Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
131.11 |
130.20 |
-0.91 |
-0.7% |
130.84 |
High |
131.27 |
130.24 |
-1.03 |
-0.8% |
131.49 |
Low |
130.21 |
129.73 |
-0.48 |
-0.4% |
129.95 |
Close |
130.31 |
129.76 |
-0.55 |
-0.4% |
130.31 |
Range |
1.06 |
0.51 |
-0.55 |
-51.9% |
1.54 |
ATR |
0.86 |
0.84 |
-0.02 |
-2.3% |
0.00 |
Volume |
700,191 |
566,630 |
-133,561 |
-19.1% |
3,286,880 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.44 |
131.11 |
130.04 |
|
R3 |
130.93 |
130.60 |
129.90 |
|
R2 |
130.42 |
130.42 |
129.85 |
|
R1 |
130.09 |
130.09 |
129.81 |
130.00 |
PP |
129.91 |
129.91 |
129.91 |
129.87 |
S1 |
129.58 |
129.58 |
129.71 |
129.49 |
S2 |
129.40 |
129.40 |
129.67 |
|
S3 |
128.89 |
129.07 |
129.62 |
|
S4 |
128.38 |
128.56 |
129.48 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.20 |
134.30 |
131.16 |
|
R3 |
133.66 |
132.76 |
130.73 |
|
R2 |
132.12 |
132.12 |
130.59 |
|
R1 |
131.22 |
131.22 |
130.45 |
130.90 |
PP |
130.58 |
130.58 |
130.58 |
130.43 |
S1 |
129.68 |
129.68 |
130.17 |
129.36 |
S2 |
129.04 |
129.04 |
130.03 |
|
S3 |
127.50 |
128.14 |
129.89 |
|
S4 |
125.96 |
126.60 |
129.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131.49 |
129.73 |
1.76 |
1.4% |
0.80 |
0.6% |
2% |
False |
True |
688,594 |
10 |
131.49 |
129.73 |
1.76 |
1.4% |
0.71 |
0.5% |
2% |
False |
True |
663,568 |
20 |
132.78 |
129.73 |
3.05 |
2.4% |
0.83 |
0.6% |
1% |
False |
True |
387,789 |
40 |
133.45 |
129.72 |
3.73 |
2.9% |
0.80 |
0.6% |
1% |
False |
False |
194,588 |
60 |
134.29 |
129.72 |
4.57 |
3.5% |
0.71 |
0.5% |
1% |
False |
False |
129,750 |
80 |
135.03 |
129.72 |
5.31 |
4.1% |
0.65 |
0.5% |
1% |
False |
False |
97,314 |
100 |
135.76 |
129.72 |
6.04 |
4.7% |
0.52 |
0.4% |
1% |
False |
False |
77,851 |
120 |
136.10 |
129.72 |
6.38 |
4.9% |
0.43 |
0.3% |
1% |
False |
False |
64,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.41 |
2.618 |
131.58 |
1.618 |
131.07 |
1.000 |
130.75 |
0.618 |
130.56 |
HIGH |
130.24 |
0.618 |
130.05 |
0.500 |
129.99 |
0.382 |
129.92 |
LOW |
129.73 |
0.618 |
129.41 |
1.000 |
129.22 |
1.618 |
128.90 |
2.618 |
128.39 |
4.250 |
127.56 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
129.99 |
130.61 |
PP |
129.91 |
130.33 |
S1 |
129.84 |
130.04 |
|