Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 24-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
131.20 |
132.76 |
1.56 |
1.2% |
131.31 |
High |
132.82 |
133.36 |
0.54 |
0.4% |
131.73 |
Low |
131.20 |
132.34 |
1.14 |
0.9% |
130.14 |
Close |
132.56 |
132.49 |
-0.07 |
-0.1% |
131.41 |
Range |
1.62 |
1.02 |
-0.60 |
-37.0% |
1.59 |
ATR |
1.03 |
1.03 |
0.00 |
0.0% |
0.00 |
Volume |
916,079 |
600,764 |
-315,315 |
-34.4% |
2,633,312 |
|
Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.79 |
135.16 |
133.05 |
|
R3 |
134.77 |
134.14 |
132.77 |
|
R2 |
133.75 |
133.75 |
132.68 |
|
R1 |
133.12 |
133.12 |
132.58 |
132.93 |
PP |
132.73 |
132.73 |
132.73 |
132.63 |
S1 |
132.10 |
132.10 |
132.40 |
131.91 |
S2 |
131.71 |
131.71 |
132.30 |
|
S3 |
130.69 |
131.08 |
132.21 |
|
S4 |
129.67 |
130.06 |
131.93 |
|
|
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 |
133.36 |
130.46 |
2.90 |
2.2% |
1.07 |
0.8% |
70% |
True |
False |
611,274 |
10 |
133.36 |
130.14 |
3.22 |
2.4% |
0.90 |
0.7% |
73% |
True |
False |
566,026 |
20 |
133.45 |
130.14 |
3.31 |
2.5% |
0.97 |
0.7% |
71% |
False |
False |
598,629 |
40 |
134.88 |
130.14 |
4.74 |
3.6% |
1.01 |
0.8% |
50% |
False |
False |
653,142 |
60 |
135.85 |
130.14 |
5.71 |
4.3% |
1.03 |
0.8% |
41% |
False |
False |
682,399 |
80 |
136.50 |
130.14 |
6.36 |
4.8% |
1.00 |
0.8% |
37% |
False |
False |
513,285 |
100 |
136.97 |
130.14 |
6.83 |
5.2% |
0.95 |
0.7% |
34% |
False |
False |
410,643 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.95 |
0.7% |
30% |
False |
False |
342,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.70 |
2.618 |
136.03 |
1.618 |
135.01 |
1.000 |
134.38 |
0.618 |
133.99 |
HIGH |
133.36 |
0.618 |
132.97 |
0.500 |
132.85 |
0.382 |
132.73 |
LOW |
132.34 |
0.618 |
131.71 |
1.000 |
131.32 |
1.618 |
130.69 |
2.618 |
129.67 |
4.250 |
128.01 |
|
|
Fisher Pivots for day following 24-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
132.85 |
132.31 |
PP |
132.73 |
132.13 |
S1 |
132.61 |
131.95 |
|