Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 21-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
130.80 |
131.29 |
0.49 |
0.4% |
131.31 |
High |
131.73 |
131.41 |
-0.32 |
-0.2% |
131.73 |
Low |
130.76 |
130.46 |
-0.30 |
-0.2% |
130.14 |
Close |
131.41 |
130.52 |
-0.89 |
-0.7% |
131.41 |
Range |
0.97 |
0.95 |
-0.02 |
-2.1% |
1.59 |
ATR |
0.99 |
0.99 |
0.00 |
-0.3% |
0.00 |
Volume |
585,623 |
456,192 |
-129,431 |
-22.1% |
2,633,312 |
|
Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.65 |
133.03 |
131.04 |
|
R3 |
132.70 |
132.08 |
130.78 |
|
R2 |
131.75 |
131.75 |
130.69 |
|
R1 |
131.13 |
131.13 |
130.61 |
130.97 |
PP |
130.80 |
130.80 |
130.80 |
130.71 |
S1 |
130.18 |
130.18 |
130.43 |
130.02 |
S2 |
129.85 |
129.85 |
130.35 |
|
S3 |
128.90 |
129.23 |
130.26 |
|
S4 |
127.95 |
128.28 |
130.00 |
|
|
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% |
0.83 |
0.6% |
24% |
False |
False |
539,987 |
10 |
133.45 |
130.14 |
3.31 |
2.5% |
0.90 |
0.7% |
11% |
False |
False |
540,119 |
20 |
133.92 |
130.14 |
3.78 |
2.9% |
0.95 |
0.7% |
10% |
False |
False |
617,449 |
40 |
135.00 |
130.14 |
4.86 |
3.7% |
0.99 |
0.8% |
8% |
False |
False |
660,526 |
60 |
135.85 |
130.14 |
5.71 |
4.4% |
1.03 |
0.8% |
7% |
False |
False |
650,205 |
80 |
136.50 |
130.14 |
6.36 |
4.9% |
1.00 |
0.8% |
6% |
False |
False |
488,116 |
100 |
136.97 |
130.14 |
6.83 |
5.2% |
0.92 |
0.7% |
6% |
False |
False |
390,498 |
120 |
138.27 |
130.00 |
8.27 |
6.3% |
0.92 |
0.7% |
6% |
False |
False |
325,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.45 |
2.618 |
133.90 |
1.618 |
132.95 |
1.000 |
132.36 |
0.618 |
132.00 |
HIGH |
131.41 |
0.618 |
131.05 |
0.500 |
130.94 |
0.382 |
130.82 |
LOW |
130.46 |
0.618 |
129.87 |
1.000 |
129.51 |
1.618 |
128.92 |
2.618 |
127.97 |
4.250 |
126.42 |
|
|
Fisher Pivots for day following 21-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
130.94 |
131.07 |
PP |
130.80 |
130.88 |
S1 |
130.66 |
130.70 |
|