Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 08-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
130.43 |
130.99 |
0.56 |
0.4% |
131.33 |
High |
131.03 |
131.47 |
0.44 |
0.3% |
131.47 |
Low |
130.35 |
130.79 |
0.44 |
0.3% |
130.35 |
Close |
130.84 |
131.09 |
0.25 |
0.2% |
131.09 |
Range |
0.68 |
0.68 |
0.00 |
0.0% |
1.12 |
ATR |
0.89 |
0.88 |
-0.02 |
-1.7% |
0.00 |
Volume |
680,506 |
516,848 |
-163,658 |
-24.0% |
2,782,170 |
|
Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.16 |
132.80 |
131.46 |
|
R3 |
132.48 |
132.12 |
131.28 |
|
R2 |
131.80 |
131.80 |
131.21 |
|
R1 |
131.44 |
131.44 |
131.15 |
131.62 |
PP |
131.12 |
131.12 |
131.12 |
131.21 |
S1 |
130.76 |
130.76 |
131.03 |
130.94 |
S2 |
130.44 |
130.44 |
130.97 |
|
S3 |
129.76 |
130.08 |
130.90 |
|
S4 |
129.08 |
129.40 |
130.72 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.33 |
133.83 |
131.71 |
|
R3 |
133.21 |
132.71 |
131.40 |
|
R2 |
132.09 |
132.09 |
131.30 |
|
R1 |
131.59 |
131.59 |
131.19 |
131.28 |
PP |
130.97 |
130.97 |
130.97 |
130.82 |
S1 |
130.47 |
130.47 |
130.99 |
130.16 |
S2 |
129.85 |
129.85 |
130.88 |
|
S3 |
128.73 |
129.35 |
130.78 |
|
S4 |
127.61 |
128.23 |
130.47 |
|
|
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% |
0.79 |
0.6% |
30% |
False |
False |
669,874 |
10 |
132.78 |
130.35 |
2.43 |
1.9% |
0.82 |
0.6% |
30% |
False |
False |
387,730 |
20 |
132.78 |
129.72 |
3.06 |
2.3% |
0.83 |
0.6% |
45% |
False |
False |
195,972 |
40 |
134.29 |
129.72 |
4.57 |
3.5% |
0.77 |
0.6% |
30% |
False |
False |
98,283 |
60 |
134.29 |
129.72 |
4.57 |
3.5% |
0.70 |
0.5% |
30% |
False |
False |
65,526 |
80 |
135.03 |
129.72 |
5.31 |
4.1% |
0.59 |
0.5% |
26% |
False |
False |
49,145 |
100 |
135.76 |
129.72 |
6.04 |
4.6% |
0.48 |
0.4% |
23% |
False |
False |
39,316 |
120 |
136.80 |
129.72 |
7.08 |
5.4% |
0.40 |
0.3% |
19% |
False |
False |
32,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.36 |
2.618 |
133.25 |
1.618 |
132.57 |
1.000 |
132.15 |
0.618 |
131.89 |
HIGH |
131.47 |
0.618 |
131.21 |
0.500 |
131.13 |
0.382 |
131.05 |
LOW |
130.79 |
0.618 |
130.37 |
1.000 |
130.11 |
1.618 |
129.69 |
2.618 |
129.01 |
4.250 |
127.90 |
|
|
Fisher Pivots for day following 08-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
131.13 |
131.03 |
PP |
131.12 |
130.97 |
S1 |
131.10 |
130.91 |
|