Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 02-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
132.92 |
132.34 |
-0.58 |
-0.4% |
133.12 |
High |
133.06 |
132.87 |
-0.19 |
-0.1% |
134.01 |
Low |
132.10 |
132.21 |
0.11 |
0.1% |
131.81 |
Close |
132.22 |
132.45 |
0.23 |
0.2% |
132.98 |
Range |
0.96 |
0.66 |
-0.30 |
-31.3% |
2.20 |
ATR |
1.05 |
1.02 |
-0.03 |
-2.7% |
0.00 |
Volume |
540,220 |
677,658 |
137,438 |
25.4% |
3,519,301 |
|
Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.49 |
134.13 |
132.81 |
|
R3 |
133.83 |
133.47 |
132.63 |
|
R2 |
133.17 |
133.17 |
132.57 |
|
R1 |
132.81 |
132.81 |
132.51 |
132.99 |
PP |
132.51 |
132.51 |
132.51 |
132.60 |
S1 |
132.15 |
132.15 |
132.39 |
132.33 |
S2 |
131.85 |
131.85 |
132.33 |
|
S3 |
131.19 |
131.49 |
132.27 |
|
S4 |
130.53 |
130.83 |
132.09 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.53 |
138.46 |
134.19 |
|
R3 |
137.33 |
136.26 |
133.59 |
|
R2 |
135.13 |
135.13 |
133.38 |
|
R1 |
134.06 |
134.06 |
133.18 |
133.50 |
PP |
132.93 |
132.93 |
132.93 |
132.65 |
S1 |
131.86 |
131.86 |
132.78 |
131.30 |
S2 |
130.73 |
130.73 |
132.58 |
|
S3 |
128.53 |
129.66 |
132.38 |
|
S4 |
126.33 |
127.46 |
131.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.92 |
131.81 |
2.11 |
1.6% |
1.07 |
0.8% |
30% |
False |
False |
667,274 |
10 |
134.01 |
131.81 |
2.20 |
1.7% |
0.96 |
0.7% |
29% |
False |
False |
640,379 |
20 |
134.88 |
130.60 |
4.28 |
3.2% |
1.01 |
0.8% |
43% |
False |
False |
682,400 |
40 |
135.00 |
130.60 |
4.40 |
3.3% |
1.06 |
0.8% |
42% |
False |
False |
721,133 |
60 |
136.50 |
130.60 |
5.90 |
4.5% |
1.00 |
0.8% |
31% |
False |
False |
525,472 |
80 |
136.97 |
130.60 |
6.37 |
4.8% |
0.95 |
0.7% |
29% |
False |
False |
394,132 |
100 |
138.27 |
130.57 |
7.70 |
5.8% |
0.98 |
0.7% |
24% |
False |
False |
315,307 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.82 |
0.6% |
30% |
False |
False |
262,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.68 |
2.618 |
134.60 |
1.618 |
133.94 |
1.000 |
133.53 |
0.618 |
133.28 |
HIGH |
132.87 |
0.618 |
132.62 |
0.500 |
132.54 |
0.382 |
132.46 |
LOW |
132.21 |
0.618 |
131.80 |
1.000 |
131.55 |
1.618 |
131.14 |
2.618 |
130.48 |
4.250 |
129.41 |
|
|
Fisher Pivots for day following 02-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
132.54 |
132.58 |
PP |
132.51 |
132.54 |
S1 |
132.48 |
132.49 |
|