Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 28-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
131.82 |
131.48 |
-0.34 |
-0.3% |
130.65 |
High |
131.99 |
131.75 |
-0.24 |
-0.2% |
132.76 |
Low |
131.31 |
131.18 |
-0.13 |
-0.1% |
129.93 |
Close |
131.54 |
131.36 |
-0.18 |
-0.1% |
131.54 |
Range |
0.68 |
0.57 |
-0.11 |
-16.2% |
2.83 |
ATR |
0.88 |
0.86 |
-0.02 |
-2.5% |
0.00 |
Volume |
7,192 |
10,704 |
3,512 |
48.8% |
32,163 |
|
Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.14 |
132.82 |
131.67 |
|
R3 |
132.57 |
132.25 |
131.52 |
|
R2 |
132.00 |
132.00 |
131.46 |
|
R1 |
131.68 |
131.68 |
131.41 |
131.56 |
PP |
131.43 |
131.43 |
131.43 |
131.37 |
S1 |
131.11 |
131.11 |
131.31 |
130.99 |
S2 |
130.86 |
130.86 |
131.26 |
|
S3 |
130.29 |
130.54 |
131.20 |
|
S4 |
129.72 |
129.97 |
131.05 |
|
|
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 |
130.03 |
2.73 |
2.1% |
0.89 |
0.7% |
49% |
False |
False |
7,568 |
10 |
132.76 |
129.72 |
3.04 |
2.3% |
0.81 |
0.6% |
54% |
False |
False |
5,772 |
20 |
132.91 |
129.72 |
3.19 |
2.4% |
0.81 |
0.6% |
51% |
False |
False |
3,418 |
40 |
134.29 |
129.72 |
4.57 |
3.5% |
0.74 |
0.6% |
36% |
False |
False |
1,802 |
60 |
135.03 |
129.72 |
5.31 |
4.0% |
0.65 |
0.5% |
31% |
False |
False |
1,203 |
80 |
135.53 |
129.72 |
5.81 |
4.4% |
0.51 |
0.4% |
28% |
False |
False |
902 |
100 |
136.10 |
129.72 |
6.38 |
4.9% |
0.41 |
0.3% |
26% |
False |
False |
722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.17 |
2.618 |
133.24 |
1.618 |
132.67 |
1.000 |
132.32 |
0.618 |
132.10 |
HIGH |
131.75 |
0.618 |
131.53 |
0.500 |
131.47 |
0.382 |
131.40 |
LOW |
131.18 |
0.618 |
130.83 |
1.000 |
130.61 |
1.618 |
130.26 |
2.618 |
129.69 |
4.250 |
128.76 |
|
|
Fisher Pivots for day following 28-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
131.47 |
131.97 |
PP |
131.43 |
131.77 |
S1 |
131.40 |
131.56 |
|