Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 07-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
131.22 |
131.74 |
0.52 |
0.4% |
132.00 |
High |
131.84 |
131.77 |
-0.07 |
-0.1% |
132.52 |
Low |
130.68 |
130.92 |
0.24 |
0.2% |
130.68 |
Close |
131.49 |
131.25 |
-0.24 |
-0.2% |
131.49 |
Range |
1.16 |
0.85 |
-0.31 |
-26.7% |
1.84 |
ATR |
0.78 |
0.79 |
0.00 |
0.6% |
0.00 |
Volume |
1,771 |
670 |
-1,101 |
-62.2% |
2,771 |
|
Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.86 |
133.41 |
131.72 |
|
R3 |
133.01 |
132.56 |
131.48 |
|
R2 |
132.16 |
132.16 |
131.41 |
|
R1 |
131.71 |
131.71 |
131.33 |
131.51 |
PP |
131.31 |
131.31 |
131.31 |
131.22 |
S1 |
130.86 |
130.86 |
131.17 |
130.66 |
S2 |
130.46 |
130.46 |
131.09 |
|
S3 |
129.61 |
130.01 |
131.02 |
|
S4 |
128.76 |
129.16 |
130.78 |
|
|
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 |
132.46 |
130.68 |
1.78 |
1.4% |
0.73 |
0.6% |
32% |
False |
False |
635 |
10 |
133.02 |
130.68 |
2.34 |
1.8% |
0.73 |
0.6% |
24% |
False |
False |
541 |
20 |
134.29 |
130.42 |
3.87 |
2.9% |
0.68 |
0.5% |
21% |
False |
False |
338 |
40 |
134.29 |
130.10 |
4.19 |
3.2% |
0.59 |
0.5% |
27% |
False |
False |
175 |
60 |
135.03 |
130.10 |
4.93 |
3.8% |
0.47 |
0.4% |
23% |
False |
False |
117 |
80 |
135.76 |
130.10 |
5.66 |
4.3% |
0.35 |
0.3% |
20% |
False |
False |
88 |
100 |
137.00 |
130.10 |
6.90 |
5.3% |
0.28 |
0.2% |
17% |
False |
False |
70 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.38 |
2.618 |
134.00 |
1.618 |
133.15 |
1.000 |
132.62 |
0.618 |
132.30 |
HIGH |
131.77 |
0.618 |
131.45 |
0.500 |
131.35 |
0.382 |
131.24 |
LOW |
130.92 |
0.618 |
130.39 |
1.000 |
130.07 |
1.618 |
129.54 |
2.618 |
128.69 |
4.250 |
127.31 |
|
|
Fisher Pivots for day following 07-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
131.35 |
131.26 |
PP |
131.31 |
131.26 |
S1 |
131.28 |
131.25 |
|