Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 18-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
130.10 |
130.26 |
0.16 |
0.1% |
130.80 |
High |
130.32 |
131.16 |
0.84 |
0.6% |
131.16 |
Low |
129.88 |
130.25 |
0.37 |
0.3% |
129.72 |
Close |
130.07 |
130.85 |
0.78 |
0.6% |
130.85 |
Range |
0.44 |
0.91 |
0.47 |
106.8% |
1.44 |
ATR |
0.81 |
0.83 |
0.02 |
2.5% |
0.00 |
Volume |
2,557 |
7,270 |
4,713 |
184.3% |
15,629 |
|
Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.48 |
133.08 |
131.35 |
|
R3 |
132.57 |
132.17 |
131.10 |
|
R2 |
131.66 |
131.66 |
131.02 |
|
R1 |
131.26 |
131.26 |
130.93 |
131.46 |
PP |
130.75 |
130.75 |
130.75 |
130.86 |
S1 |
130.35 |
130.35 |
130.77 |
130.55 |
S2 |
129.84 |
129.84 |
130.68 |
|
S3 |
128.93 |
129.44 |
130.60 |
|
S4 |
128.02 |
128.53 |
130.35 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.90 |
134.31 |
131.64 |
|
R3 |
133.46 |
132.87 |
131.25 |
|
R2 |
132.02 |
132.02 |
131.11 |
|
R1 |
131.43 |
131.43 |
130.98 |
131.73 |
PP |
130.58 |
130.58 |
130.58 |
130.72 |
S1 |
129.99 |
129.99 |
130.72 |
130.29 |
S2 |
129.14 |
129.14 |
130.59 |
|
S3 |
127.70 |
128.55 |
130.45 |
|
S4 |
126.26 |
127.11 |
130.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131.16 |
129.72 |
1.44 |
1.1% |
0.64 |
0.5% |
78% |
True |
False |
3,125 |
10 |
132.91 |
129.72 |
3.19 |
2.4% |
0.80 |
0.6% |
35% |
False |
False |
2,299 |
20 |
133.45 |
129.72 |
3.73 |
2.9% |
0.77 |
0.6% |
30% |
False |
False |
1,388 |
40 |
134.29 |
129.72 |
4.57 |
3.5% |
0.65 |
0.5% |
25% |
False |
False |
731 |
60 |
135.03 |
129.72 |
5.31 |
4.1% |
0.59 |
0.4% |
21% |
False |
False |
489 |
80 |
135.76 |
129.72 |
6.04 |
4.6% |
0.44 |
0.3% |
19% |
False |
False |
367 |
100 |
136.10 |
129.72 |
6.38 |
4.9% |
0.35 |
0.3% |
18% |
False |
False |
293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.03 |
2.618 |
133.54 |
1.618 |
132.63 |
1.000 |
132.07 |
0.618 |
131.72 |
HIGH |
131.16 |
0.618 |
130.81 |
0.500 |
130.71 |
0.382 |
130.60 |
LOW |
130.25 |
0.618 |
129.69 |
1.000 |
129.34 |
1.618 |
128.78 |
2.618 |
127.87 |
4.250 |
126.38 |
|
|
Fisher Pivots for day following 18-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
130.80 |
130.74 |
PP |
130.75 |
130.63 |
S1 |
130.71 |
130.52 |
|