Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 11-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
132.00 |
131.78 |
-0.22 |
-0.2% |
131.74 |
High |
132.35 |
131.78 |
-0.57 |
-0.4% |
132.91 |
Low |
131.47 |
130.79 |
-0.68 |
-0.5% |
130.79 |
Close |
131.88 |
130.92 |
-0.96 |
-0.7% |
130.92 |
Range |
0.88 |
0.99 |
0.11 |
12.5% |
2.12 |
ATR |
0.84 |
0.85 |
0.02 |
2.2% |
0.00 |
Volume |
79 |
1,544 |
1,465 |
1,854.4% |
7,364 |
|
Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.13 |
133.52 |
131.46 |
|
R3 |
133.14 |
132.53 |
131.19 |
|
R2 |
132.15 |
132.15 |
131.10 |
|
R1 |
131.54 |
131.54 |
131.01 |
131.35 |
PP |
131.16 |
131.16 |
131.16 |
131.07 |
S1 |
130.55 |
130.55 |
130.83 |
130.36 |
S2 |
130.17 |
130.17 |
130.74 |
|
S3 |
129.18 |
129.56 |
130.65 |
|
S4 |
128.19 |
128.57 |
130.38 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.90 |
136.53 |
132.09 |
|
R3 |
135.78 |
134.41 |
131.50 |
|
R2 |
133.66 |
133.66 |
131.31 |
|
R1 |
132.29 |
132.29 |
131.11 |
131.92 |
PP |
131.54 |
131.54 |
131.54 |
131.35 |
S1 |
130.17 |
130.17 |
130.73 |
129.80 |
S2 |
129.42 |
129.42 |
130.53 |
|
S3 |
127.30 |
128.05 |
130.34 |
|
S4 |
125.18 |
125.93 |
129.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132.91 |
130.79 |
2.12 |
1.6% |
0.95 |
0.7% |
6% |
False |
True |
1,472 |
10 |
132.91 |
130.68 |
2.23 |
1.7% |
0.81 |
0.6% |
11% |
False |
False |
1,013 |
20 |
134.29 |
130.68 |
3.61 |
2.8% |
0.75 |
0.6% |
7% |
False |
False |
671 |
40 |
134.29 |
130.10 |
4.19 |
3.2% |
0.64 |
0.5% |
20% |
False |
False |
342 |
60 |
135.03 |
130.10 |
4.93 |
3.8% |
0.53 |
0.4% |
17% |
False |
False |
228 |
80 |
135.76 |
130.10 |
5.66 |
4.3% |
0.40 |
0.3% |
14% |
False |
False |
171 |
100 |
136.80 |
130.10 |
6.70 |
5.1% |
0.32 |
0.2% |
12% |
False |
False |
137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.99 |
2.618 |
134.37 |
1.618 |
133.38 |
1.000 |
132.77 |
0.618 |
132.39 |
HIGH |
131.78 |
0.618 |
131.40 |
0.500 |
131.29 |
0.382 |
131.17 |
LOW |
130.79 |
0.618 |
130.18 |
1.000 |
129.80 |
1.618 |
129.19 |
2.618 |
128.20 |
4.250 |
126.58 |
|
|
Fisher Pivots for day following 11-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
131.29 |
131.72 |
PP |
131.16 |
131.45 |
S1 |
131.04 |
131.19 |
|