Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 04-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
131.53 |
131.22 |
-0.31 |
-0.2% |
132.00 |
High |
131.71 |
131.84 |
0.13 |
0.1% |
132.52 |
Low |
131.21 |
130.68 |
-0.53 |
-0.4% |
130.68 |
Close |
131.39 |
131.49 |
0.10 |
0.1% |
131.49 |
Range |
0.50 |
1.16 |
0.66 |
132.0% |
1.84 |
ATR |
0.76 |
0.78 |
0.03 |
3.8% |
0.00 |
Volume |
414 |
1,771 |
1,357 |
327.8% |
2,771 |
|
Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.82 |
134.31 |
132.13 |
|
R3 |
133.66 |
133.15 |
131.81 |
|
R2 |
132.50 |
132.50 |
131.70 |
|
R1 |
131.99 |
131.99 |
131.60 |
132.25 |
PP |
131.34 |
131.34 |
131.34 |
131.46 |
S1 |
130.83 |
130.83 |
131.38 |
131.09 |
S2 |
130.18 |
130.18 |
131.28 |
|
S3 |
129.02 |
129.67 |
131.17 |
|
S4 |
127.86 |
128.51 |
130.85 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.08 |
136.13 |
132.50 |
|
R3 |
135.24 |
134.29 |
132.00 |
|
R2 |
133.40 |
133.40 |
131.83 |
|
R1 |
132.45 |
132.45 |
131.66 |
132.01 |
PP |
131.56 |
131.56 |
131.56 |
131.34 |
S1 |
130.61 |
130.61 |
131.32 |
130.17 |
S2 |
129.72 |
129.72 |
131.15 |
|
S3 |
127.88 |
128.77 |
130.98 |
|
S4 |
126.04 |
126.93 |
130.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132.52 |
130.68 |
1.84 |
1.4% |
0.67 |
0.5% |
44% |
False |
True |
554 |
10 |
133.45 |
130.68 |
2.77 |
2.1% |
0.74 |
0.6% |
29% |
False |
True |
477 |
20 |
134.29 |
130.10 |
4.19 |
3.2% |
0.66 |
0.5% |
33% |
False |
False |
305 |
40 |
134.29 |
130.10 |
4.19 |
3.2% |
0.58 |
0.4% |
33% |
False |
False |
158 |
60 |
135.03 |
130.10 |
4.93 |
3.7% |
0.45 |
0.3% |
28% |
False |
False |
106 |
80 |
135.76 |
130.10 |
5.66 |
4.3% |
0.34 |
0.3% |
25% |
False |
False |
79 |
100 |
137.00 |
130.10 |
6.90 |
5.2% |
0.27 |
0.2% |
20% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.77 |
2.618 |
134.88 |
1.618 |
133.72 |
1.000 |
133.00 |
0.618 |
132.56 |
HIGH |
131.84 |
0.618 |
131.40 |
0.500 |
131.26 |
0.382 |
131.12 |
LOW |
130.68 |
0.618 |
129.96 |
1.000 |
129.52 |
1.618 |
128.80 |
2.618 |
127.64 |
4.250 |
125.75 |
|
|
Fisher Pivots for day following 04-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
131.41 |
131.49 |
PP |
131.34 |
131.49 |
S1 |
131.26 |
131.49 |
|