Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 28-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
132.47 |
132.01 |
-0.46 |
-0.3% |
131.29 |
High |
132.57 |
132.33 |
-0.24 |
-0.2% |
133.36 |
Low |
131.86 |
131.70 |
-0.16 |
-0.1% |
130.46 |
Close |
132.10 |
131.91 |
-0.19 |
-0.1% |
132.10 |
Range |
0.71 |
0.63 |
-0.08 |
-11.3% |
2.90 |
ATR |
1.00 |
0.98 |
-0.03 |
-2.7% |
0.00 |
Volume |
540,291 |
330,284 |
-210,007 |
-38.9% |
3,011,038 |
|
Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.87 |
133.52 |
132.26 |
|
R3 |
133.24 |
132.89 |
132.08 |
|
R2 |
132.61 |
132.61 |
132.03 |
|
R1 |
132.26 |
132.26 |
131.97 |
132.12 |
PP |
131.98 |
131.98 |
131.98 |
131.91 |
S1 |
131.63 |
131.63 |
131.85 |
131.49 |
S2 |
131.35 |
131.35 |
131.79 |
|
S3 |
130.72 |
131.00 |
131.74 |
|
S4 |
130.09 |
130.37 |
131.56 |
|
|
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 |
130.54 |
2.82 |
2.1% |
0.95 |
0.7% |
49% |
False |
False |
577,026 |
10 |
133.36 |
130.14 |
3.22 |
2.4% |
0.89 |
0.7% |
55% |
False |
False |
558,506 |
20 |
133.45 |
130.14 |
3.31 |
2.5% |
0.93 |
0.7% |
53% |
False |
False |
581,106 |
40 |
134.88 |
130.14 |
4.74 |
3.6% |
0.98 |
0.7% |
37% |
False |
False |
635,346 |
60 |
135.61 |
130.14 |
5.47 |
4.1% |
1.02 |
0.8% |
32% |
False |
False |
681,940 |
80 |
136.50 |
130.14 |
6.36 |
4.8% |
0.99 |
0.7% |
28% |
False |
False |
524,162 |
100 |
136.97 |
130.14 |
6.83 |
5.2% |
0.94 |
0.7% |
26% |
False |
False |
419,348 |
120 |
138.27 |
130.00 |
8.27 |
6.3% |
0.96 |
0.7% |
23% |
False |
False |
349,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.01 |
2.618 |
133.98 |
1.618 |
133.35 |
1.000 |
132.96 |
0.618 |
132.72 |
HIGH |
132.33 |
0.618 |
132.09 |
0.500 |
132.02 |
0.382 |
131.94 |
LOW |
131.70 |
0.618 |
131.31 |
1.000 |
131.07 |
1.618 |
130.68 |
2.618 |
130.05 |
4.250 |
129.02 |
|
|
Fisher Pivots for day following 28-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
132.02 |
132.53 |
PP |
131.98 |
132.32 |
S1 |
131.95 |
132.12 |
|