Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 08-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
131.74 |
131.48 |
-0.26 |
-0.2% |
132.00 |
High |
131.77 |
132.91 |
1.14 |
0.9% |
132.52 |
Low |
130.92 |
131.48 |
0.56 |
0.4% |
130.68 |
Close |
131.25 |
132.65 |
1.40 |
1.1% |
131.49 |
Range |
0.85 |
1.43 |
0.58 |
68.2% |
1.84 |
ATR |
0.79 |
0.85 |
0.06 |
7.9% |
0.00 |
Volume |
670 |
1,391 |
721 |
107.6% |
2,771 |
|
Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.64 |
136.07 |
133.44 |
|
R3 |
135.21 |
134.64 |
133.04 |
|
R2 |
133.78 |
133.78 |
132.91 |
|
R1 |
133.21 |
133.21 |
132.78 |
133.50 |
PP |
132.35 |
132.35 |
132.35 |
132.49 |
S1 |
131.78 |
131.78 |
132.52 |
132.07 |
S2 |
130.92 |
130.92 |
132.39 |
|
S3 |
129.49 |
130.35 |
132.26 |
|
S4 |
128.06 |
128.92 |
131.86 |
|
|
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 |
132.91 |
130.68 |
2.23 |
1.7% |
0.86 |
0.6% |
88% |
True |
False |
889 |
10 |
133.02 |
130.68 |
2.34 |
1.8% |
0.87 |
0.7% |
84% |
False |
False |
630 |
20 |
134.29 |
130.68 |
3.61 |
2.7% |
0.73 |
0.5% |
55% |
False |
False |
407 |
40 |
134.29 |
130.10 |
4.19 |
3.2% |
0.62 |
0.5% |
61% |
False |
False |
209 |
60 |
135.03 |
130.10 |
4.93 |
3.7% |
0.49 |
0.4% |
52% |
False |
False |
140 |
80 |
135.76 |
130.10 |
5.66 |
4.3% |
0.37 |
0.3% |
45% |
False |
False |
105 |
100 |
137.00 |
130.10 |
6.90 |
5.2% |
0.30 |
0.2% |
37% |
False |
False |
84 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.99 |
2.618 |
136.65 |
1.618 |
135.22 |
1.000 |
134.34 |
0.618 |
133.79 |
HIGH |
132.91 |
0.618 |
132.36 |
0.500 |
132.20 |
0.382 |
132.03 |
LOW |
131.48 |
0.618 |
130.60 |
1.000 |
130.05 |
1.618 |
129.17 |
2.618 |
127.74 |
4.250 |
125.40 |
|
|
Fisher Pivots for day following 08-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
132.50 |
132.37 |
PP |
132.35 |
132.08 |
S1 |
132.20 |
131.80 |
|