Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 02-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
132.46 |
131.98 |
-0.48 |
-0.4% |
132.56 |
High |
132.46 |
132.29 |
-0.17 |
-0.1% |
133.45 |
Low |
131.68 |
131.92 |
0.24 |
0.2% |
131.40 |
Close |
131.70 |
131.93 |
0.23 |
0.2% |
132.46 |
Range |
0.78 |
0.37 |
-0.41 |
-52.6% |
2.05 |
ATR |
0.77 |
0.76 |
-0.01 |
-1.7% |
0.00 |
Volume |
123 |
200 |
77 |
62.6% |
2,008 |
|
Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.16 |
132.91 |
132.13 |
|
R3 |
132.79 |
132.54 |
132.03 |
|
R2 |
132.42 |
132.42 |
132.00 |
|
R1 |
132.17 |
132.17 |
131.96 |
132.11 |
PP |
132.05 |
132.05 |
132.05 |
132.02 |
S1 |
131.80 |
131.80 |
131.90 |
131.74 |
S2 |
131.68 |
131.68 |
131.86 |
|
S3 |
131.31 |
131.43 |
131.83 |
|
S4 |
130.94 |
131.06 |
131.73 |
|
|
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 |
133.02 |
131.40 |
1.62 |
1.2% |
0.84 |
0.6% |
33% |
False |
False |
185 |
10 |
133.45 |
131.40 |
2.05 |
1.6% |
0.67 |
0.5% |
26% |
False |
False |
384 |
20 |
134.29 |
130.10 |
4.19 |
3.2% |
0.67 |
0.5% |
44% |
False |
False |
197 |
40 |
134.29 |
130.10 |
4.19 |
3.2% |
0.56 |
0.4% |
44% |
False |
False |
104 |
60 |
135.53 |
130.10 |
5.43 |
4.1% |
0.43 |
0.3% |
34% |
False |
False |
69 |
80 |
135.76 |
130.10 |
5.66 |
4.3% |
0.32 |
0.2% |
32% |
False |
False |
52 |
100 |
137.00 |
130.10 |
6.90 |
5.2% |
0.26 |
0.2% |
27% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.86 |
2.618 |
133.26 |
1.618 |
132.89 |
1.000 |
132.66 |
0.618 |
132.52 |
HIGH |
132.29 |
0.618 |
132.15 |
0.500 |
132.11 |
0.382 |
132.06 |
LOW |
131.92 |
0.618 |
131.69 |
1.000 |
131.55 |
1.618 |
131.32 |
2.618 |
130.95 |
4.250 |
130.35 |
|
|
Fisher Pivots for day following 02-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
132.11 |
132.10 |
PP |
132.05 |
132.04 |
S1 |
131.99 |
131.99 |
|