Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
130.99 |
130.84 |
-0.15 |
-0.1% |
131.33 |
High |
131.47 |
130.92 |
-0.55 |
-0.4% |
131.47 |
Low |
130.79 |
130.60 |
-0.19 |
-0.1% |
130.35 |
Close |
131.09 |
130.64 |
-0.45 |
-0.3% |
131.09 |
Range |
0.68 |
0.32 |
-0.36 |
-52.9% |
1.12 |
ATR |
0.88 |
0.85 |
-0.03 |
-3.2% |
0.00 |
Volume |
516,848 |
410,540 |
-106,308 |
-20.6% |
2,782,170 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.68 |
131.48 |
130.82 |
|
R3 |
131.36 |
131.16 |
130.73 |
|
R2 |
131.04 |
131.04 |
130.70 |
|
R1 |
130.84 |
130.84 |
130.67 |
130.78 |
PP |
130.72 |
130.72 |
130.72 |
130.69 |
S1 |
130.52 |
130.52 |
130.61 |
130.46 |
S2 |
130.40 |
130.40 |
130.58 |
|
S3 |
130.08 |
130.20 |
130.55 |
|
S4 |
129.76 |
129.88 |
130.46 |
|
|
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 |
131.47 |
130.35 |
1.12 |
0.9% |
0.62 |
0.5% |
26% |
False |
False |
638,542 |
10 |
132.78 |
130.35 |
2.43 |
1.9% |
0.78 |
0.6% |
12% |
False |
False |
428,064 |
20 |
132.78 |
129.72 |
3.06 |
2.3% |
0.79 |
0.6% |
30% |
False |
False |
216,422 |
40 |
134.29 |
129.72 |
4.57 |
3.5% |
0.77 |
0.6% |
20% |
False |
False |
108,546 |
60 |
134.29 |
129.72 |
4.57 |
3.5% |
0.69 |
0.5% |
20% |
False |
False |
72,368 |
80 |
135.03 |
129.72 |
5.31 |
4.1% |
0.60 |
0.5% |
17% |
False |
False |
54,277 |
100 |
135.76 |
129.72 |
6.04 |
4.6% |
0.48 |
0.4% |
15% |
False |
False |
43,421 |
120 |
136.80 |
129.72 |
7.08 |
5.4% |
0.40 |
0.3% |
13% |
False |
False |
36,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.28 |
2.618 |
131.76 |
1.618 |
131.44 |
1.000 |
131.24 |
0.618 |
131.12 |
HIGH |
130.92 |
0.618 |
130.80 |
0.500 |
130.76 |
0.382 |
130.72 |
LOW |
130.60 |
0.618 |
130.40 |
1.000 |
130.28 |
1.618 |
130.08 |
2.618 |
129.76 |
4.250 |
129.24 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
130.76 |
130.91 |
PP |
130.72 |
130.82 |
S1 |
130.68 |
130.73 |
|