Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 10-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
133.26 |
132.75 |
-0.51 |
-0.4% |
132.82 |
High |
133.44 |
132.91 |
-0.53 |
-0.4% |
133.06 |
Low |
132.57 |
131.97 |
-0.60 |
-0.5% |
131.12 |
Close |
132.87 |
132.43 |
-0.44 |
-0.3% |
132.01 |
Range |
0.87 |
0.94 |
0.07 |
8.0% |
1.94 |
ATR |
1.06 |
1.05 |
-0.01 |
-0.8% |
0.00 |
Volume |
566,429 |
470,625 |
-95,804 |
-16.9% |
3,392,715 |
|
Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.26 |
134.78 |
132.95 |
|
R3 |
134.32 |
133.84 |
132.69 |
|
R2 |
133.38 |
133.38 |
132.60 |
|
R1 |
132.90 |
132.90 |
132.52 |
132.67 |
PP |
132.44 |
132.44 |
132.44 |
132.32 |
S1 |
131.96 |
131.96 |
132.34 |
131.73 |
S2 |
131.50 |
131.50 |
132.26 |
|
S3 |
130.56 |
131.02 |
132.17 |
|
S4 |
129.62 |
130.08 |
131.91 |
|
|
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% |
1.15 |
0.9% |
56% |
False |
False |
601,312 |
10 |
133.45 |
131.12 |
2.33 |
1.8% |
1.04 |
0.8% |
56% |
False |
False |
631,232 |
20 |
134.88 |
131.12 |
3.76 |
2.8% |
1.01 |
0.8% |
35% |
False |
False |
640,035 |
40 |
135.00 |
130.60 |
4.40 |
3.3% |
1.06 |
0.8% |
42% |
False |
False |
708,772 |
60 |
135.85 |
130.60 |
5.25 |
4.0% |
1.04 |
0.8% |
35% |
False |
False |
589,906 |
80 |
136.50 |
130.60 |
5.90 |
4.5% |
0.97 |
0.7% |
31% |
False |
False |
442,548 |
100 |
138.27 |
130.60 |
7.67 |
5.8% |
0.93 |
0.7% |
24% |
False |
False |
354,041 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.87 |
0.7% |
29% |
False |
False |
295,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.91 |
2.618 |
135.37 |
1.618 |
134.43 |
1.000 |
133.85 |
0.618 |
133.49 |
HIGH |
132.91 |
0.618 |
132.55 |
0.500 |
132.44 |
0.382 |
132.33 |
LOW |
131.97 |
0.618 |
131.39 |
1.000 |
131.03 |
1.618 |
130.45 |
2.618 |
129.51 |
4.250 |
127.98 |
|
|
Fisher Pivots for day following 10-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
132.44 |
132.64 |
PP |
132.44 |
132.57 |
S1 |
132.43 |
132.50 |
|