Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 07-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
131.82 |
132.25 |
0.43 |
0.3% |
132.82 |
High |
132.36 |
132.39 |
0.03 |
0.0% |
133.06 |
Low |
131.12 |
131.33 |
0.21 |
0.2% |
131.12 |
Close |
132.01 |
131.80 |
-0.21 |
-0.2% |
132.01 |
Range |
1.24 |
1.06 |
-0.18 |
-14.5% |
1.94 |
ATR |
1.03 |
1.03 |
0.00 |
0.2% |
0.00 |
Volume |
697,474 |
553,602 |
-143,872 |
-20.6% |
3,392,715 |
|
Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.02 |
134.47 |
132.38 |
|
R3 |
133.96 |
133.41 |
132.09 |
|
R2 |
132.90 |
132.90 |
131.99 |
|
R1 |
132.35 |
132.35 |
131.90 |
132.10 |
PP |
131.84 |
131.84 |
131.84 |
131.71 |
S1 |
131.29 |
131.29 |
131.70 |
131.04 |
S2 |
130.78 |
130.78 |
131.61 |
|
S3 |
129.72 |
130.23 |
131.51 |
|
S4 |
128.66 |
129.17 |
131.22 |
|
|
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% |
0.96 |
0.7% |
35% |
False |
False |
667,159 |
10 |
133.92 |
131.12 |
2.80 |
2.1% |
1.00 |
0.8% |
24% |
False |
False |
694,779 |
20 |
134.88 |
130.82 |
4.06 |
3.1% |
1.01 |
0.8% |
24% |
False |
False |
667,107 |
40 |
135.00 |
130.60 |
4.40 |
3.3% |
1.05 |
0.8% |
27% |
False |
False |
718,837 |
60 |
136.50 |
130.60 |
5.90 |
4.5% |
1.02 |
0.8% |
20% |
False |
False |
560,730 |
80 |
136.50 |
130.60 |
5.90 |
4.5% |
0.96 |
0.7% |
20% |
False |
False |
420,605 |
100 |
138.27 |
130.60 |
7.67 |
5.8% |
0.99 |
0.8% |
16% |
False |
False |
336,486 |
120 |
138.27 |
130.00 |
8.27 |
6.3% |
0.84 |
0.6% |
22% |
False |
False |
280,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.90 |
2.618 |
135.17 |
1.618 |
134.11 |
1.000 |
133.45 |
0.618 |
133.05 |
HIGH |
132.39 |
0.618 |
131.99 |
0.500 |
131.86 |
0.382 |
131.73 |
LOW |
131.33 |
0.618 |
130.67 |
1.000 |
130.27 |
1.618 |
129.61 |
2.618 |
128.55 |
4.250 |
126.83 |
|
|
Fisher Pivots for day following 07-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
131.86 |
131.83 |
PP |
131.84 |
131.82 |
S1 |
131.82 |
131.81 |
|