Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 30-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
132.15 |
132.48 |
0.33 |
0.2% |
131.29 |
High |
132.75 |
132.56 |
-0.19 |
-0.1% |
133.36 |
Low |
131.91 |
131.78 |
-0.13 |
-0.1% |
130.46 |
Close |
132.51 |
132.33 |
-0.18 |
-0.1% |
132.10 |
Range |
0.84 |
0.78 |
-0.06 |
-7.1% |
2.90 |
ATR |
0.97 |
0.95 |
-0.01 |
-1.4% |
0.00 |
Volume |
710,935 |
883,077 |
172,142 |
24.2% |
3,011,038 |
|
Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.56 |
134.23 |
132.76 |
|
R3 |
133.78 |
133.45 |
132.54 |
|
R2 |
133.00 |
133.00 |
132.47 |
|
R1 |
132.67 |
132.67 |
132.40 |
132.45 |
PP |
132.22 |
132.22 |
132.22 |
132.11 |
S1 |
131.89 |
131.89 |
132.26 |
131.67 |
S2 |
131.44 |
131.44 |
132.19 |
|
S3 |
130.66 |
131.11 |
132.12 |
|
S4 |
129.88 |
130.33 |
131.90 |
|
|
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 |
131.70 |
1.66 |
1.3% |
0.80 |
0.6% |
38% |
False |
False |
613,070 |
10 |
133.36 |
130.40 |
2.96 |
2.2% |
0.88 |
0.7% |
65% |
False |
False |
604,063 |
20 |
133.45 |
130.14 |
3.31 |
2.5% |
0.93 |
0.7% |
66% |
False |
False |
599,912 |
40 |
134.88 |
130.14 |
4.74 |
3.6% |
0.97 |
0.7% |
46% |
False |
False |
641,156 |
60 |
135.00 |
130.14 |
4.86 |
3.7% |
1.02 |
0.8% |
45% |
False |
False |
680,726 |
80 |
136.50 |
130.14 |
6.36 |
4.8% |
0.98 |
0.7% |
34% |
False |
False |
544,082 |
100 |
136.97 |
130.14 |
6.83 |
5.2% |
0.95 |
0.7% |
32% |
False |
False |
435,288 |
120 |
138.27 |
130.14 |
8.13 |
6.1% |
0.97 |
0.7% |
27% |
False |
False |
362,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.88 |
2.618 |
134.60 |
1.618 |
133.82 |
1.000 |
133.34 |
0.618 |
133.04 |
HIGH |
132.56 |
0.618 |
132.26 |
0.500 |
132.17 |
0.382 |
132.08 |
LOW |
131.78 |
0.618 |
131.30 |
1.000 |
131.00 |
1.618 |
130.52 |
2.618 |
129.74 |
4.250 |
128.47 |
|
|
Fisher Pivots for day following 30-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
132.28 |
132.30 |
PP |
132.22 |
132.26 |
S1 |
132.17 |
132.23 |
|