Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 06-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
131.33 |
130.86 |
-0.47 |
-0.4% |
131.48 |
High |
131.44 |
131.16 |
-0.28 |
-0.2% |
132.78 |
Low |
130.79 |
130.38 |
-0.41 |
-0.3% |
131.18 |
Close |
131.04 |
130.51 |
-0.53 |
-0.4% |
131.83 |
Range |
0.65 |
0.78 |
0.13 |
20.0% |
1.60 |
ATR |
0.92 |
0.91 |
-0.01 |
-1.1% |
0.00 |
Volume |
688,554 |
896,262 |
207,708 |
30.2% |
1,087,939 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.02 |
132.55 |
130.94 |
|
R3 |
132.24 |
131.77 |
130.72 |
|
R2 |
131.46 |
131.46 |
130.65 |
|
R1 |
130.99 |
130.99 |
130.58 |
130.84 |
PP |
130.68 |
130.68 |
130.68 |
130.61 |
S1 |
130.21 |
130.21 |
130.44 |
130.06 |
S2 |
129.90 |
129.90 |
130.37 |
|
S3 |
129.12 |
129.43 |
130.30 |
|
S4 |
128.34 |
128.65 |
130.08 |
|
|
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 |
130.38 |
2.40 |
1.8% |
0.95 |
0.7% |
5% |
False |
True |
525,319 |
10 |
132.78 |
130.38 |
2.40 |
1.8% |
0.93 |
0.7% |
5% |
False |
True |
269,649 |
20 |
132.78 |
129.72 |
3.06 |
2.3% |
0.83 |
0.6% |
26% |
False |
False |
136,292 |
40 |
134.29 |
129.72 |
4.57 |
3.5% |
0.78 |
0.6% |
17% |
False |
False |
68,350 |
60 |
134.29 |
129.72 |
4.57 |
3.5% |
0.69 |
0.5% |
17% |
False |
False |
45,570 |
80 |
135.03 |
129.72 |
5.31 |
4.1% |
0.58 |
0.4% |
15% |
False |
False |
34,178 |
100 |
135.76 |
129.72 |
6.04 |
4.6% |
0.46 |
0.4% |
13% |
False |
False |
27,342 |
120 |
137.00 |
129.72 |
7.28 |
5.6% |
0.38 |
0.3% |
11% |
False |
False |
22,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.48 |
2.618 |
133.20 |
1.618 |
132.42 |
1.000 |
131.94 |
0.618 |
131.64 |
HIGH |
131.16 |
0.618 |
130.86 |
0.500 |
130.77 |
0.382 |
130.68 |
LOW |
130.38 |
0.618 |
129.90 |
1.000 |
129.60 |
1.618 |
129.12 |
2.618 |
128.34 |
4.250 |
127.07 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
130.77 |
131.58 |
PP |
130.68 |
131.22 |
S1 |
130.60 |
130.87 |
|