Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 14-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
131.78 |
130.80 |
-0.98 |
-0.7% |
131.74 |
High |
131.78 |
131.07 |
-0.71 |
-0.5% |
132.91 |
Low |
130.79 |
130.58 |
-0.21 |
-0.2% |
130.79 |
Close |
130.92 |
130.72 |
-0.20 |
-0.2% |
130.92 |
Range |
0.99 |
0.49 |
-0.50 |
-50.5% |
2.12 |
ATR |
0.85 |
0.83 |
-0.03 |
-3.0% |
0.00 |
Volume |
1,544 |
770 |
-774 |
-50.1% |
7,364 |
|
Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.26 |
131.98 |
130.99 |
|
R3 |
131.77 |
131.49 |
130.85 |
|
R2 |
131.28 |
131.28 |
130.81 |
|
R1 |
131.00 |
131.00 |
130.76 |
130.90 |
PP |
130.79 |
130.79 |
130.79 |
130.74 |
S1 |
130.51 |
130.51 |
130.68 |
130.41 |
S2 |
130.30 |
130.30 |
130.63 |
|
S3 |
129.81 |
130.02 |
130.59 |
|
S4 |
129.32 |
129.53 |
130.45 |
|
|
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 |
130.58 |
2.33 |
1.8% |
0.88 |
0.7% |
6% |
False |
True |
1,492 |
10 |
132.91 |
130.58 |
2.33 |
1.8% |
0.80 |
0.6% |
6% |
False |
True |
1,064 |
20 |
134.29 |
130.58 |
3.71 |
2.8% |
0.77 |
0.6% |
4% |
False |
True |
709 |
40 |
134.29 |
130.10 |
4.19 |
3.2% |
0.65 |
0.5% |
15% |
False |
False |
361 |
60 |
135.03 |
130.10 |
4.93 |
3.8% |
0.54 |
0.4% |
13% |
False |
False |
241 |
80 |
135.76 |
130.10 |
5.66 |
4.3% |
0.41 |
0.3% |
11% |
False |
False |
181 |
100 |
136.80 |
130.10 |
6.70 |
5.1% |
0.32 |
0.2% |
9% |
False |
False |
145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.15 |
2.618 |
132.35 |
1.618 |
131.86 |
1.000 |
131.56 |
0.618 |
131.37 |
HIGH |
131.07 |
0.618 |
130.88 |
0.500 |
130.83 |
0.382 |
130.77 |
LOW |
130.58 |
0.618 |
130.28 |
1.000 |
130.09 |
1.618 |
129.79 |
2.618 |
129.30 |
4.250 |
128.50 |
|
|
Fisher Pivots for day following 14-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
130.83 |
131.47 |
PP |
130.79 |
131.22 |
S1 |
130.76 |
130.97 |
|