Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 20-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
134.25 |
133.08 |
-1.17 |
-0.9% |
130.44 |
High |
134.29 |
133.08 |
-1.21 |
-0.9% |
132.72 |
Low |
133.15 |
132.38 |
-0.77 |
-0.6% |
130.10 |
Close |
133.17 |
132.49 |
-0.68 |
-0.5% |
132.31 |
Range |
1.14 |
0.70 |
-0.44 |
-38.6% |
2.62 |
ATR |
0.78 |
0.78 |
0.00 |
0.1% |
0.00 |
Volume |
13 |
1,153 |
1,140 |
8,769.2% |
51 |
|
Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.75 |
134.32 |
132.88 |
|
R3 |
134.05 |
133.62 |
132.68 |
|
R2 |
133.35 |
133.35 |
132.62 |
|
R1 |
132.92 |
132.92 |
132.55 |
132.79 |
PP |
132.65 |
132.65 |
132.65 |
132.58 |
S1 |
132.22 |
132.22 |
132.43 |
132.09 |
S2 |
131.95 |
131.95 |
132.36 |
|
S3 |
131.25 |
131.52 |
132.30 |
|
S4 |
130.55 |
130.82 |
132.11 |
|
|
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 |
134.29 |
132.28 |
2.01 |
1.5% |
0.54 |
0.4% |
10% |
False |
False |
240 |
10 |
134.29 |
130.10 |
4.19 |
3.2% |
0.61 |
0.5% |
57% |
False |
False |
124 |
20 |
134.29 |
130.10 |
4.19 |
3.2% |
0.56 |
0.4% |
57% |
False |
False |
70 |
40 |
135.03 |
130.10 |
4.93 |
3.7% |
0.49 |
0.4% |
48% |
False |
False |
37 |
60 |
135.76 |
130.10 |
5.66 |
4.3% |
0.33 |
0.2% |
42% |
False |
False |
24 |
80 |
136.10 |
130.10 |
6.00 |
4.5% |
0.25 |
0.2% |
40% |
False |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.06 |
2.618 |
134.91 |
1.618 |
134.21 |
1.000 |
133.78 |
0.618 |
133.51 |
HIGH |
133.08 |
0.618 |
132.81 |
0.500 |
132.73 |
0.382 |
132.65 |
LOW |
132.38 |
0.618 |
131.95 |
1.000 |
131.68 |
1.618 |
131.25 |
2.618 |
130.55 |
4.250 |
129.41 |
|
|
Fisher Pivots for day following 20-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
132.73 |
133.34 |
PP |
132.65 |
133.05 |
S1 |
132.57 |
132.77 |
|