Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 24-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
132.93 |
133.12 |
0.19 |
0.1% |
132.78 |
High |
133.44 |
134.01 |
0.57 |
0.4% |
134.88 |
Low |
132.80 |
132.97 |
0.17 |
0.1% |
132.60 |
Close |
133.33 |
133.72 |
0.39 |
0.3% |
133.33 |
Range |
0.64 |
1.04 |
0.40 |
62.5% |
2.28 |
ATR |
1.06 |
1.06 |
0.00 |
-0.1% |
0.00 |
Volume |
587,269 |
517,824 |
-69,445 |
-11.8% |
3,090,258 |
|
Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.69 |
136.24 |
134.29 |
|
R3 |
135.65 |
135.20 |
134.01 |
|
R2 |
134.61 |
134.61 |
133.91 |
|
R1 |
134.16 |
134.16 |
133.82 |
134.39 |
PP |
133.57 |
133.57 |
133.57 |
133.68 |
S1 |
133.12 |
133.12 |
133.62 |
133.35 |
S2 |
132.53 |
132.53 |
133.53 |
|
S3 |
131.49 |
132.08 |
133.43 |
|
S4 |
130.45 |
131.04 |
133.15 |
|
|
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 |
132.80 |
2.08 |
1.6% |
1.07 |
0.8% |
44% |
False |
False |
625,789 |
10 |
134.88 |
130.82 |
4.06 |
3.0% |
1.01 |
0.8% |
71% |
False |
False |
639,434 |
20 |
135.00 |
130.60 |
4.40 |
3.3% |
1.03 |
0.8% |
71% |
False |
False |
703,604 |
40 |
135.85 |
130.60 |
5.25 |
3.9% |
1.06 |
0.8% |
59% |
False |
False |
666,584 |
60 |
136.50 |
130.60 |
5.90 |
4.4% |
1.01 |
0.8% |
53% |
False |
False |
445,005 |
80 |
136.97 |
130.60 |
6.37 |
4.8% |
0.91 |
0.7% |
49% |
False |
False |
333,760 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.91 |
0.7% |
45% |
False |
False |
267,009 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.77 |
0.6% |
45% |
False |
False |
222,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.43 |
2.618 |
136.73 |
1.618 |
135.69 |
1.000 |
135.05 |
0.618 |
134.65 |
HIGH |
134.01 |
0.618 |
133.61 |
0.500 |
133.49 |
0.382 |
133.37 |
LOW |
132.97 |
0.618 |
132.33 |
1.000 |
131.93 |
1.618 |
131.29 |
2.618 |
130.25 |
4.250 |
128.55 |
|
|
Fisher Pivots for day following 24-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
133.64 |
133.62 |
PP |
133.57 |
133.51 |
S1 |
133.49 |
133.41 |
|