Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 14-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
132.00 |
131.31 |
-0.69 |
-0.5% |
132.25 |
High |
132.17 |
131.67 |
-0.50 |
-0.4% |
133.45 |
Low |
131.32 |
131.13 |
-0.19 |
-0.1% |
131.32 |
Close |
131.47 |
131.27 |
-0.20 |
-0.2% |
131.47 |
Range |
0.85 |
0.54 |
-0.31 |
-36.5% |
2.13 |
ATR |
1.06 |
1.02 |
-0.04 |
-3.5% |
0.00 |
Volume |
556,203 |
389,569 |
-166,634 |
-30.0% |
2,865,290 |
|
Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.98 |
132.66 |
131.57 |
|
R3 |
132.44 |
132.12 |
131.42 |
|
R2 |
131.90 |
131.90 |
131.37 |
|
R1 |
131.58 |
131.58 |
131.32 |
131.47 |
PP |
131.36 |
131.36 |
131.36 |
131.30 |
S1 |
131.04 |
131.04 |
131.22 |
130.93 |
S2 |
130.82 |
130.82 |
131.17 |
|
S3 |
130.28 |
130.50 |
131.12 |
|
S4 |
129.74 |
129.96 |
130.97 |
|
|
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 |
131.13 |
2.32 |
1.8% |
0.97 |
0.7% |
6% |
False |
True |
540,251 |
10 |
133.45 |
131.12 |
2.33 |
1.8% |
0.96 |
0.7% |
6% |
False |
False |
603,705 |
20 |
134.88 |
131.12 |
3.76 |
2.9% |
1.01 |
0.8% |
4% |
False |
False |
638,899 |
40 |
135.00 |
130.60 |
4.40 |
3.4% |
1.04 |
0.8% |
15% |
False |
False |
687,579 |
60 |
135.85 |
130.60 |
5.25 |
4.0% |
1.04 |
0.8% |
13% |
False |
False |
605,564 |
80 |
136.50 |
130.60 |
5.90 |
4.5% |
0.98 |
0.7% |
11% |
False |
False |
454,370 |
100 |
138.27 |
130.60 |
7.67 |
5.8% |
0.92 |
0.7% |
9% |
False |
False |
363,498 |
120 |
138.27 |
130.00 |
8.27 |
6.3% |
0.88 |
0.7% |
15% |
False |
False |
302,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.97 |
2.618 |
133.08 |
1.618 |
132.54 |
1.000 |
132.21 |
0.618 |
132.00 |
HIGH |
131.67 |
0.618 |
131.46 |
0.500 |
131.40 |
0.382 |
131.34 |
LOW |
131.13 |
0.618 |
130.80 |
1.000 |
130.59 |
1.618 |
130.26 |
2.618 |
129.72 |
4.250 |
128.84 |
|
|
Fisher Pivots for day following 14-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
131.40 |
132.02 |
PP |
131.36 |
131.77 |
S1 |
131.31 |
131.52 |
|