Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 06-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
131.83 |
131.39 |
-0.44 |
-0.3% |
132.01 |
High |
131.98 |
131.69 |
-0.29 |
-0.2% |
133.34 |
Low |
131.33 |
130.89 |
-0.44 |
-0.3% |
131.70 |
Close |
131.57 |
130.99 |
-0.58 |
-0.4% |
132.38 |
Range |
0.65 |
0.80 |
0.15 |
23.1% |
1.64 |
ATR |
1.00 |
0.99 |
-0.01 |
-1.4% |
0.00 |
Volume |
793,695 |
135,540 |
-658,155 |
-82.9% |
4,230,082 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.59 |
133.09 |
131.43 |
|
R3 |
132.79 |
132.29 |
131.21 |
|
R2 |
131.99 |
131.99 |
131.14 |
|
R1 |
131.49 |
131.49 |
131.06 |
131.34 |
PP |
131.19 |
131.19 |
131.19 |
131.12 |
S1 |
130.69 |
130.69 |
130.92 |
130.54 |
S2 |
130.39 |
130.39 |
130.84 |
|
S3 |
129.59 |
129.89 |
130.77 |
|
S4 |
128.79 |
129.09 |
130.55 |
|
|
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 |
130.89 |
2.45 |
1.9% |
0.96 |
0.7% |
4% |
False |
True |
823,619 |
10 |
133.36 |
130.89 |
2.47 |
1.9% |
0.96 |
0.7% |
4% |
False |
True |
721,645 |
20 |
133.44 |
130.14 |
3.30 |
2.5% |
0.89 |
0.7% |
26% |
False |
False |
619,846 |
40 |
134.88 |
130.14 |
4.74 |
3.6% |
0.97 |
0.7% |
18% |
False |
False |
644,344 |
60 |
135.00 |
130.14 |
4.86 |
3.7% |
1.01 |
0.8% |
17% |
False |
False |
688,035 |
80 |
135.98 |
130.14 |
5.84 |
4.5% |
0.99 |
0.8% |
15% |
False |
False |
584,472 |
100 |
136.50 |
130.14 |
6.36 |
4.9% |
0.94 |
0.7% |
13% |
False |
False |
467,638 |
120 |
138.27 |
130.14 |
8.13 |
6.2% |
0.96 |
0.7% |
10% |
False |
False |
389,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.09 |
2.618 |
133.78 |
1.618 |
132.98 |
1.000 |
132.49 |
0.618 |
132.18 |
HIGH |
131.69 |
0.618 |
131.38 |
0.500 |
131.29 |
0.382 |
131.20 |
LOW |
130.89 |
0.618 |
130.40 |
1.000 |
130.09 |
1.618 |
129.60 |
2.618 |
128.80 |
4.250 |
127.49 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
131.29 |
132.12 |
PP |
131.19 |
131.74 |
S1 |
131.09 |
131.37 |
|