Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 31-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
131.96 |
131.53 |
-0.43 |
-0.3% |
130.65 |
High |
132.01 |
132.69 |
0.68 |
0.5% |
132.76 |
Low |
131.24 |
131.28 |
0.04 |
0.0% |
129.93 |
Close |
131.78 |
132.63 |
0.85 |
0.6% |
131.54 |
Range |
0.77 |
1.41 |
0.64 |
83.1% |
2.83 |
ATR |
0.85 |
0.89 |
0.04 |
4.7% |
0.00 |
Volume |
139,046 |
335,535 |
196,489 |
141.3% |
32,163 |
|
Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.43 |
135.94 |
133.41 |
|
R3 |
135.02 |
134.53 |
133.02 |
|
R2 |
133.61 |
133.61 |
132.89 |
|
R1 |
133.12 |
133.12 |
132.76 |
133.37 |
PP |
132.20 |
132.20 |
132.20 |
132.32 |
S1 |
131.71 |
131.71 |
132.50 |
131.96 |
S2 |
130.79 |
130.79 |
132.37 |
|
S3 |
129.38 |
130.30 |
132.24 |
|
S4 |
127.97 |
128.89 |
131.85 |
|
|
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 |
132.69 |
131.18 |
1.51 |
1.1% |
0.85 |
0.6% |
96% |
True |
False |
105,586 |
10 |
132.76 |
129.93 |
2.83 |
2.1% |
0.93 |
0.7% |
95% |
False |
False |
56,017 |
20 |
132.91 |
129.72 |
3.19 |
2.4% |
0.88 |
0.7% |
91% |
False |
False |
28,883 |
40 |
134.29 |
129.72 |
4.57 |
3.4% |
0.75 |
0.6% |
64% |
False |
False |
14,550 |
60 |
134.29 |
129.72 |
4.57 |
3.4% |
0.67 |
0.5% |
64% |
False |
False |
9,703 |
80 |
135.03 |
129.72 |
5.31 |
4.0% |
0.54 |
0.4% |
55% |
False |
False |
7,278 |
100 |
135.76 |
129.72 |
6.04 |
4.6% |
0.44 |
0.3% |
48% |
False |
False |
5,822 |
120 |
137.00 |
129.72 |
7.28 |
5.5% |
0.36 |
0.3% |
40% |
False |
False |
4,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.68 |
2.618 |
136.38 |
1.618 |
134.97 |
1.000 |
134.10 |
0.618 |
133.56 |
HIGH |
132.69 |
0.618 |
132.15 |
0.500 |
131.99 |
0.382 |
131.82 |
LOW |
131.28 |
0.618 |
130.41 |
1.000 |
129.87 |
1.618 |
129.00 |
2.618 |
127.59 |
4.250 |
125.29 |
|
|
Fisher Pivots for day following 31-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
132.42 |
132.41 |
PP |
132.20 |
132.19 |
S1 |
131.99 |
131.97 |
|