Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 31-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
132.48 |
132.07 |
-0.41 |
-0.3% |
131.29 |
High |
132.56 |
133.24 |
0.68 |
0.5% |
133.36 |
Low |
131.78 |
131.83 |
0.05 |
0.0% |
130.46 |
Close |
132.33 |
133.19 |
0.86 |
0.6% |
132.10 |
Range |
0.78 |
1.41 |
0.63 |
80.8% |
2.90 |
ATR |
0.95 |
0.99 |
0.03 |
3.4% |
0.00 |
Volume |
883,077 |
1,160,111 |
277,034 |
31.4% |
3,011,038 |
|
Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.98 |
136.50 |
133.97 |
|
R3 |
135.57 |
135.09 |
133.58 |
|
R2 |
134.16 |
134.16 |
133.45 |
|
R1 |
133.68 |
133.68 |
133.32 |
133.92 |
PP |
132.75 |
132.75 |
132.75 |
132.88 |
S1 |
132.27 |
132.27 |
133.06 |
132.51 |
S2 |
131.34 |
131.34 |
132.93 |
|
S3 |
129.93 |
130.86 |
132.80 |
|
S4 |
128.52 |
129.45 |
132.41 |
|
|
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 |
133.24 |
131.70 |
1.54 |
1.2% |
0.87 |
0.7% |
97% |
True |
False |
724,939 |
10 |
133.36 |
130.46 |
2.90 |
2.2% |
0.97 |
0.7% |
94% |
False |
False |
668,106 |
20 |
133.45 |
130.14 |
3.31 |
2.5% |
0.95 |
0.7% |
92% |
False |
False |
614,576 |
40 |
134.88 |
130.14 |
4.74 |
3.6% |
0.96 |
0.7% |
64% |
False |
False |
642,509 |
60 |
135.00 |
130.14 |
4.86 |
3.6% |
1.02 |
0.8% |
63% |
False |
False |
688,386 |
80 |
136.50 |
130.14 |
6.36 |
4.8% |
0.99 |
0.7% |
48% |
False |
False |
558,581 |
100 |
136.97 |
130.14 |
6.83 |
5.1% |
0.95 |
0.7% |
45% |
False |
False |
446,889 |
120 |
138.27 |
130.14 |
8.13 |
6.1% |
0.98 |
0.7% |
38% |
False |
False |
372,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.23 |
2.618 |
136.93 |
1.618 |
135.52 |
1.000 |
134.65 |
0.618 |
134.11 |
HIGH |
133.24 |
0.618 |
132.70 |
0.500 |
132.54 |
0.382 |
132.37 |
LOW |
131.83 |
0.618 |
130.96 |
1.000 |
130.42 |
1.618 |
129.55 |
2.618 |
128.14 |
4.250 |
125.84 |
|
|
Fisher Pivots for day following 31-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
132.97 |
132.96 |
PP |
132.75 |
132.74 |
S1 |
132.54 |
132.51 |
|