-0.56 |
-0.4% |
132.81 |
Range |
1.24 |
1.38 |
0.14 |
11.3% |
2.70 |
ATR |
1.08 |
1.10 |
0.02 |
2.0% |
0.00 |
Volume |
777,511 |
777,511 |
0 |
0.0% |
3,332,750 |
|
Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.17 |
137.31 |
134.46 |
|
R3 |
136.79 |
135.93 |
134.08 |
|
R2 |
135.41 |
135.41 |
133.95 |
|
R1 |
134.55 |
134.55 |
133.83 |
134.29 |
PP |
134.03 |
134.03 |
134.03 |
133.90 |
S1 |
133.17 |
133.17 |
133.57 |
132.91 |
S2 |
132.65 |
132.65 |
133.45 |
|
S3 |
131.27 |
131.79 |
133.32 |
|
S4 |
129.89 |
130.41 |
132.94 |
|
|
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 |
134.88 |
131.92 |
2.96 |
2.2% |
1.09 |
0.8% |
60% |
True |
False |
676,513 |
10 |
134.88 |
130.60 |
4.28 |
3.2% |
1.06 |
0.8% |
72% |
True |
False |
724,420 |
20 |
135.00 |
130.60 |
4.40 |
3.3% |
1.09 |
0.8% |
70% |
False |
False |
740,795 |
40 |
135.85 |
130.60 |
5.25 |
3.9% |
1.05 |
0.8% |
59% |
False |
False |
627,619 |
60 |
136.50 |
130.60 |
5.90 |
4.4% |
1.00 |
0.7% |
53% |
False |
False |
418,777 |
80 |
138.10 |
130.60 |
7.50 |
5.6% |
0.91 |
0.7% |
41% |
False |
False |
314,086 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.88 |
0.7% |
45% |
False |
False |
251,269 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.75 |
0.6% |
45% |
False |
False |
209,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.75 |
2.618 |
138.49 |
1.618 |
137.11 |
1.000 |
136.26 |
0.618 |
135.73 |
HIGH |
134.88 |
0.618 |
134.35 |
0.500 |
134.19 |
0.382 |
134.03 |
LOW |
133.50 |
0.618 |
132.65 |
1.000 |
132.12 |
1.618 |
131.27 |
2.618 |
129.89 |
4.250 |
127.64 |
|
|
Fisher Pivots for day following 19-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
134.19 |
133.74 |
PP |
134.03 |
133.73 |
S1 |
133.86 |
133.71 |
|