Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 17-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
132.28 |
132.50 |
0.22 |
0.2% |
130.44 |
High |
132.34 |
132.50 |
0.16 |
0.1% |
132.72 |
Low |
132.28 |
132.42 |
0.14 |
0.1% |
130.10 |
Close |
132.31 |
132.48 |
0.17 |
0.1% |
132.31 |
Range |
0.06 |
0.08 |
0.02 |
33.3% |
2.62 |
ATR |
0.75 |
0.71 |
-0.04 |
-5.3% |
0.00 |
Volume |
18 |
3 |
-15 |
-83.3% |
51 |
|
Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.71 |
132.67 |
132.52 |
|
R3 |
132.63 |
132.59 |
132.50 |
|
R2 |
132.55 |
132.55 |
132.49 |
|
R1 |
132.51 |
132.51 |
132.49 |
132.49 |
PP |
132.47 |
132.47 |
132.47 |
132.46 |
S1 |
132.43 |
132.43 |
132.47 |
132.41 |
S2 |
132.39 |
132.39 |
132.47 |
|
S3 |
132.31 |
132.35 |
132.46 |
|
S4 |
132.23 |
132.27 |
132.44 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.57 |
138.56 |
133.75 |
|
R3 |
136.95 |
135.94 |
133.03 |
|
R2 |
134.33 |
134.33 |
132.79 |
|
R1 |
133.32 |
133.32 |
132.55 |
133.83 |
PP |
131.71 |
131.71 |
131.71 |
131.96 |
S1 |
130.70 |
130.70 |
132.07 |
131.21 |
S2 |
129.09 |
129.09 |
131.83 |
|
S3 |
126.47 |
128.08 |
131.59 |
|
S4 |
123.85 |
125.46 |
130.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132.72 |
130.42 |
2.30 |
1.7% |
0.51 |
0.4% |
90% |
False |
False |
9 |
10 |
132.96 |
130.10 |
2.86 |
2.2% |
0.60 |
0.5% |
83% |
False |
False |
17 |
20 |
134.25 |
130.10 |
4.15 |
3.1% |
0.53 |
0.4% |
57% |
False |
False |
13 |
40 |
135.03 |
130.10 |
4.93 |
3.7% |
0.43 |
0.3% |
48% |
False |
False |
7 |
60 |
135.76 |
130.10 |
5.66 |
4.3% |
0.28 |
0.2% |
42% |
False |
False |
5 |
80 |
136.80 |
130.10 |
6.70 |
5.1% |
0.21 |
0.2% |
36% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.84 |
2.618 |
132.71 |
1.618 |
132.63 |
1.000 |
132.58 |
0.618 |
132.55 |
HIGH |
132.50 |
0.618 |
132.47 |
0.500 |
132.46 |
0.382 |
132.45 |
LOW |
132.42 |
0.618 |
132.37 |
1.000 |
132.34 |
1.618 |
132.29 |
2.618 |
132.21 |
4.250 |
132.08 |
|
|
Fisher Pivots for day following 17-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
132.47 |
132.39 |
PP |
132.47 |
132.30 |
S1 |
132.46 |
132.21 |
|