Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 26-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
132.91 |
132.98 |
0.07 |
0.1% |
132.50 |
High |
133.00 |
132.98 |
-0.02 |
0.0% |
134.29 |
Low |
132.90 |
132.45 |
-0.45 |
-0.3% |
132.38 |
Close |
133.00 |
132.52 |
-0.48 |
-0.4% |
132.83 |
Range |
0.10 |
0.53 |
0.43 |
430.0% |
1.91 |
ATR |
0.73 |
0.71 |
-0.01 |
-1.7% |
0.00 |
Volume |
506 |
1,131 |
625 |
123.5% |
1,282 |
|
Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.24 |
133.91 |
132.81 |
|
R3 |
133.71 |
133.38 |
132.67 |
|
R2 |
133.18 |
133.18 |
132.62 |
|
R1 |
132.85 |
132.85 |
132.57 |
132.75 |
PP |
132.65 |
132.65 |
132.65 |
132.60 |
S1 |
132.32 |
132.32 |
132.47 |
132.22 |
S2 |
132.12 |
132.12 |
132.42 |
|
S3 |
131.59 |
131.79 |
132.37 |
|
S4 |
131.06 |
131.26 |
132.23 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.90 |
137.77 |
133.88 |
|
R3 |
136.99 |
135.86 |
133.36 |
|
R2 |
135.08 |
135.08 |
133.18 |
|
R1 |
133.95 |
133.95 |
133.01 |
134.52 |
PP |
133.17 |
133.17 |
133.17 |
133.45 |
S1 |
132.04 |
132.04 |
132.65 |
132.61 |
S2 |
131.26 |
131.26 |
132.48 |
|
S3 |
129.35 |
130.13 |
132.30 |
|
S4 |
127.44 |
128.22 |
131.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.45 |
132.38 |
1.07 |
0.8% |
0.50 |
0.4% |
13% |
False |
False |
584 |
10 |
134.29 |
131.69 |
2.60 |
2.0% |
0.55 |
0.4% |
32% |
False |
False |
297 |
20 |
134.29 |
130.10 |
4.19 |
3.2% |
0.57 |
0.4% |
58% |
False |
False |
156 |
40 |
135.03 |
130.10 |
4.93 |
3.7% |
0.54 |
0.4% |
49% |
False |
False |
81 |
60 |
135.76 |
130.10 |
5.66 |
4.3% |
0.36 |
0.3% |
43% |
False |
False |
54 |
80 |
136.10 |
130.10 |
6.00 |
4.5% |
0.27 |
0.2% |
40% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.23 |
2.618 |
134.37 |
1.618 |
133.84 |
1.000 |
133.51 |
0.618 |
133.31 |
HIGH |
132.98 |
0.618 |
132.78 |
0.500 |
132.72 |
0.382 |
132.65 |
LOW |
132.45 |
0.618 |
132.12 |
1.000 |
131.92 |
1.618 |
131.59 |
2.618 |
131.06 |
4.250 |
130.20 |
|
|
Fisher Pivots for day following 26-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
132.72 |
132.95 |
PP |
132.65 |
132.81 |
S1 |
132.59 |
132.66 |
|