Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 25-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
132.22 |
131.82 |
-0.40 |
-0.3% |
130.65 |
High |
132.76 |
131.99 |
-0.77 |
-0.6% |
132.76 |
Low |
131.81 |
131.31 |
-0.50 |
-0.4% |
129.93 |
Close |
131.93 |
131.54 |
-0.39 |
-0.3% |
131.54 |
Range |
0.95 |
0.68 |
-0.27 |
-28.4% |
2.83 |
ATR |
0.90 |
0.88 |
-0.02 |
-1.7% |
0.00 |
Volume |
5,728 |
7,192 |
1,464 |
25.6% |
32,163 |
|
Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.65 |
133.28 |
131.91 |
|
R3 |
132.97 |
132.60 |
131.73 |
|
R2 |
132.29 |
132.29 |
131.66 |
|
R1 |
131.92 |
131.92 |
131.60 |
131.77 |
PP |
131.61 |
131.61 |
131.61 |
131.54 |
S1 |
131.24 |
131.24 |
131.48 |
131.09 |
S2 |
130.93 |
130.93 |
131.42 |
|
S3 |
130.25 |
130.56 |
131.35 |
|
S4 |
129.57 |
129.88 |
131.17 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.90 |
138.55 |
133.10 |
|
R3 |
137.07 |
135.72 |
132.32 |
|
R2 |
134.24 |
134.24 |
132.06 |
|
R1 |
132.89 |
132.89 |
131.80 |
133.57 |
PP |
131.41 |
131.41 |
131.41 |
131.75 |
S1 |
130.06 |
130.06 |
131.28 |
130.74 |
S2 |
128.58 |
128.58 |
131.02 |
|
S3 |
125.75 |
127.23 |
130.76 |
|
S4 |
122.92 |
124.40 |
129.98 |
|
|
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 |
2.2% |
0.96 |
0.7% |
57% |
False |
False |
6,432 |
10 |
132.76 |
129.72 |
3.04 |
2.3% |
0.80 |
0.6% |
60% |
False |
False |
4,779 |
20 |
132.91 |
129.72 |
3.19 |
2.4% |
0.81 |
0.6% |
57% |
False |
False |
2,896 |
40 |
134.29 |
129.72 |
4.57 |
3.5% |
0.73 |
0.6% |
40% |
False |
False |
1,534 |
60 |
135.03 |
129.72 |
5.31 |
4.0% |
0.67 |
0.5% |
34% |
False |
False |
1,025 |
80 |
135.53 |
129.72 |
5.81 |
4.4% |
0.50 |
0.4% |
31% |
False |
False |
769 |
100 |
136.10 |
129.72 |
6.38 |
4.9% |
0.40 |
0.3% |
29% |
False |
False |
615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.88 |
2.618 |
133.77 |
1.618 |
133.09 |
1.000 |
132.67 |
0.618 |
132.41 |
HIGH |
131.99 |
0.618 |
131.73 |
0.500 |
131.65 |
0.382 |
131.57 |
LOW |
131.31 |
0.618 |
130.89 |
1.000 |
130.63 |
1.618 |
130.21 |
2.618 |
129.53 |
4.250 |
128.42 |
|
|
Fisher Pivots for day following 25-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
131.65 |
131.74 |
PP |
131.61 |
131.67 |
S1 |
131.58 |
131.61 |
|