Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 18-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
130.87 |
130.80 |
-0.07 |
-0.1% |
131.31 |
High |
130.89 |
131.73 |
0.84 |
0.6% |
131.73 |
Low |
130.40 |
130.76 |
0.36 |
0.3% |
130.14 |
Close |
130.62 |
131.41 |
0.79 |
0.6% |
131.41 |
Range |
0.49 |
0.97 |
0.48 |
98.0% |
1.59 |
ATR |
0.98 |
0.99 |
0.01 |
0.9% |
0.00 |
Volume |
519,682 |
585,623 |
65,941 |
12.7% |
2,633,312 |
|
Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.21 |
133.78 |
131.94 |
|
R3 |
133.24 |
132.81 |
131.68 |
|
R2 |
132.27 |
132.27 |
131.59 |
|
R1 |
131.84 |
131.84 |
131.50 |
132.06 |
PP |
131.30 |
131.30 |
131.30 |
131.41 |
S1 |
130.87 |
130.87 |
131.32 |
131.09 |
S2 |
130.33 |
130.33 |
131.23 |
|
S3 |
129.36 |
129.90 |
131.14 |
|
S4 |
128.39 |
128.93 |
130.88 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.86 |
135.23 |
132.28 |
|
R3 |
134.27 |
133.64 |
131.85 |
|
R2 |
132.68 |
132.68 |
131.70 |
|
R1 |
132.05 |
132.05 |
131.56 |
132.37 |
PP |
131.09 |
131.09 |
131.09 |
131.25 |
S1 |
130.46 |
130.46 |
131.26 |
130.78 |
S2 |
129.50 |
129.50 |
131.12 |
|
S3 |
127.91 |
128.87 |
130.97 |
|
S4 |
126.32 |
127.28 |
130.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131.73 |
130.14 |
1.59 |
1.2% |
0.75 |
0.6% |
80% |
True |
False |
526,662 |
10 |
133.45 |
130.14 |
3.31 |
2.5% |
0.91 |
0.7% |
38% |
False |
False |
549,860 |
20 |
134.01 |
130.14 |
3.87 |
2.9% |
0.96 |
0.7% |
33% |
False |
False |
620,530 |
40 |
135.00 |
130.14 |
4.86 |
3.7% |
1.01 |
0.8% |
26% |
False |
False |
671,091 |
60 |
135.85 |
130.14 |
5.71 |
4.3% |
1.03 |
0.8% |
22% |
False |
False |
642,680 |
80 |
136.50 |
130.14 |
6.36 |
4.8% |
1.00 |
0.8% |
20% |
False |
False |
482,416 |
100 |
138.10 |
130.14 |
7.96 |
6.1% |
0.92 |
0.7% |
16% |
False |
False |
385,936 |
120 |
138.27 |
130.00 |
8.27 |
6.3% |
0.91 |
0.7% |
17% |
False |
False |
321,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.85 |
2.618 |
134.27 |
1.618 |
133.30 |
1.000 |
132.70 |
0.618 |
132.33 |
HIGH |
131.73 |
0.618 |
131.36 |
0.500 |
131.25 |
0.382 |
131.13 |
LOW |
130.76 |
0.618 |
130.16 |
1.000 |
129.79 |
1.618 |
129.19 |
2.618 |
128.22 |
4.250 |
126.64 |
|
|
Fisher Pivots for day following 18-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
131.36 |
131.30 |
PP |
131.30 |
131.18 |
S1 |
131.25 |
131.07 |
|