Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 01-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
132.07 |
133.07 |
1.00 |
0.8% |
132.01 |
High |
133.24 |
133.34 |
0.10 |
0.1% |
133.34 |
Low |
131.83 |
132.18 |
0.35 |
0.3% |
131.70 |
Close |
133.19 |
132.38 |
-0.81 |
-0.6% |
132.38 |
Range |
1.41 |
1.16 |
-0.25 |
-17.7% |
1.64 |
ATR |
0.99 |
1.00 |
0.01 |
1.3% |
0.00 |
Volume |
1,160,111 |
1,145,675 |
-14,436 |
-1.2% |
4,230,082 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.11 |
135.41 |
133.02 |
|
R3 |
134.95 |
134.25 |
132.70 |
|
R2 |
133.79 |
133.79 |
132.59 |
|
R1 |
133.09 |
133.09 |
132.49 |
132.86 |
PP |
132.63 |
132.63 |
132.63 |
132.52 |
S1 |
131.93 |
131.93 |
132.27 |
131.70 |
S2 |
131.47 |
131.47 |
132.17 |
|
S3 |
130.31 |
130.77 |
132.06 |
|
S4 |
129.15 |
129.61 |
131.74 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.39 |
136.53 |
133.28 |
|
R3 |
135.75 |
134.89 |
132.83 |
|
R2 |
134.11 |
134.11 |
132.68 |
|
R1 |
133.25 |
133.25 |
132.53 |
133.68 |
PP |
132.47 |
132.47 |
132.47 |
132.69 |
S1 |
131.61 |
131.61 |
132.23 |
132.04 |
S2 |
130.83 |
130.83 |
132.08 |
|
S3 |
129.19 |
129.97 |
131.93 |
|
S4 |
127.55 |
128.33 |
131.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.34 |
131.70 |
1.64 |
1.2% |
0.96 |
0.7% |
41% |
True |
False |
846,016 |
10 |
133.36 |
130.46 |
2.90 |
2.2% |
0.99 |
0.7% |
66% |
False |
False |
724,112 |
20 |
133.45 |
130.14 |
3.31 |
2.5% |
0.95 |
0.7% |
68% |
False |
False |
636,986 |
40 |
134.88 |
130.14 |
4.74 |
3.6% |
0.97 |
0.7% |
47% |
False |
False |
651,868 |
60 |
135.00 |
130.14 |
4.86 |
3.7% |
1.02 |
0.8% |
46% |
False |
False |
693,172 |
80 |
136.50 |
130.14 |
6.36 |
4.8% |
1.00 |
0.8% |
35% |
False |
False |
572,897 |
100 |
136.50 |
130.14 |
6.36 |
4.8% |
0.95 |
0.7% |
35% |
False |
False |
458,346 |
120 |
138.27 |
130.14 |
8.13 |
6.1% |
0.98 |
0.7% |
28% |
False |
False |
381,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.27 |
2.618 |
136.38 |
1.618 |
135.22 |
1.000 |
134.50 |
0.618 |
134.06 |
HIGH |
133.34 |
0.618 |
132.90 |
0.500 |
132.76 |
0.382 |
132.62 |
LOW |
132.18 |
0.618 |
131.46 |
1.000 |
131.02 |
1.618 |
130.30 |
2.618 |
129.14 |
4.250 |
127.25 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
132.76 |
132.56 |
PP |
132.63 |
132.50 |
S1 |
132.51 |
132.44 |
|