Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 07-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
131.39 |
131.01 |
-0.38 |
-0.3% |
132.01 |
High |
131.69 |
131.34 |
-0.35 |
-0.3% |
133.34 |
Low |
130.89 |
130.94 |
0.05 |
0.0% |
131.70 |
Close |
130.99 |
131.16 |
0.17 |
0.1% |
132.38 |
Range |
0.80 |
0.40 |
-0.40 |
-50.0% |
1.64 |
ATR |
0.99 |
0.95 |
-0.04 |
-4.3% |
0.00 |
Volume |
135,540 |
13,320 |
-122,220 |
-90.2% |
4,230,082 |
|
Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.35 |
132.15 |
131.38 |
|
R3 |
131.95 |
131.75 |
131.27 |
|
R2 |
131.55 |
131.55 |
131.23 |
|
R1 |
131.35 |
131.35 |
131.20 |
131.45 |
PP |
131.15 |
131.15 |
131.15 |
131.20 |
S1 |
130.95 |
130.95 |
131.12 |
131.05 |
S2 |
130.75 |
130.75 |
131.09 |
|
S3 |
130.35 |
130.55 |
131.05 |
|
S4 |
129.95 |
130.15 |
130.94 |
|
|
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% |
0.88 |
0.7% |
11% |
False |
False |
649,668 |
10 |
133.36 |
130.89 |
2.47 |
1.9% |
0.84 |
0.6% |
11% |
False |
False |
631,369 |
20 |
133.36 |
130.14 |
3.22 |
2.5% |
0.86 |
0.7% |
32% |
False |
False |
592,190 |
40 |
134.88 |
130.14 |
4.74 |
3.6% |
0.95 |
0.7% |
22% |
False |
False |
625,824 |
60 |
135.00 |
130.14 |
4.86 |
3.7% |
1.00 |
0.8% |
21% |
False |
False |
676,963 |
80 |
135.85 |
130.14 |
5.71 |
4.4% |
0.99 |
0.8% |
18% |
False |
False |
584,636 |
100 |
136.50 |
130.14 |
6.36 |
4.8% |
0.95 |
0.7% |
16% |
False |
False |
467,770 |
120 |
138.27 |
130.14 |
8.13 |
6.2% |
0.95 |
0.7% |
13% |
False |
False |
389,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.04 |
2.618 |
132.39 |
1.618 |
131.99 |
1.000 |
131.74 |
0.618 |
131.59 |
HIGH |
131.34 |
0.618 |
131.19 |
0.500 |
131.14 |
0.382 |
131.09 |
LOW |
130.94 |
0.618 |
130.69 |
1.000 |
130.54 |
1.618 |
130.29 |
2.618 |
129.89 |
4.250 |
129.24 |
|
|
Fisher Pivots for day following 07-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
131.15 |
131.44 |
PP |
131.15 |
131.34 |
S1 |
131.14 |
131.25 |
|