Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 08-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
132.25 |
131.82 |
-0.43 |
-0.3% |
132.82 |
High |
132.39 |
133.45 |
1.06 |
0.8% |
133.06 |
Low |
131.33 |
131.82 |
0.49 |
0.4% |
131.12 |
Close |
131.80 |
133.20 |
1.40 |
1.1% |
132.01 |
Range |
1.06 |
1.63 |
0.57 |
53.8% |
1.94 |
ATR |
1.03 |
1.08 |
0.04 |
4.3% |
0.00 |
Volume |
553,602 |
718,431 |
164,829 |
29.8% |
3,392,715 |
|
Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.71 |
137.09 |
134.10 |
|
R3 |
136.08 |
135.46 |
133.65 |
|
R2 |
134.45 |
134.45 |
133.50 |
|
R1 |
133.83 |
133.83 |
133.35 |
134.14 |
PP |
132.82 |
132.82 |
132.82 |
132.98 |
S1 |
132.20 |
132.20 |
133.05 |
132.51 |
S2 |
131.19 |
131.19 |
132.90 |
|
S3 |
129.56 |
130.57 |
132.75 |
|
S4 |
127.93 |
128.94 |
132.30 |
|
|
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 |
133.45 |
131.12 |
2.33 |
1.7% |
1.09 |
0.8% |
89% |
True |
False |
702,801 |
10 |
133.92 |
131.12 |
2.80 |
2.1% |
1.10 |
0.8% |
74% |
False |
False |
707,147 |
20 |
134.88 |
130.99 |
3.89 |
2.9% |
1.05 |
0.8% |
57% |
False |
False |
668,842 |
40 |
135.00 |
130.60 |
4.40 |
3.3% |
1.07 |
0.8% |
59% |
False |
False |
722,129 |
60 |
135.98 |
130.60 |
5.38 |
4.0% |
1.02 |
0.8% |
48% |
False |
False |
572,681 |
80 |
136.50 |
130.60 |
5.90 |
4.4% |
0.96 |
0.7% |
44% |
False |
False |
429,585 |
100 |
138.27 |
130.60 |
7.67 |
5.8% |
0.98 |
0.7% |
34% |
False |
False |
343,670 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.86 |
0.6% |
39% |
False |
False |
286,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.38 |
2.618 |
137.72 |
1.618 |
136.09 |
1.000 |
135.08 |
0.618 |
134.46 |
HIGH |
133.45 |
0.618 |
132.83 |
0.500 |
132.64 |
0.382 |
132.44 |
LOW |
131.82 |
0.618 |
130.81 |
1.000 |
130.19 |
1.618 |
129.18 |
2.618 |
127.55 |
4.250 |
124.89 |
|
|
Fisher Pivots for day following 08-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
133.01 |
132.90 |
PP |
132.82 |
132.59 |
S1 |
132.64 |
132.29 |
|