Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 05-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
132.49 |
131.33 |
-1.16 |
-0.9% |
131.48 |
High |
132.78 |
131.44 |
-1.34 |
-1.0% |
132.78 |
Low |
131.63 |
130.79 |
-0.84 |
-0.6% |
131.18 |
Close |
131.83 |
131.04 |
-0.79 |
-0.6% |
131.83 |
Range |
1.15 |
0.65 |
-0.50 |
-43.5% |
1.60 |
ATR |
0.91 |
0.92 |
0.01 |
1.0% |
0.00 |
Volume |
567,200 |
688,554 |
121,354 |
21.4% |
1,087,939 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.04 |
132.69 |
131.40 |
|
R3 |
132.39 |
132.04 |
131.22 |
|
R2 |
131.74 |
131.74 |
131.16 |
|
R1 |
131.39 |
131.39 |
131.10 |
131.24 |
PP |
131.09 |
131.09 |
131.09 |
131.02 |
S1 |
130.74 |
130.74 |
130.98 |
130.59 |
S2 |
130.44 |
130.44 |
130.92 |
|
S3 |
129.79 |
130.09 |
130.86 |
|
S4 |
129.14 |
129.44 |
130.68 |
|
|
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 |
130.79 |
1.99 |
1.5% |
0.96 |
0.7% |
13% |
False |
True |
353,157 |
10 |
132.78 |
130.03 |
2.75 |
2.1% |
0.93 |
0.7% |
37% |
False |
False |
180,363 |
20 |
132.91 |
129.72 |
3.19 |
2.4% |
0.87 |
0.7% |
41% |
False |
False |
91,548 |
40 |
134.29 |
129.72 |
4.57 |
3.5% |
0.77 |
0.6% |
29% |
False |
False |
45,943 |
60 |
134.29 |
129.72 |
4.57 |
3.5% |
0.68 |
0.5% |
29% |
False |
False |
30,633 |
80 |
135.03 |
129.72 |
5.31 |
4.1% |
0.57 |
0.4% |
25% |
False |
False |
22,975 |
100 |
135.76 |
129.72 |
6.04 |
4.6% |
0.45 |
0.3% |
22% |
False |
False |
18,380 |
120 |
137.00 |
129.72 |
7.28 |
5.6% |
0.38 |
0.3% |
18% |
False |
False |
15,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.20 |
2.618 |
133.14 |
1.618 |
132.49 |
1.000 |
132.09 |
0.618 |
131.84 |
HIGH |
131.44 |
0.618 |
131.19 |
0.500 |
131.12 |
0.382 |
131.04 |
LOW |
130.79 |
0.618 |
130.39 |
1.000 |
130.14 |
1.618 |
129.74 |
2.618 |
129.09 |
4.250 |
128.03 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
131.12 |
131.79 |
PP |
131.09 |
131.54 |
S1 |
131.07 |
131.29 |
|