Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 23-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
130.55 |
131.20 |
0.65 |
0.5% |
131.31 |
High |
131.31 |
132.82 |
1.51 |
1.1% |
131.73 |
Low |
130.54 |
131.20 |
0.66 |
0.5% |
130.14 |
Close |
131.11 |
132.56 |
1.45 |
1.1% |
131.41 |
Range |
0.77 |
1.62 |
0.85 |
110.4% |
1.59 |
ATR |
0.97 |
1.03 |
0.05 |
5.4% |
0.00 |
Volume |
497,712 |
916,079 |
418,367 |
84.1% |
2,633,312 |
|
Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.05 |
136.43 |
133.45 |
|
R3 |
135.43 |
134.81 |
133.01 |
|
R2 |
133.81 |
133.81 |
132.86 |
|
R1 |
133.19 |
133.19 |
132.71 |
133.50 |
PP |
132.19 |
132.19 |
132.19 |
132.35 |
S1 |
131.57 |
131.57 |
132.41 |
131.88 |
S2 |
130.57 |
130.57 |
132.26 |
|
S3 |
128.95 |
129.95 |
132.11 |
|
S4 |
127.33 |
128.33 |
131.67 |
|
|
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 |
132.82 |
130.40 |
2.42 |
1.8% |
0.96 |
0.7% |
89% |
True |
False |
595,057 |
10 |
132.91 |
130.14 |
2.77 |
2.1% |
0.89 |
0.7% |
87% |
False |
False |
553,012 |
20 |
133.92 |
130.14 |
3.78 |
2.9% |
1.00 |
0.8% |
64% |
False |
False |
613,463 |
40 |
134.88 |
130.14 |
4.74 |
3.6% |
1.00 |
0.8% |
51% |
False |
False |
656,203 |
60 |
135.85 |
130.14 |
5.71 |
4.3% |
1.03 |
0.8% |
42% |
False |
False |
673,285 |
80 |
136.50 |
130.14 |
6.36 |
4.8% |
1.01 |
0.8% |
38% |
False |
False |
505,781 |
100 |
136.97 |
130.14 |
6.83 |
5.2% |
0.94 |
0.7% |
35% |
False |
False |
404,635 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.94 |
0.7% |
31% |
False |
False |
337,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.71 |
2.618 |
137.06 |
1.618 |
135.44 |
1.000 |
134.44 |
0.618 |
133.82 |
HIGH |
132.82 |
0.618 |
132.20 |
0.500 |
132.01 |
0.382 |
131.82 |
LOW |
131.20 |
0.618 |
130.20 |
1.000 |
129.58 |
1.618 |
128.58 |
2.618 |
126.96 |
4.250 |
124.32 |
|
|
Fisher Pivots for day following 23-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
132.38 |
132.25 |
PP |
132.19 |
131.95 |
S1 |
132.01 |
131.64 |
|