Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 29-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2023 |
29-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
132.01 |
132.15 |
0.14 |
0.1% |
131.29 |
High |
132.33 |
132.75 |
0.42 |
0.3% |
133.36 |
Low |
131.70 |
131.91 |
0.21 |
0.2% |
130.46 |
Close |
131.91 |
132.51 |
0.60 |
0.5% |
132.10 |
Range |
0.63 |
0.84 |
0.21 |
33.3% |
2.90 |
ATR |
0.98 |
0.97 |
-0.01 |
-1.0% |
0.00 |
Volume |
330,284 |
710,935 |
380,651 |
115.2% |
3,011,038 |
|
Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.91 |
134.55 |
132.97 |
|
R3 |
134.07 |
133.71 |
132.74 |
|
R2 |
133.23 |
133.23 |
132.66 |
|
R1 |
132.87 |
132.87 |
132.59 |
133.05 |
PP |
132.39 |
132.39 |
132.39 |
132.48 |
S1 |
132.03 |
132.03 |
132.43 |
132.21 |
S2 |
131.55 |
131.55 |
132.36 |
|
S3 |
130.71 |
131.19 |
132.28 |
|
S4 |
129.87 |
130.35 |
132.05 |
|
|
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 |
131.20 |
2.16 |
1.6% |
0.96 |
0.7% |
61% |
False |
False |
619,670 |
10 |
133.36 |
130.40 |
2.96 |
2.2% |
0.86 |
0.7% |
71% |
False |
False |
568,809 |
20 |
133.45 |
130.14 |
3.31 |
2.5% |
0.92 |
0.7% |
72% |
False |
False |
589,641 |
40 |
134.88 |
130.14 |
4.74 |
3.6% |
0.98 |
0.7% |
50% |
False |
False |
637,348 |
60 |
135.00 |
130.14 |
4.86 |
3.7% |
1.02 |
0.8% |
49% |
False |
False |
681,161 |
80 |
136.50 |
130.14 |
6.36 |
4.8% |
0.98 |
0.7% |
37% |
False |
False |
533,046 |
100 |
136.97 |
130.14 |
6.83 |
5.2% |
0.95 |
0.7% |
35% |
False |
False |
426,458 |
120 |
138.27 |
130.14 |
8.13 |
6.1% |
0.96 |
0.7% |
29% |
False |
False |
355,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.32 |
2.618 |
134.95 |
1.618 |
134.11 |
1.000 |
133.59 |
0.618 |
133.27 |
HIGH |
132.75 |
0.618 |
132.43 |
0.500 |
132.33 |
0.382 |
132.23 |
LOW |
131.91 |
0.618 |
131.39 |
1.000 |
131.07 |
1.618 |
130.55 |
2.618 |
129.71 |
4.250 |
128.34 |
|
|
Fisher Pivots for day following 29-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
132.45 |
132.42 |
PP |
132.39 |
132.32 |
S1 |
132.33 |
132.23 |
|