Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 22-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
130.65 |
130.05 |
-0.60 |
-0.5% |
130.80 |
High |
130.85 |
130.74 |
-0.11 |
-0.1% |
131.16 |
Low |
129.93 |
130.03 |
0.10 |
0.1% |
129.72 |
Close |
129.96 |
130.56 |
0.60 |
0.5% |
130.85 |
Range |
0.92 |
0.71 |
-0.21 |
-22.8% |
1.44 |
ATR |
0.84 |
0.83 |
0.00 |
-0.5% |
0.00 |
Volume |
5,024 |
3,399 |
-1,625 |
-32.3% |
15,629 |
|
Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.57 |
132.28 |
130.95 |
|
R3 |
131.86 |
131.57 |
130.76 |
|
R2 |
131.15 |
131.15 |
130.69 |
|
R1 |
130.86 |
130.86 |
130.63 |
131.01 |
PP |
130.44 |
130.44 |
130.44 |
130.52 |
S1 |
130.15 |
130.15 |
130.49 |
130.30 |
S2 |
129.73 |
129.73 |
130.43 |
|
S3 |
129.02 |
129.44 |
130.36 |
|
S4 |
128.31 |
128.73 |
130.17 |
|
|
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 |
129.88 |
1.28 |
1.0% |
0.70 |
0.5% |
53% |
False |
False |
3,836 |
10 |
132.65 |
129.72 |
2.93 |
2.2% |
0.73 |
0.6% |
29% |
False |
False |
2,935 |
20 |
133.02 |
129.72 |
3.30 |
2.5% |
0.80 |
0.6% |
25% |
False |
False |
1,782 |
40 |
134.29 |
129.72 |
4.57 |
3.5% |
0.68 |
0.5% |
18% |
False |
False |
941 |
60 |
135.03 |
129.72 |
5.31 |
4.1% |
0.61 |
0.5% |
16% |
False |
False |
629 |
80 |
135.76 |
129.72 |
6.04 |
4.6% |
0.46 |
0.4% |
14% |
False |
False |
472 |
100 |
136.10 |
129.72 |
6.38 |
4.9% |
0.37 |
0.3% |
13% |
False |
False |
377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.76 |
2.618 |
132.60 |
1.618 |
131.89 |
1.000 |
131.45 |
0.618 |
131.18 |
HIGH |
130.74 |
0.618 |
130.47 |
0.500 |
130.39 |
0.382 |
130.30 |
LOW |
130.03 |
0.618 |
129.59 |
1.000 |
129.32 |
1.618 |
128.88 |
2.618 |
128.17 |
4.250 |
127.01 |
|
|
Fisher Pivots for day following 22-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
130.50 |
130.56 |
PP |
130.44 |
130.55 |
S1 |
130.39 |
130.55 |
|