Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 01-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
131.53 |
132.49 |
0.96 |
0.7% |
131.48 |
High |
132.69 |
132.78 |
0.09 |
0.1% |
132.78 |
Low |
131.28 |
131.63 |
0.35 |
0.3% |
131.18 |
Close |
132.63 |
131.83 |
-0.80 |
-0.6% |
131.83 |
Range |
1.41 |
1.15 |
-0.26 |
-18.4% |
1.60 |
ATR |
0.89 |
0.91 |
0.02 |
2.1% |
0.00 |
Volume |
335,535 |
567,200 |
231,665 |
69.0% |
1,087,939 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.53 |
134.83 |
132.46 |
|
R3 |
134.38 |
133.68 |
132.15 |
|
R2 |
133.23 |
133.23 |
132.04 |
|
R1 |
132.53 |
132.53 |
131.94 |
132.31 |
PP |
132.08 |
132.08 |
132.08 |
131.97 |
S1 |
131.38 |
131.38 |
131.72 |
131.16 |
S2 |
130.93 |
130.93 |
131.62 |
|
S3 |
129.78 |
130.23 |
131.51 |
|
S4 |
128.63 |
129.08 |
131.20 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.73 |
135.88 |
132.71 |
|
R3 |
135.13 |
134.28 |
132.27 |
|
R2 |
133.53 |
133.53 |
132.12 |
|
R1 |
132.68 |
132.68 |
131.98 |
133.11 |
PP |
131.93 |
131.93 |
131.93 |
132.14 |
S1 |
131.08 |
131.08 |
131.68 |
131.51 |
S2 |
130.33 |
130.33 |
131.54 |
|
S3 |
128.73 |
129.48 |
131.39 |
|
S4 |
127.13 |
127.88 |
130.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132.78 |
131.18 |
1.60 |
1.2% |
0.95 |
0.7% |
41% |
True |
False |
217,587 |
10 |
132.78 |
129.93 |
2.85 |
2.2% |
0.95 |
0.7% |
67% |
True |
False |
112,010 |
20 |
132.91 |
129.72 |
3.19 |
2.4% |
0.88 |
0.7% |
66% |
False |
False |
57,154 |
40 |
134.29 |
129.72 |
4.57 |
3.5% |
0.77 |
0.6% |
46% |
False |
False |
28,730 |
60 |
134.29 |
129.72 |
4.57 |
3.5% |
0.68 |
0.5% |
46% |
False |
False |
19,157 |
80 |
135.03 |
129.72 |
5.31 |
4.0% |
0.56 |
0.4% |
40% |
False |
False |
14,368 |
100 |
135.76 |
129.72 |
6.04 |
4.6% |
0.45 |
0.3% |
35% |
False |
False |
11,494 |
120 |
137.00 |
129.72 |
7.28 |
5.5% |
0.37 |
0.3% |
29% |
False |
False |
9,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.67 |
2.618 |
135.79 |
1.618 |
134.64 |
1.000 |
133.93 |
0.618 |
133.49 |
HIGH |
132.78 |
0.618 |
132.34 |
0.500 |
132.21 |
0.382 |
132.07 |
LOW |
131.63 |
0.618 |
130.92 |
1.000 |
130.48 |
1.618 |
129.77 |
2.618 |
128.62 |
4.250 |
126.74 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
132.21 |
132.01 |
PP |
132.08 |
131.95 |
S1 |
131.96 |
131.89 |
|