Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 24-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
130.74 |
132.22 |
1.48 |
1.1% |
130.80 |
High |
132.26 |
132.76 |
0.50 |
0.4% |
131.16 |
Low |
130.71 |
131.81 |
1.10 |
0.8% |
129.72 |
Close |
132.00 |
131.93 |
-0.07 |
-0.1% |
130.85 |
Range |
1.55 |
0.95 |
-0.60 |
-38.7% |
1.44 |
ATR |
0.89 |
0.90 |
0.00 |
0.4% |
0.00 |
Volume |
10,820 |
5,728 |
-5,092 |
-47.1% |
15,629 |
|
Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.02 |
134.42 |
132.45 |
|
R3 |
134.07 |
133.47 |
132.19 |
|
R2 |
133.12 |
133.12 |
132.10 |
|
R1 |
132.52 |
132.52 |
132.02 |
132.35 |
PP |
132.17 |
132.17 |
132.17 |
132.08 |
S1 |
131.57 |
131.57 |
131.84 |
131.40 |
S2 |
131.22 |
131.22 |
131.76 |
|
S3 |
130.27 |
130.62 |
131.67 |
|
S4 |
129.32 |
129.67 |
131.41 |
|
|
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 |
132.76 |
129.93 |
2.83 |
2.1% |
1.01 |
0.8% |
71% |
True |
False |
6,448 |
10 |
132.76 |
129.72 |
3.04 |
2.3% |
0.83 |
0.6% |
73% |
True |
False |
4,214 |
20 |
132.91 |
129.72 |
3.19 |
2.4% |
0.84 |
0.6% |
69% |
False |
False |
2,549 |
40 |
134.29 |
129.72 |
4.57 |
3.5% |
0.72 |
0.5% |
48% |
False |
False |
1,355 |
60 |
135.03 |
129.72 |
5.31 |
4.0% |
0.66 |
0.5% |
42% |
False |
False |
905 |
80 |
135.53 |
129.72 |
5.81 |
4.4% |
0.49 |
0.4% |
38% |
False |
False |
679 |
100 |
136.10 |
129.72 |
6.38 |
4.8% |
0.39 |
0.3% |
35% |
False |
False |
543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.80 |
2.618 |
135.25 |
1.618 |
134.30 |
1.000 |
133.71 |
0.618 |
133.35 |
HIGH |
132.76 |
0.618 |
132.40 |
0.500 |
132.29 |
0.382 |
132.17 |
LOW |
131.81 |
0.618 |
131.22 |
1.000 |
130.86 |
1.618 |
130.27 |
2.618 |
129.32 |
4.250 |
127.77 |
|
|
Fisher Pivots for day following 24-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
132.29 |
131.75 |
PP |
132.17 |
131.57 |
S1 |
132.05 |
131.40 |
|