Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 14-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
130.35 |
130.60 |
0.25 |
0.2% |
131.33 |
High |
130.74 |
131.49 |
0.75 |
0.6% |
131.47 |
Low |
129.95 |
130.39 |
0.44 |
0.3% |
130.35 |
Close |
130.43 |
131.23 |
0.80 |
0.6% |
131.09 |
Range |
0.79 |
1.10 |
0.31 |
39.2% |
1.12 |
ATR |
0.83 |
0.85 |
0.02 |
2.4% |
0.00 |
Volume |
723,951 |
927,431 |
203,480 |
28.1% |
2,782,170 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.34 |
133.88 |
131.84 |
|
R3 |
133.24 |
132.78 |
131.53 |
|
R2 |
132.14 |
132.14 |
131.43 |
|
R1 |
131.68 |
131.68 |
131.33 |
131.91 |
PP |
131.04 |
131.04 |
131.04 |
131.15 |
S1 |
130.58 |
130.58 |
131.13 |
130.81 |
S2 |
129.94 |
129.94 |
131.03 |
|
S3 |
128.84 |
129.48 |
130.93 |
|
S4 |
127.74 |
128.38 |
130.63 |
|
|
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 |
131.49 |
129.95 |
1.54 |
1.2% |
0.69 |
0.5% |
83% |
True |
False |
620,707 |
10 |
132.78 |
129.95 |
2.83 |
2.2% |
0.81 |
0.6% |
45% |
False |
False |
627,159 |
20 |
132.78 |
129.88 |
2.90 |
2.2% |
0.82 |
0.6% |
47% |
False |
False |
324,939 |
40 |
133.45 |
129.72 |
3.73 |
2.8% |
0.78 |
0.6% |
40% |
False |
False |
162,949 |
60 |
134.29 |
129.72 |
4.57 |
3.5% |
0.71 |
0.5% |
33% |
False |
False |
108,637 |
80 |
135.03 |
129.72 |
5.31 |
4.0% |
0.63 |
0.5% |
28% |
False |
False |
81,479 |
100 |
135.76 |
129.72 |
6.04 |
4.6% |
0.50 |
0.4% |
25% |
False |
False |
65,183 |
120 |
136.10 |
129.72 |
6.38 |
4.9% |
0.42 |
0.3% |
24% |
False |
False |
54,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.17 |
2.618 |
134.37 |
1.618 |
133.27 |
1.000 |
132.59 |
0.618 |
132.17 |
HIGH |
131.49 |
0.618 |
131.07 |
0.500 |
130.94 |
0.382 |
130.81 |
LOW |
130.39 |
0.618 |
129.71 |
1.000 |
129.29 |
1.618 |
128.61 |
2.618 |
127.51 |
4.250 |
125.72 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
131.13 |
131.06 |
PP |
131.04 |
130.89 |
S1 |
130.94 |
130.72 |
|