Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 03-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
132.34 |
132.53 |
0.19 |
0.1% |
133.12 |
High |
132.87 |
132.53 |
-0.34 |
-0.3% |
134.01 |
Low |
132.21 |
131.65 |
-0.56 |
-0.4% |
131.81 |
Close |
132.45 |
131.91 |
-0.54 |
-0.4% |
132.98 |
Range |
0.66 |
0.88 |
0.22 |
33.3% |
2.20 |
ATR |
1.02 |
1.01 |
-0.01 |
-1.0% |
0.00 |
Volume |
677,658 |
866,844 |
189,186 |
27.9% |
3,519,301 |
|
Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.67 |
134.17 |
132.39 |
|
R3 |
133.79 |
133.29 |
132.15 |
|
R2 |
132.91 |
132.91 |
132.07 |
|
R1 |
132.41 |
132.41 |
131.99 |
132.22 |
PP |
132.03 |
132.03 |
132.03 |
131.94 |
S1 |
131.53 |
131.53 |
131.83 |
131.34 |
S2 |
131.15 |
131.15 |
131.75 |
|
S3 |
130.27 |
130.65 |
131.67 |
|
S4 |
129.39 |
129.77 |
131.43 |
|
|
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 |
133.34 |
131.65 |
1.69 |
1.3% |
0.93 |
0.7% |
15% |
False |
True |
661,152 |
10 |
134.01 |
131.65 |
2.36 |
1.8% |
0.94 |
0.7% |
11% |
False |
True |
680,181 |
20 |
134.88 |
130.60 |
4.28 |
3.2% |
0.97 |
0.7% |
31% |
False |
False |
670,442 |
40 |
135.00 |
130.60 |
4.40 |
3.3% |
1.06 |
0.8% |
30% |
False |
False |
725,292 |
60 |
136.50 |
130.60 |
5.90 |
4.5% |
1.01 |
0.8% |
22% |
False |
False |
539,917 |
80 |
136.97 |
130.60 |
6.37 |
4.8% |
0.94 |
0.7% |
21% |
False |
False |
404,968 |
100 |
138.27 |
130.57 |
7.70 |
5.8% |
0.98 |
0.7% |
17% |
False |
False |
323,976 |
120 |
138.27 |
130.00 |
8.27 |
6.3% |
0.83 |
0.6% |
23% |
False |
False |
269,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.27 |
2.618 |
134.83 |
1.618 |
133.95 |
1.000 |
133.41 |
0.618 |
133.07 |
HIGH |
132.53 |
0.618 |
132.19 |
0.500 |
132.09 |
0.382 |
131.99 |
LOW |
131.65 |
0.618 |
131.11 |
1.000 |
130.77 |
1.618 |
130.23 |
2.618 |
129.35 |
4.250 |
127.91 |
|
|
Fisher Pivots for day following 03-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
132.09 |
132.36 |
PP |
132.03 |
132.21 |
S1 |
131.97 |
132.06 |
|