Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 07-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
130.86 |
130.43 |
-0.43 |
-0.3% |
131.48 |
High |
131.16 |
131.03 |
-0.13 |
-0.1% |
132.78 |
Low |
130.38 |
130.35 |
-0.03 |
0.0% |
131.18 |
Close |
130.51 |
130.84 |
0.33 |
0.3% |
131.83 |
Range |
0.78 |
0.68 |
-0.10 |
-12.8% |
1.60 |
ATR |
0.91 |
0.89 |
-0.02 |
-1.8% |
0.00 |
Volume |
896,262 |
680,506 |
-215,756 |
-24.1% |
1,087,939 |
|
Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.78 |
132.49 |
131.21 |
|
R3 |
132.10 |
131.81 |
131.03 |
|
R2 |
131.42 |
131.42 |
130.96 |
|
R1 |
131.13 |
131.13 |
130.90 |
131.28 |
PP |
130.74 |
130.74 |
130.74 |
130.81 |
S1 |
130.45 |
130.45 |
130.78 |
130.60 |
S2 |
130.06 |
130.06 |
130.72 |
|
S3 |
129.38 |
129.77 |
130.65 |
|
S4 |
128.70 |
129.09 |
130.47 |
|
|
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 |
130.35 |
2.43 |
1.9% |
0.93 |
0.7% |
20% |
False |
True |
633,611 |
10 |
132.78 |
130.35 |
2.43 |
1.9% |
0.85 |
0.6% |
20% |
False |
True |
336,618 |
20 |
132.78 |
129.72 |
3.06 |
2.3% |
0.84 |
0.6% |
37% |
False |
False |
170,133 |
40 |
134.29 |
129.72 |
4.57 |
3.5% |
0.77 |
0.6% |
25% |
False |
False |
85,362 |
60 |
134.29 |
129.72 |
4.57 |
3.5% |
0.70 |
0.5% |
25% |
False |
False |
56,912 |
80 |
135.03 |
129.72 |
5.31 |
4.1% |
0.59 |
0.4% |
21% |
False |
False |
42,684 |
100 |
135.76 |
129.72 |
6.04 |
4.6% |
0.47 |
0.4% |
19% |
False |
False |
34,147 |
120 |
136.80 |
129.72 |
7.08 |
5.4% |
0.39 |
0.3% |
16% |
False |
False |
28,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.92 |
2.618 |
132.81 |
1.618 |
132.13 |
1.000 |
131.71 |
0.618 |
131.45 |
HIGH |
131.03 |
0.618 |
130.77 |
0.500 |
130.69 |
0.382 |
130.61 |
LOW |
130.35 |
0.618 |
129.93 |
1.000 |
129.67 |
1.618 |
129.25 |
2.618 |
128.57 |
4.250 |
127.46 |
|
|
Fisher Pivots for day following 07-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
130.79 |
130.90 |
PP |
130.74 |
130.88 |
S1 |
130.69 |
130.86 |
|