Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 21-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
133.85 |
132.93 |
-0.92 |
-0.7% |
132.78 |
High |
133.87 |
133.44 |
-0.43 |
-0.3% |
134.88 |
Low |
132.83 |
132.80 |
-0.03 |
0.0% |
132.60 |
Close |
133.01 |
133.33 |
0.32 |
0.2% |
133.33 |
Range |
1.04 |
0.64 |
-0.40 |
-38.5% |
2.28 |
ATR |
1.09 |
1.06 |
-0.03 |
-3.0% |
0.00 |
Volume |
468,832 |
587,269 |
118,437 |
25.3% |
3,090,258 |
|
Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.11 |
134.86 |
133.68 |
|
R3 |
134.47 |
134.22 |
133.51 |
|
R2 |
133.83 |
133.83 |
133.45 |
|
R1 |
133.58 |
133.58 |
133.39 |
133.71 |
PP |
133.19 |
133.19 |
133.19 |
133.25 |
S1 |
132.94 |
132.94 |
133.27 |
133.07 |
S2 |
132.55 |
132.55 |
133.21 |
|
S3 |
131.91 |
132.30 |
133.15 |
|
S4 |
131.27 |
131.66 |
132.98 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.44 |
139.17 |
134.58 |
|
R3 |
138.16 |
136.89 |
133.96 |
|
R2 |
135.88 |
135.88 |
133.75 |
|
R1 |
134.61 |
134.61 |
133.54 |
135.25 |
PP |
133.60 |
133.60 |
133.60 |
133.92 |
S1 |
132.33 |
132.33 |
133.12 |
132.97 |
S2 |
131.32 |
131.32 |
132.91 |
|
S3 |
129.04 |
130.05 |
132.70 |
|
S4 |
126.76 |
127.77 |
132.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.88 |
132.60 |
2.28 |
1.7% |
1.03 |
0.8% |
32% |
False |
False |
618,051 |
10 |
134.88 |
130.60 |
4.28 |
3.2% |
0.97 |
0.7% |
64% |
False |
False |
642,300 |
20 |
135.00 |
130.60 |
4.40 |
3.3% |
1.07 |
0.8% |
62% |
False |
False |
721,651 |
40 |
135.85 |
130.60 |
5.25 |
3.9% |
1.06 |
0.8% |
52% |
False |
False |
653,754 |
60 |
136.50 |
130.60 |
5.90 |
4.4% |
1.01 |
0.8% |
46% |
False |
False |
436,378 |
80 |
138.10 |
130.60 |
7.50 |
5.6% |
0.92 |
0.7% |
36% |
False |
False |
327,287 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.90 |
0.7% |
40% |
False |
False |
261,830 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.76 |
0.6% |
40% |
False |
False |
218,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.16 |
2.618 |
135.12 |
1.618 |
134.48 |
1.000 |
134.08 |
0.618 |
133.84 |
HIGH |
133.44 |
0.618 |
133.20 |
0.500 |
133.12 |
0.382 |
133.04 |
LOW |
132.80 |
0.618 |
132.40 |
1.000 |
132.16 |
1.618 |
131.76 |
2.618 |
131.12 |
4.250 |
130.08 |
|
|
Fisher Pivots for day following 21-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
133.26 |
133.84 |
PP |
133.19 |
133.67 |
S1 |
133.12 |
133.50 |
|