Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 25-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
132.76 |
132.47 |
-0.29 |
-0.2% |
131.29 |
High |
133.36 |
132.57 |
-0.79 |
-0.6% |
133.36 |
Low |
132.34 |
131.86 |
-0.48 |
-0.4% |
130.46 |
Close |
132.49 |
132.10 |
-0.39 |
-0.3% |
132.10 |
Range |
1.02 |
0.71 |
-0.31 |
-30.4% |
2.90 |
ATR |
1.03 |
1.00 |
-0.02 |
-2.2% |
0.00 |
Volume |
600,764 |
540,291 |
-60,473 |
-10.1% |
3,011,038 |
|
Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.31 |
133.91 |
132.49 |
|
R3 |
133.60 |
133.20 |
132.30 |
|
R2 |
132.89 |
132.89 |
132.23 |
|
R1 |
132.49 |
132.49 |
132.17 |
132.34 |
PP |
132.18 |
132.18 |
132.18 |
132.10 |
S1 |
131.78 |
131.78 |
132.03 |
131.63 |
S2 |
131.47 |
131.47 |
131.97 |
|
S3 |
130.76 |
131.07 |
131.90 |
|
S4 |
130.05 |
130.36 |
131.71 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.67 |
139.29 |
133.70 |
|
R3 |
137.77 |
136.39 |
132.90 |
|
R2 |
134.87 |
134.87 |
132.63 |
|
R1 |
133.49 |
133.49 |
132.37 |
134.18 |
PP |
131.97 |
131.97 |
131.97 |
132.32 |
S1 |
130.59 |
130.59 |
131.83 |
131.28 |
S2 |
129.07 |
129.07 |
131.57 |
|
S3 |
126.17 |
127.69 |
131.30 |
|
S4 |
123.27 |
124.79 |
130.51 |
|
|
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% |
1.01 |
0.8% |
57% |
False |
False |
602,207 |
10 |
133.36 |
130.14 |
3.22 |
2.4% |
0.88 |
0.7% |
61% |
False |
False |
564,435 |
20 |
133.45 |
130.14 |
3.31 |
2.5% |
0.93 |
0.7% |
59% |
False |
False |
595,117 |
40 |
134.88 |
130.14 |
4.74 |
3.6% |
0.99 |
0.7% |
41% |
False |
False |
646,453 |
60 |
135.85 |
130.14 |
5.71 |
4.3% |
1.02 |
0.8% |
34% |
False |
False |
689,062 |
80 |
136.50 |
130.14 |
6.36 |
4.8% |
0.99 |
0.7% |
31% |
False |
False |
520,039 |
100 |
136.97 |
130.14 |
6.83 |
5.2% |
0.94 |
0.7% |
29% |
False |
False |
416,046 |
120 |
138.27 |
130.00 |
8.27 |
6.3% |
0.95 |
0.7% |
25% |
False |
False |
346,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.59 |
2.618 |
134.43 |
1.618 |
133.72 |
1.000 |
133.28 |
0.618 |
133.01 |
HIGH |
132.57 |
0.618 |
132.30 |
0.500 |
132.22 |
0.382 |
132.13 |
LOW |
131.86 |
0.618 |
131.42 |
1.000 |
131.15 |
1.618 |
130.71 |
2.618 |
130.00 |
4.250 |
128.84 |
|
|
Fisher Pivots for day following 25-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
132.22 |
132.28 |
PP |
132.18 |
132.22 |
S1 |
132.14 |
132.16 |
|