Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 25-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
133.12 |
133.52 |
0.40 |
0.3% |
132.78 |
High |
134.01 |
133.77 |
-0.24 |
-0.2% |
134.88 |
Low |
132.97 |
133.14 |
0.17 |
0.1% |
132.60 |
Close |
133.72 |
133.49 |
-0.23 |
-0.2% |
133.33 |
Range |
1.04 |
0.63 |
-0.41 |
-39.4% |
2.28 |
ATR |
1.06 |
1.03 |
-0.03 |
-2.9% |
0.00 |
Volume |
517,824 |
594,748 |
76,924 |
14.9% |
3,090,258 |
|
Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.36 |
135.05 |
133.84 |
|
R3 |
134.73 |
134.42 |
133.66 |
|
R2 |
134.10 |
134.10 |
133.61 |
|
R1 |
133.79 |
133.79 |
133.55 |
133.63 |
PP |
133.47 |
133.47 |
133.47 |
133.39 |
S1 |
133.16 |
133.16 |
133.43 |
133.00 |
S2 |
132.84 |
132.84 |
133.37 |
|
S3 |
132.21 |
132.53 |
133.32 |
|
S4 |
131.58 |
131.90 |
133.14 |
|
|
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% |
0.95 |
0.7% |
33% |
False |
False |
589,236 |
10 |
134.88 |
130.99 |
3.89 |
2.9% |
1.00 |
0.7% |
64% |
False |
False |
630,537 |
20 |
135.00 |
130.60 |
4.40 |
3.3% |
1.01 |
0.8% |
66% |
False |
False |
689,403 |
40 |
135.85 |
130.60 |
5.25 |
3.9% |
1.05 |
0.8% |
55% |
False |
False |
681,103 |
60 |
136.50 |
130.60 |
5.90 |
4.4% |
1.00 |
0.8% |
49% |
False |
False |
454,917 |
80 |
136.97 |
130.60 |
6.37 |
4.8% |
0.92 |
0.7% |
45% |
False |
False |
341,194 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.92 |
0.7% |
42% |
False |
False |
272,956 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.77 |
0.6% |
42% |
False |
False |
227,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.45 |
2.618 |
135.42 |
1.618 |
134.79 |
1.000 |
134.40 |
0.618 |
134.16 |
HIGH |
133.77 |
0.618 |
133.53 |
0.500 |
133.46 |
0.382 |
133.38 |
LOW |
133.14 |
0.618 |
132.75 |
1.000 |
132.51 |
1.618 |
132.12 |
2.618 |
131.49 |
4.250 |
130.46 |
|
|
Fisher Pivots for day following 25-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
133.48 |
133.46 |
PP |
133.47 |
133.43 |
S1 |
133.46 |
133.41 |
|