Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 17-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
130.65 |
130.87 |
0.22 |
0.2% |
132.25 |
High |
131.29 |
130.89 |
-0.40 |
-0.3% |
133.45 |
Low |
130.65 |
130.40 |
-0.25 |
-0.2% |
131.32 |
Close |
131.16 |
130.62 |
-0.54 |
-0.4% |
131.47 |
Range |
0.64 |
0.49 |
-0.15 |
-23.4% |
2.13 |
ATR |
1.00 |
0.98 |
-0.02 |
-1.7% |
0.00 |
Volume |
530,537 |
519,682 |
-10,855 |
-2.0% |
2,865,290 |
|
Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.11 |
131.85 |
130.89 |
|
R3 |
131.62 |
131.36 |
130.75 |
|
R2 |
131.13 |
131.13 |
130.71 |
|
R1 |
130.87 |
130.87 |
130.66 |
130.76 |
PP |
130.64 |
130.64 |
130.64 |
130.58 |
S1 |
130.38 |
130.38 |
130.58 |
130.27 |
S2 |
130.15 |
130.15 |
130.53 |
|
S3 |
129.66 |
129.89 |
130.49 |
|
S4 |
129.17 |
129.40 |
130.35 |
|
|
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 |
132.17 |
130.14 |
2.03 |
1.6% |
0.73 |
0.6% |
24% |
False |
False |
520,778 |
10 |
133.45 |
130.14 |
3.31 |
2.5% |
0.94 |
0.7% |
15% |
False |
False |
561,045 |
20 |
134.01 |
130.14 |
3.87 |
3.0% |
0.94 |
0.7% |
12% |
False |
False |
620,613 |
40 |
135.00 |
130.14 |
4.86 |
3.7% |
1.02 |
0.8% |
10% |
False |
False |
675,149 |
60 |
135.85 |
130.14 |
5.71 |
4.4% |
1.02 |
0.8% |
8% |
False |
False |
633,026 |
80 |
136.50 |
130.14 |
6.36 |
4.9% |
0.99 |
0.8% |
8% |
False |
False |
475,096 |
100 |
138.10 |
130.14 |
7.96 |
6.1% |
0.92 |
0.7% |
6% |
False |
False |
380,080 |
120 |
138.27 |
130.00 |
8.27 |
6.3% |
0.90 |
0.7% |
7% |
False |
False |
316,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.97 |
2.618 |
132.17 |
1.618 |
131.68 |
1.000 |
131.38 |
0.618 |
131.19 |
HIGH |
130.89 |
0.618 |
130.70 |
0.500 |
130.65 |
0.382 |
130.59 |
LOW |
130.40 |
0.618 |
130.10 |
1.000 |
129.91 |
1.618 |
129.61 |
2.618 |
129.12 |
4.250 |
128.32 |
|
|
Fisher Pivots for day following 17-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
130.65 |
130.72 |
PP |
130.64 |
130.68 |
S1 |
130.63 |
130.65 |
|