Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 27-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
132.98 |
132.85 |
-0.13 |
-0.1% |
132.50 |
High |
132.98 |
133.02 |
0.04 |
0.0% |
134.29 |
Low |
132.45 |
131.90 |
-0.55 |
-0.4% |
132.38 |
Close |
132.52 |
132.48 |
-0.04 |
0.0% |
132.83 |
Range |
0.53 |
1.12 |
0.59 |
111.3% |
1.91 |
ATR |
0.71 |
0.74 |
0.03 |
4.1% |
0.00 |
Volume |
1,131 |
77 |
-1,054 |
-93.2% |
1,282 |
|
Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.83 |
135.27 |
133.10 |
|
R3 |
134.71 |
134.15 |
132.79 |
|
R2 |
133.59 |
133.59 |
132.69 |
|
R1 |
133.03 |
133.03 |
132.58 |
132.75 |
PP |
132.47 |
132.47 |
132.47 |
132.33 |
S1 |
131.91 |
131.91 |
132.38 |
131.63 |
S2 |
131.35 |
131.35 |
132.27 |
|
S3 |
130.23 |
130.79 |
132.17 |
|
S4 |
129.11 |
129.67 |
131.86 |
|
|
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 |
131.90 |
1.55 |
1.2% |
0.58 |
0.4% |
37% |
False |
True |
369 |
10 |
134.29 |
131.90 |
2.39 |
1.8% |
0.56 |
0.4% |
24% |
False |
True |
304 |
20 |
134.29 |
130.10 |
4.19 |
3.2% |
0.61 |
0.5% |
57% |
False |
False |
160 |
40 |
135.03 |
130.10 |
4.93 |
3.7% |
0.56 |
0.4% |
48% |
False |
False |
83 |
60 |
135.53 |
130.10 |
5.43 |
4.1% |
0.38 |
0.3% |
44% |
False |
False |
55 |
80 |
136.10 |
130.10 |
6.00 |
4.5% |
0.28 |
0.2% |
40% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.78 |
2.618 |
135.95 |
1.618 |
134.83 |
1.000 |
134.14 |
0.618 |
133.71 |
HIGH |
133.02 |
0.618 |
132.59 |
0.500 |
132.46 |
0.382 |
132.33 |
LOW |
131.90 |
0.618 |
131.21 |
1.000 |
130.78 |
1.618 |
130.09 |
2.618 |
128.97 |
4.250 |
127.14 |
|
|
Fisher Pivots for day following 27-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
132.47 |
132.47 |
PP |
132.47 |
132.47 |
S1 |
132.46 |
132.46 |
|