Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 04-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
132.53 |
131.82 |
-0.71 |
-0.5% |
132.82 |
High |
132.53 |
132.36 |
-0.17 |
-0.1% |
133.06 |
Low |
131.65 |
131.12 |
-0.53 |
-0.4% |
131.12 |
Close |
131.91 |
132.01 |
0.10 |
0.1% |
132.01 |
Range |
0.88 |
1.24 |
0.36 |
40.9% |
1.94 |
ATR |
1.01 |
1.03 |
0.02 |
1.6% |
0.00 |
Volume |
866,844 |
697,474 |
-169,370 |
-19.5% |
3,392,715 |
|
Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.55 |
135.02 |
132.69 |
|
R3 |
134.31 |
133.78 |
132.35 |
|
R2 |
133.07 |
133.07 |
132.24 |
|
R1 |
132.54 |
132.54 |
132.12 |
132.81 |
PP |
131.83 |
131.83 |
131.83 |
131.96 |
S1 |
131.30 |
131.30 |
131.90 |
131.57 |
S2 |
130.59 |
130.59 |
131.78 |
|
S3 |
129.35 |
130.06 |
131.67 |
|
S4 |
128.11 |
128.82 |
131.33 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.88 |
136.89 |
133.08 |
|
R3 |
135.94 |
134.95 |
132.54 |
|
R2 |
134.00 |
134.00 |
132.37 |
|
R1 |
133.01 |
133.01 |
132.19 |
132.54 |
PP |
132.06 |
132.06 |
132.06 |
131.83 |
S1 |
131.07 |
131.07 |
131.83 |
130.60 |
S2 |
130.12 |
130.12 |
131.65 |
|
S3 |
128.18 |
129.13 |
131.48 |
|
S4 |
126.24 |
127.19 |
130.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.06 |
131.12 |
1.94 |
1.5% |
0.87 |
0.7% |
46% |
False |
True |
678,543 |
10 |
134.01 |
131.12 |
2.89 |
2.2% |
1.00 |
0.8% |
31% |
False |
True |
691,201 |
20 |
134.88 |
130.60 |
4.28 |
3.2% |
0.99 |
0.7% |
33% |
False |
False |
666,751 |
40 |
135.00 |
130.60 |
4.40 |
3.3% |
1.05 |
0.8% |
32% |
False |
False |
721,265 |
60 |
136.50 |
130.60 |
5.90 |
4.5% |
1.02 |
0.8% |
24% |
False |
False |
551,535 |
80 |
136.50 |
130.60 |
5.90 |
4.5% |
0.96 |
0.7% |
24% |
False |
False |
413,686 |
100 |
138.27 |
130.60 |
7.67 |
5.8% |
0.99 |
0.8% |
18% |
False |
False |
330,951 |
120 |
138.27 |
130.00 |
8.27 |
6.3% |
0.84 |
0.6% |
24% |
False |
False |
275,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.63 |
2.618 |
135.61 |
1.618 |
134.37 |
1.000 |
133.60 |
0.618 |
133.13 |
HIGH |
132.36 |
0.618 |
131.89 |
0.500 |
131.74 |
0.382 |
131.59 |
LOW |
131.12 |
0.618 |
130.35 |
1.000 |
129.88 |
1.618 |
129.11 |
2.618 |
127.87 |
4.250 |
125.85 |
|
|
Fisher Pivots for day following 04-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
131.92 |
132.01 |
PP |
131.83 |
132.00 |
S1 |
131.74 |
132.00 |
|