Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 10-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
132.65 |
132.00 |
-0.65 |
-0.5% |
132.00 |
High |
132.65 |
132.35 |
-0.30 |
-0.2% |
132.52 |
Low |
132.06 |
131.47 |
-0.59 |
-0.4% |
130.68 |
Close |
132.32 |
131.88 |
-0.44 |
-0.3% |
131.49 |
Range |
0.59 |
0.88 |
0.29 |
49.2% |
1.84 |
ATR |
0.83 |
0.84 |
0.00 |
0.4% |
0.00 |
Volume |
3,680 |
79 |
-3,601 |
-97.9% |
2,771 |
|
Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.54 |
134.09 |
132.36 |
|
R3 |
133.66 |
133.21 |
132.12 |
|
R2 |
132.78 |
132.78 |
132.04 |
|
R1 |
132.33 |
132.33 |
131.96 |
132.12 |
PP |
131.90 |
131.90 |
131.90 |
131.79 |
S1 |
131.45 |
131.45 |
131.80 |
131.24 |
S2 |
131.02 |
131.02 |
131.72 |
|
S3 |
130.14 |
130.57 |
131.64 |
|
S4 |
129.26 |
129.69 |
131.40 |
|
|
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% |
0.98 |
0.7% |
54% |
False |
False |
1,518 |
10 |
132.91 |
130.68 |
2.23 |
1.7% |
0.85 |
0.6% |
54% |
False |
False |
885 |
20 |
134.29 |
130.68 |
3.61 |
2.7% |
0.70 |
0.5% |
33% |
False |
False |
594 |
40 |
134.29 |
130.10 |
4.19 |
3.2% |
0.64 |
0.5% |
42% |
False |
False |
303 |
60 |
135.03 |
130.10 |
4.93 |
3.7% |
0.52 |
0.4% |
36% |
False |
False |
203 |
80 |
135.76 |
130.10 |
5.66 |
4.3% |
0.39 |
0.3% |
31% |
False |
False |
152 |
100 |
136.80 |
130.10 |
6.70 |
5.1% |
0.31 |
0.2% |
27% |
False |
False |
121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.09 |
2.618 |
134.65 |
1.618 |
133.77 |
1.000 |
133.23 |
0.618 |
132.89 |
HIGH |
132.35 |
0.618 |
132.01 |
0.500 |
131.91 |
0.382 |
131.81 |
LOW |
131.47 |
0.618 |
130.93 |
1.000 |
130.59 |
1.618 |
130.05 |
2.618 |
129.17 |
4.250 |
127.73 |
|
|
Fisher Pivots for day following 10-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
131.91 |
132.19 |
PP |
131.90 |
132.09 |
S1 |
131.89 |
131.98 |
|