Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 13-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
130.63 |
130.35 |
-0.28 |
-0.2% |
131.33 |
High |
130.99 |
130.74 |
-0.25 |
-0.2% |
131.47 |
Low |
130.45 |
129.95 |
-0.50 |
-0.4% |
130.35 |
Close |
130.63 |
130.43 |
-0.20 |
-0.2% |
131.09 |
Range |
0.54 |
0.79 |
0.25 |
46.3% |
1.12 |
ATR |
0.83 |
0.83 |
0.00 |
-0.3% |
0.00 |
Volume |
524,767 |
723,951 |
199,184 |
38.0% |
2,782,170 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.74 |
132.38 |
130.86 |
|
R3 |
131.95 |
131.59 |
130.65 |
|
R2 |
131.16 |
131.16 |
130.57 |
|
R1 |
130.80 |
130.80 |
130.50 |
130.98 |
PP |
130.37 |
130.37 |
130.37 |
130.47 |
S1 |
130.01 |
130.01 |
130.36 |
130.19 |
S2 |
129.58 |
129.58 |
130.29 |
|
S3 |
128.79 |
129.22 |
130.21 |
|
S4 |
128.00 |
128.43 |
130.00 |
|
|
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 |
129.95 |
1.52 |
1.2% |
0.60 |
0.5% |
32% |
False |
True |
571,322 |
10 |
132.78 |
129.95 |
2.83 |
2.2% |
0.78 |
0.6% |
17% |
False |
True |
548,320 |
20 |
132.78 |
129.88 |
2.90 |
2.2% |
0.79 |
0.6% |
19% |
False |
False |
278,614 |
40 |
134.29 |
129.72 |
4.57 |
3.5% |
0.79 |
0.6% |
16% |
False |
False |
139,764 |
60 |
134.29 |
129.72 |
4.57 |
3.5% |
0.70 |
0.5% |
16% |
False |
False |
93,180 |
80 |
135.03 |
129.72 |
5.31 |
4.1% |
0.61 |
0.5% |
13% |
False |
False |
69,886 |
100 |
135.76 |
129.72 |
6.04 |
4.6% |
0.49 |
0.4% |
12% |
False |
False |
55,908 |
120 |
136.80 |
129.72 |
7.08 |
5.4% |
0.41 |
0.3% |
10% |
False |
False |
46,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.10 |
2.618 |
132.81 |
1.618 |
132.02 |
1.000 |
131.53 |
0.618 |
131.23 |
HIGH |
130.74 |
0.618 |
130.44 |
0.500 |
130.35 |
0.382 |
130.25 |
LOW |
129.95 |
0.618 |
129.46 |
1.000 |
129.16 |
1.618 |
128.67 |
2.618 |
127.88 |
4.250 |
126.59 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
130.40 |
130.47 |
PP |
130.37 |
130.46 |
S1 |
130.35 |
130.44 |
|