Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 09-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
131.82 |
133.26 |
1.44 |
1.1% |
132.82 |
High |
133.45 |
133.44 |
-0.01 |
0.0% |
133.06 |
Low |
131.82 |
132.57 |
0.75 |
0.6% |
131.12 |
Close |
133.20 |
132.87 |
-0.33 |
-0.2% |
132.01 |
Range |
1.63 |
0.87 |
-0.76 |
-46.6% |
1.94 |
ATR |
1.08 |
1.06 |
-0.01 |
-1.4% |
0.00 |
Volume |
718,431 |
566,429 |
-152,002 |
-21.2% |
3,392,715 |
|
Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.57 |
135.09 |
133.35 |
|
R3 |
134.70 |
134.22 |
133.11 |
|
R2 |
133.83 |
133.83 |
133.03 |
|
R1 |
133.35 |
133.35 |
132.95 |
133.16 |
PP |
132.96 |
132.96 |
132.96 |
132.86 |
S1 |
132.48 |
132.48 |
132.79 |
132.29 |
S2 |
132.09 |
132.09 |
132.71 |
|
S3 |
131.22 |
131.61 |
132.63 |
|
S4 |
130.35 |
130.74 |
132.39 |
|
|
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 |
1.8% |
1.14 |
0.9% |
75% |
False |
False |
680,556 |
10 |
133.92 |
131.12 |
2.80 |
2.1% |
1.10 |
0.8% |
63% |
False |
False |
673,915 |
20 |
134.88 |
131.12 |
3.76 |
2.8% |
1.04 |
0.8% |
47% |
False |
False |
659,457 |
40 |
135.00 |
130.60 |
4.40 |
3.3% |
1.07 |
0.8% |
52% |
False |
False |
719,350 |
60 |
135.85 |
130.60 |
5.25 |
4.0% |
1.03 |
0.8% |
43% |
False |
False |
582,118 |
80 |
136.50 |
130.60 |
5.90 |
4.4% |
0.97 |
0.7% |
38% |
False |
False |
436,665 |
100 |
138.27 |
130.60 |
7.67 |
5.8% |
0.96 |
0.7% |
30% |
False |
False |
349,335 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.86 |
0.6% |
35% |
False |
False |
291,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.14 |
2.618 |
135.72 |
1.618 |
134.85 |
1.000 |
134.31 |
0.618 |
133.98 |
HIGH |
133.44 |
0.618 |
133.11 |
0.500 |
133.01 |
0.382 |
132.90 |
LOW |
132.57 |
0.618 |
132.03 |
1.000 |
131.70 |
1.618 |
131.16 |
2.618 |
130.29 |
4.250 |
128.87 |
|
|
Fisher Pivots for day following 09-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
133.01 |
132.71 |
PP |
132.96 |
132.55 |
S1 |
132.92 |
132.39 |
|