Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 16-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
130.60 |
130.23 |
-0.37 |
-0.3% |
131.74 |
High |
130.60 |
130.72 |
0.12 |
0.1% |
132.91 |
Low |
129.72 |
130.22 |
0.50 |
0.4% |
130.79 |
Close |
130.28 |
130.61 |
0.33 |
0.3% |
130.92 |
Range |
0.88 |
0.50 |
-0.38 |
-43.2% |
2.12 |
ATR |
0.84 |
0.82 |
-0.02 |
-2.9% |
0.00 |
Volume |
4,099 |
933 |
-3,166 |
-77.2% |
7,364 |
|
Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.02 |
131.81 |
130.89 |
|
R3 |
131.52 |
131.31 |
130.75 |
|
R2 |
131.02 |
131.02 |
130.70 |
|
R1 |
130.81 |
130.81 |
130.66 |
130.92 |
PP |
130.52 |
130.52 |
130.52 |
130.57 |
S1 |
130.31 |
130.31 |
130.56 |
130.42 |
S2 |
130.02 |
130.02 |
130.52 |
|
S3 |
129.52 |
129.81 |
130.47 |
|
S4 |
129.02 |
129.31 |
130.34 |
|
|
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 |
132.35 |
129.72 |
2.63 |
2.0% |
0.75 |
0.6% |
34% |
False |
False |
1,485 |
10 |
132.91 |
129.72 |
3.19 |
2.4% |
0.83 |
0.6% |
28% |
False |
False |
1,535 |
20 |
133.45 |
129.72 |
3.73 |
2.9% |
0.75 |
0.6% |
24% |
False |
False |
959 |
40 |
134.29 |
129.72 |
4.57 |
3.5% |
0.66 |
0.5% |
19% |
False |
False |
486 |
60 |
135.03 |
129.72 |
5.31 |
4.1% |
0.56 |
0.4% |
17% |
False |
False |
325 |
80 |
135.76 |
129.72 |
6.04 |
4.6% |
0.42 |
0.3% |
15% |
False |
False |
244 |
100 |
136.10 |
129.72 |
6.38 |
4.9% |
0.34 |
0.3% |
14% |
False |
False |
195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.85 |
2.618 |
132.03 |
1.618 |
131.53 |
1.000 |
131.22 |
0.618 |
131.03 |
HIGH |
130.72 |
0.618 |
130.53 |
0.500 |
130.47 |
0.382 |
130.41 |
LOW |
130.22 |
0.618 |
129.91 |
1.000 |
129.72 |
1.618 |
129.41 |
2.618 |
128.91 |
4.250 |
128.10 |
|
|
Fisher Pivots for day following 16-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
130.56 |
130.54 |
PP |
130.52 |
130.47 |
S1 |
130.47 |
130.40 |
|