Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 03-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
131.98 |
131.53 |
-0.45 |
-0.3% |
132.56 |
High |
132.29 |
131.71 |
-0.58 |
-0.4% |
133.45 |
Low |
131.92 |
131.21 |
-0.71 |
-0.5% |
131.40 |
Close |
131.93 |
131.39 |
-0.54 |
-0.4% |
132.46 |
Range |
0.37 |
0.50 |
0.13 |
35.1% |
2.05 |
ATR |
0.76 |
0.76 |
0.00 |
-0.4% |
0.00 |
Volume |
200 |
414 |
214 |
107.0% |
2,008 |
|
Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.94 |
132.66 |
131.67 |
|
R3 |
132.44 |
132.16 |
131.53 |
|
R2 |
131.94 |
131.94 |
131.48 |
|
R1 |
131.66 |
131.66 |
131.44 |
131.55 |
PP |
131.44 |
131.44 |
131.44 |
131.38 |
S1 |
131.16 |
131.16 |
131.34 |
131.05 |
S2 |
130.94 |
130.94 |
131.30 |
|
S3 |
130.44 |
130.66 |
131.25 |
|
S4 |
129.94 |
130.16 |
131.12 |
|
|
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 |
132.79 |
131.21 |
1.58 |
1.2% |
0.71 |
0.5% |
11% |
False |
True |
252 |
10 |
133.45 |
131.21 |
2.24 |
1.7% |
0.65 |
0.5% |
8% |
False |
True |
310 |
20 |
134.29 |
130.10 |
4.19 |
3.2% |
0.63 |
0.5% |
31% |
False |
False |
217 |
40 |
134.29 |
130.10 |
4.19 |
3.2% |
0.56 |
0.4% |
31% |
False |
False |
114 |
60 |
135.03 |
130.10 |
4.93 |
3.8% |
0.43 |
0.3% |
26% |
False |
False |
76 |
80 |
135.76 |
130.10 |
5.66 |
4.3% |
0.33 |
0.2% |
23% |
False |
False |
57 |
100 |
137.00 |
130.10 |
6.90 |
5.3% |
0.26 |
0.2% |
19% |
False |
False |
46 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.84 |
2.618 |
133.02 |
1.618 |
132.52 |
1.000 |
132.21 |
0.618 |
132.02 |
HIGH |
131.71 |
0.618 |
131.52 |
0.500 |
131.46 |
0.382 |
131.40 |
LOW |
131.21 |
0.618 |
130.90 |
1.000 |
130.71 |
1.618 |
130.40 |
2.618 |
129.90 |
4.250 |
129.09 |
|
|
Fisher Pivots for day following 03-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
131.46 |
131.84 |
PP |
131.44 |
131.69 |
S1 |
131.41 |
131.54 |
|