Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 23-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
130.05 |
130.74 |
0.69 |
0.5% |
130.80 |
High |
130.74 |
132.26 |
1.52 |
1.2% |
131.16 |
Low |
130.03 |
130.71 |
0.68 |
0.5% |
129.72 |
Close |
130.56 |
132.00 |
1.44 |
1.1% |
130.85 |
Range |
0.71 |
1.55 |
0.84 |
118.3% |
1.44 |
ATR |
0.83 |
0.89 |
0.06 |
7.4% |
0.00 |
Volume |
3,399 |
10,820 |
7,421 |
218.3% |
15,629 |
|
Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.31 |
135.70 |
132.85 |
|
R3 |
134.76 |
134.15 |
132.43 |
|
R2 |
133.21 |
133.21 |
132.28 |
|
R1 |
132.60 |
132.60 |
132.14 |
132.91 |
PP |
131.66 |
131.66 |
131.66 |
131.81 |
S1 |
131.05 |
131.05 |
131.86 |
131.36 |
S2 |
130.11 |
130.11 |
131.72 |
|
S3 |
128.56 |
129.50 |
131.57 |
|
S4 |
127.01 |
127.95 |
131.15 |
|
|
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 |
132.26 |
129.88 |
2.38 |
1.8% |
0.91 |
0.7% |
89% |
True |
False |
5,814 |
10 |
132.35 |
129.72 |
2.63 |
2.0% |
0.83 |
0.6% |
87% |
False |
False |
3,649 |
20 |
133.02 |
129.72 |
3.30 |
2.5% |
0.85 |
0.6% |
69% |
False |
False |
2,267 |
40 |
134.29 |
129.72 |
4.57 |
3.5% |
0.71 |
0.5% |
50% |
False |
False |
1,211 |
60 |
135.03 |
129.72 |
5.31 |
4.0% |
0.64 |
0.5% |
43% |
False |
False |
810 |
80 |
135.76 |
129.72 |
6.04 |
4.6% |
0.48 |
0.4% |
38% |
False |
False |
607 |
100 |
136.10 |
129.72 |
6.38 |
4.8% |
0.38 |
0.3% |
36% |
False |
False |
486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.85 |
2.618 |
136.32 |
1.618 |
134.77 |
1.000 |
133.81 |
0.618 |
133.22 |
HIGH |
132.26 |
0.618 |
131.67 |
0.500 |
131.49 |
0.382 |
131.30 |
LOW |
130.71 |
0.618 |
129.75 |
1.000 |
129.16 |
1.618 |
128.20 |
2.618 |
126.65 |
4.250 |
124.12 |
|
|
Fisher Pivots for day following 23-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
131.83 |
131.70 |
PP |
131.66 |
131.40 |
S1 |
131.49 |
131.10 |
|