Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 09-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
131.48 |
132.65 |
1.17 |
0.9% |
132.00 |
High |
132.91 |
132.65 |
-0.26 |
-0.2% |
132.52 |
Low |
131.48 |
132.06 |
0.58 |
0.4% |
130.68 |
Close |
132.65 |
132.32 |
-0.33 |
-0.2% |
131.49 |
Range |
1.43 |
0.59 |
-0.84 |
-58.7% |
1.84 |
ATR |
0.85 |
0.83 |
-0.02 |
-2.2% |
0.00 |
Volume |
1,391 |
3,680 |
2,289 |
164.6% |
2,771 |
|
Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.11 |
133.81 |
132.64 |
|
R3 |
133.52 |
133.22 |
132.48 |
|
R2 |
132.93 |
132.93 |
132.43 |
|
R1 |
132.63 |
132.63 |
132.37 |
132.49 |
PP |
132.34 |
132.34 |
132.34 |
132.27 |
S1 |
132.04 |
132.04 |
132.27 |
131.90 |
S2 |
131.75 |
131.75 |
132.21 |
|
S3 |
131.16 |
131.45 |
132.16 |
|
S4 |
130.57 |
130.86 |
132.00 |
|
|
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% |
0.91 |
0.7% |
74% |
False |
False |
1,585 |
10 |
133.02 |
130.68 |
2.34 |
1.8% |
0.87 |
0.7% |
70% |
False |
False |
885 |
20 |
134.29 |
130.68 |
3.61 |
2.7% |
0.71 |
0.5% |
45% |
False |
False |
591 |
40 |
134.29 |
130.10 |
4.19 |
3.2% |
0.63 |
0.5% |
53% |
False |
False |
301 |
60 |
135.03 |
130.10 |
4.93 |
3.7% |
0.50 |
0.4% |
45% |
False |
False |
201 |
80 |
135.76 |
130.10 |
5.66 |
4.3% |
0.38 |
0.3% |
39% |
False |
False |
151 |
100 |
136.80 |
130.10 |
6.70 |
5.1% |
0.30 |
0.2% |
33% |
False |
False |
121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.16 |
2.618 |
134.19 |
1.618 |
133.60 |
1.000 |
133.24 |
0.618 |
133.01 |
HIGH |
132.65 |
0.618 |
132.42 |
0.500 |
132.36 |
0.382 |
132.29 |
LOW |
132.06 |
0.618 |
131.70 |
1.000 |
131.47 |
1.618 |
131.11 |
2.618 |
130.52 |
4.250 |
129.55 |
|
|
Fisher Pivots for day following 09-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
132.36 |
132.19 |
PP |
132.34 |
132.05 |
S1 |
132.33 |
131.92 |
|