Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 28-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
132.85 |
131.80 |
-1.05 |
-0.8% |
132.56 |
High |
133.02 |
132.79 |
-0.23 |
-0.2% |
133.45 |
Low |
131.90 |
131.40 |
-0.50 |
-0.4% |
131.40 |
Close |
132.48 |
132.46 |
-0.02 |
0.0% |
132.46 |
Range |
1.12 |
1.39 |
0.27 |
24.1% |
2.05 |
ATR |
0.74 |
0.79 |
0.05 |
6.2% |
0.00 |
Volume |
77 |
263 |
186 |
241.6% |
2,008 |
|
Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.39 |
135.81 |
133.22 |
|
R3 |
135.00 |
134.42 |
132.84 |
|
R2 |
133.61 |
133.61 |
132.71 |
|
R1 |
133.03 |
133.03 |
132.59 |
133.32 |
PP |
132.22 |
132.22 |
132.22 |
132.36 |
S1 |
131.64 |
131.64 |
132.33 |
131.93 |
S2 |
130.83 |
130.83 |
132.21 |
|
S3 |
129.44 |
130.25 |
132.08 |
|
S4 |
128.05 |
128.86 |
131.70 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.59 |
137.57 |
133.59 |
|
R3 |
136.54 |
135.52 |
133.02 |
|
R2 |
134.49 |
134.49 |
132.84 |
|
R1 |
133.47 |
133.47 |
132.65 |
132.96 |
PP |
132.44 |
132.44 |
132.44 |
132.18 |
S1 |
131.42 |
131.42 |
132.27 |
130.91 |
S2 |
130.39 |
130.39 |
132.08 |
|
S3 |
128.34 |
129.37 |
131.90 |
|
S4 |
126.29 |
127.32 |
131.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.45 |
131.40 |
2.05 |
1.5% |
0.81 |
0.6% |
52% |
False |
True |
401 |
10 |
134.29 |
131.40 |
2.89 |
2.2% |
0.70 |
0.5% |
37% |
False |
True |
329 |
20 |
134.29 |
130.10 |
4.19 |
3.2% |
0.66 |
0.5% |
56% |
False |
False |
173 |
40 |
135.03 |
130.10 |
4.93 |
3.7% |
0.60 |
0.5% |
48% |
False |
False |
90 |
60 |
135.53 |
130.10 |
5.43 |
4.1% |
0.40 |
0.3% |
43% |
False |
False |
60 |
80 |
136.10 |
130.10 |
6.00 |
4.5% |
0.30 |
0.2% |
39% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.70 |
2.618 |
136.43 |
1.618 |
135.04 |
1.000 |
134.18 |
0.618 |
133.65 |
HIGH |
132.79 |
0.618 |
132.26 |
0.500 |
132.10 |
0.382 |
131.93 |
LOW |
131.40 |
0.618 |
130.54 |
1.000 |
130.01 |
1.618 |
129.15 |
2.618 |
127.76 |
4.250 |
125.49 |
|
|
Fisher Pivots for day following 28-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
132.34 |
132.38 |
PP |
132.22 |
132.29 |
S1 |
132.10 |
132.21 |
|