Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 30-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
131.69 |
131.96 |
0.27 |
0.2% |
130.65 |
High |
132.19 |
132.01 |
-0.18 |
-0.1% |
132.76 |
Low |
131.36 |
131.24 |
-0.12 |
-0.1% |
129.93 |
Close |
131.97 |
131.78 |
-0.19 |
-0.1% |
131.54 |
Range |
0.83 |
0.77 |
-0.06 |
-7.2% |
2.83 |
ATR |
0.86 |
0.85 |
-0.01 |
-0.7% |
0.00 |
Volume |
35,454 |
139,046 |
103,592 |
292.2% |
32,163 |
|
Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.99 |
133.65 |
132.20 |
|
R3 |
133.22 |
132.88 |
131.99 |
|
R2 |
132.45 |
132.45 |
131.92 |
|
R1 |
132.11 |
132.11 |
131.85 |
131.90 |
PP |
131.68 |
131.68 |
131.68 |
131.57 |
S1 |
131.34 |
131.34 |
131.71 |
131.13 |
S2 |
130.91 |
130.91 |
131.64 |
|
S3 |
130.14 |
130.57 |
131.57 |
|
S4 |
129.37 |
129.80 |
131.36 |
|
|
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 |
131.18 |
1.58 |
1.2% |
0.76 |
0.6% |
38% |
False |
False |
39,624 |
10 |
132.76 |
129.88 |
2.88 |
2.2% |
0.83 |
0.6% |
66% |
False |
False |
22,719 |
20 |
132.91 |
129.72 |
3.19 |
2.4% |
0.83 |
0.6% |
65% |
False |
False |
12,127 |
40 |
134.29 |
129.72 |
4.57 |
3.5% |
0.75 |
0.6% |
45% |
False |
False |
6,162 |
60 |
134.29 |
129.72 |
4.57 |
3.5% |
0.65 |
0.5% |
45% |
False |
False |
4,111 |
80 |
135.53 |
129.72 |
5.81 |
4.4% |
0.53 |
0.4% |
35% |
False |
False |
3,084 |
100 |
135.76 |
129.72 |
6.04 |
4.6% |
0.42 |
0.3% |
34% |
False |
False |
2,467 |
120 |
137.00 |
129.72 |
7.28 |
5.5% |
0.35 |
0.3% |
28% |
False |
False |
2,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.28 |
2.618 |
134.03 |
1.618 |
133.26 |
1.000 |
132.78 |
0.618 |
132.49 |
HIGH |
132.01 |
0.618 |
131.72 |
0.500 |
131.63 |
0.382 |
131.53 |
LOW |
131.24 |
0.618 |
130.76 |
1.000 |
130.47 |
1.618 |
129.99 |
2.618 |
129.22 |
4.250 |
127.97 |
|
|
Fisher Pivots for day following 30-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
131.73 |
131.75 |
PP |
131.68 |
131.72 |
S1 |
131.63 |
131.69 |
|