Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 11-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
132.75 |
132.00 |
-0.75 |
-0.6% |
132.25 |
High |
132.91 |
132.17 |
-0.74 |
-0.6% |
133.45 |
Low |
131.97 |
131.32 |
-0.65 |
-0.5% |
131.32 |
Close |
132.43 |
131.47 |
-0.96 |
-0.7% |
131.47 |
Range |
0.94 |
0.85 |
-0.09 |
-9.6% |
2.13 |
ATR |
1.05 |
1.06 |
0.00 |
0.4% |
0.00 |
Volume |
470,625 |
556,203 |
85,578 |
18.2% |
2,865,290 |
|
Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.20 |
133.69 |
131.94 |
|
R3 |
133.35 |
132.84 |
131.70 |
|
R2 |
132.50 |
132.50 |
131.63 |
|
R1 |
131.99 |
131.99 |
131.55 |
131.82 |
PP |
131.65 |
131.65 |
131.65 |
131.57 |
S1 |
131.14 |
131.14 |
131.39 |
130.97 |
S2 |
130.80 |
130.80 |
131.31 |
|
S3 |
129.95 |
130.29 |
131.24 |
|
S4 |
129.10 |
129.44 |
131.00 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.47 |
137.10 |
132.64 |
|
R3 |
136.34 |
134.97 |
132.06 |
|
R2 |
134.21 |
134.21 |
131.86 |
|
R1 |
132.84 |
132.84 |
131.67 |
132.46 |
PP |
132.08 |
132.08 |
132.08 |
131.89 |
S1 |
130.71 |
130.71 |
131.27 |
130.33 |
S2 |
129.95 |
129.95 |
131.08 |
|
S3 |
127.82 |
128.58 |
130.88 |
|
S4 |
125.69 |
126.45 |
130.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.45 |
131.32 |
2.13 |
1.6% |
1.07 |
0.8% |
7% |
False |
True |
573,058 |
10 |
133.45 |
131.12 |
2.33 |
1.8% |
0.97 |
0.7% |
15% |
False |
False |
625,800 |
20 |
134.88 |
131.12 |
3.76 |
2.9% |
1.03 |
0.8% |
9% |
False |
False |
643,378 |
40 |
135.00 |
130.60 |
4.40 |
3.3% |
1.06 |
0.8% |
20% |
False |
False |
704,598 |
60 |
135.85 |
130.60 |
5.25 |
4.0% |
1.03 |
0.8% |
17% |
False |
False |
599,152 |
80 |
136.50 |
130.60 |
5.90 |
4.5% |
0.98 |
0.7% |
15% |
False |
False |
449,500 |
100 |
138.27 |
130.60 |
7.67 |
5.8% |
0.94 |
0.7% |
11% |
False |
False |
359,603 |
120 |
138.27 |
130.00 |
8.27 |
6.3% |
0.88 |
0.7% |
18% |
False |
False |
299,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.78 |
2.618 |
134.40 |
1.618 |
133.55 |
1.000 |
133.02 |
0.618 |
132.70 |
HIGH |
132.17 |
0.618 |
131.85 |
0.500 |
131.75 |
0.382 |
131.64 |
LOW |
131.32 |
0.618 |
130.79 |
1.000 |
130.47 |
1.618 |
129.94 |
2.618 |
129.09 |
4.250 |
127.71 |
|
|
Fisher Pivots for day following 11-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
131.75 |
132.38 |
PP |
131.65 |
132.08 |
S1 |
131.56 |
131.77 |
|