Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 26-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
133.52 |
133.54 |
0.02 |
0.0% |
132.78 |
High |
133.77 |
133.67 |
-0.10 |
-0.1% |
134.88 |
Low |
133.14 |
132.81 |
-0.33 |
-0.2% |
132.60 |
Close |
133.49 |
133.02 |
-0.47 |
-0.4% |
133.33 |
Range |
0.63 |
0.86 |
0.23 |
36.5% |
2.28 |
ATR |
1.03 |
1.02 |
-0.01 |
-1.2% |
0.00 |
Volume |
594,748 |
898,756 |
304,008 |
51.1% |
3,090,258 |
|
Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.75 |
135.24 |
133.49 |
|
R3 |
134.89 |
134.38 |
133.26 |
|
R2 |
134.03 |
134.03 |
133.18 |
|
R1 |
133.52 |
133.52 |
133.10 |
133.35 |
PP |
133.17 |
133.17 |
133.17 |
133.08 |
S1 |
132.66 |
132.66 |
132.94 |
132.49 |
S2 |
132.31 |
132.31 |
132.86 |
|
S3 |
131.45 |
131.80 |
132.78 |
|
S4 |
130.59 |
130.94 |
132.55 |
|
|
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 |
134.01 |
132.80 |
1.21 |
0.9% |
0.84 |
0.6% |
18% |
False |
False |
613,485 |
10 |
134.88 |
131.92 |
2.96 |
2.2% |
0.97 |
0.7% |
37% |
False |
False |
644,999 |
20 |
134.88 |
130.60 |
4.28 |
3.2% |
1.01 |
0.8% |
57% |
False |
False |
698,943 |
40 |
135.85 |
130.60 |
5.25 |
3.9% |
1.05 |
0.8% |
46% |
False |
False |
703,196 |
60 |
136.50 |
130.60 |
5.90 |
4.4% |
1.01 |
0.8% |
41% |
False |
False |
469,887 |
80 |
136.97 |
130.60 |
6.37 |
4.8% |
0.93 |
0.7% |
38% |
False |
False |
352,428 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.93 |
0.7% |
37% |
False |
False |
281,944 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.78 |
0.6% |
37% |
False |
False |
234,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.33 |
2.618 |
135.92 |
1.618 |
135.06 |
1.000 |
134.53 |
0.618 |
134.20 |
HIGH |
133.67 |
0.618 |
133.34 |
0.500 |
133.24 |
0.382 |
133.14 |
LOW |
132.81 |
0.618 |
132.28 |
1.000 |
131.95 |
1.618 |
131.42 |
2.618 |
130.56 |
4.250 |
129.16 |
|
|
Fisher Pivots for day following 26-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
133.24 |
133.41 |
PP |
133.17 |
133.28 |
S1 |
133.09 |
133.15 |
|