Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 04-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
04-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
132.59 |
132.68 |
0.09 |
0.1% |
134.24 |
High |
132.90 |
132.68 |
-0.22 |
-0.2% |
134.25 |
Low |
132.58 |
132.40 |
-0.18 |
-0.1% |
132.89 |
Close |
132.80 |
132.48 |
-0.32 |
-0.2% |
133.17 |
Range |
0.32 |
0.28 |
-0.04 |
-12.5% |
1.36 |
ATR |
0.74 |
0.72 |
-0.02 |
-3.3% |
0.00 |
Volume |
7 |
10 |
3 |
42.9% |
37 |
|
Daily Pivots for day following 04-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.36 |
133.20 |
132.63 |
|
R3 |
133.08 |
132.92 |
132.56 |
|
R2 |
132.80 |
132.80 |
132.53 |
|
R1 |
132.64 |
132.64 |
132.51 |
132.58 |
PP |
132.52 |
132.52 |
132.52 |
132.49 |
S1 |
132.36 |
132.36 |
132.45 |
132.30 |
S2 |
132.24 |
132.24 |
132.43 |
|
S3 |
131.96 |
132.08 |
132.40 |
|
S4 |
131.68 |
131.80 |
132.33 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.52 |
136.70 |
133.92 |
|
R3 |
136.16 |
135.34 |
133.54 |
|
R2 |
134.80 |
134.80 |
133.42 |
|
R1 |
133.98 |
133.98 |
133.29 |
133.71 |
PP |
133.44 |
133.44 |
133.44 |
133.30 |
S1 |
132.62 |
132.62 |
133.05 |
132.35 |
S2 |
132.08 |
132.08 |
132.92 |
|
S3 |
130.72 |
131.26 |
132.80 |
|
S4 |
129.36 |
129.90 |
132.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.13 |
132.40 |
1.73 |
1.3% |
0.29 |
0.2% |
5% |
False |
True |
8 |
10 |
134.25 |
132.11 |
2.14 |
1.6% |
0.39 |
0.3% |
17% |
False |
False |
7 |
20 |
134.25 |
131.80 |
2.45 |
1.8% |
0.41 |
0.3% |
28% |
False |
False |
6 |
40 |
135.53 |
131.74 |
3.79 |
2.9% |
0.28 |
0.2% |
20% |
False |
False |
3 |
60 |
135.76 |
131.74 |
4.02 |
3.0% |
0.19 |
0.1% |
18% |
False |
False |
2 |
80 |
137.00 |
131.74 |
5.26 |
4.0% |
0.14 |
0.1% |
14% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.87 |
2.618 |
133.41 |
1.618 |
133.13 |
1.000 |
132.96 |
0.618 |
132.85 |
HIGH |
132.68 |
0.618 |
132.57 |
0.500 |
132.54 |
0.382 |
132.51 |
LOW |
132.40 |
0.618 |
132.23 |
1.000 |
132.12 |
1.618 |
131.95 |
2.618 |
131.67 |
4.250 |
131.21 |
|
|
Fisher Pivots for day following 04-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
132.54 |
132.79 |
PP |
132.52 |
132.68 |
S1 |
132.50 |
132.58 |
|