Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 15-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
130.80 |
130.60 |
-0.20 |
-0.2% |
131.74 |
High |
131.07 |
130.60 |
-0.47 |
-0.4% |
132.91 |
Low |
130.58 |
129.72 |
-0.86 |
-0.7% |
130.79 |
Close |
130.72 |
130.28 |
-0.44 |
-0.3% |
130.92 |
Range |
0.49 |
0.88 |
0.39 |
79.6% |
2.12 |
ATR |
0.83 |
0.84 |
0.01 |
1.5% |
0.00 |
Volume |
770 |
4,099 |
3,329 |
432.3% |
7,364 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.84 |
132.44 |
130.76 |
|
R3 |
131.96 |
131.56 |
130.52 |
|
R2 |
131.08 |
131.08 |
130.44 |
|
R1 |
130.68 |
130.68 |
130.36 |
130.44 |
PP |
130.20 |
130.20 |
130.20 |
130.08 |
S1 |
129.80 |
129.80 |
130.20 |
129.56 |
S2 |
129.32 |
129.32 |
130.12 |
|
S3 |
128.44 |
128.92 |
130.04 |
|
S4 |
127.56 |
128.04 |
129.80 |
|
|
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 |
132.65 |
129.72 |
2.93 |
2.2% |
0.77 |
0.6% |
19% |
False |
True |
2,034 |
10 |
132.91 |
129.72 |
3.19 |
2.4% |
0.81 |
0.6% |
18% |
False |
True |
1,461 |
20 |
134.29 |
129.72 |
4.57 |
3.5% |
0.78 |
0.6% |
12% |
False |
True |
913 |
40 |
134.29 |
129.72 |
4.57 |
3.5% |
0.65 |
0.5% |
12% |
False |
True |
463 |
60 |
135.03 |
129.72 |
5.31 |
4.1% |
0.56 |
0.4% |
11% |
False |
True |
310 |
80 |
135.76 |
129.72 |
6.04 |
4.6% |
0.42 |
0.3% |
9% |
False |
True |
232 |
100 |
136.80 |
129.72 |
7.08 |
5.4% |
0.33 |
0.3% |
8% |
False |
True |
186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.34 |
2.618 |
132.90 |
1.618 |
132.02 |
1.000 |
131.48 |
0.618 |
131.14 |
HIGH |
130.60 |
0.618 |
130.26 |
0.500 |
130.16 |
0.382 |
130.06 |
LOW |
129.72 |
0.618 |
129.18 |
1.000 |
128.84 |
1.618 |
128.30 |
2.618 |
127.42 |
4.250 |
125.98 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
130.24 |
130.75 |
PP |
130.20 |
130.59 |
S1 |
130.16 |
130.44 |
|