Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 19-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
130.20 |
129.99 |
-0.21 |
-0.2% |
130.84 |
High |
130.24 |
130.10 |
-0.14 |
-0.1% |
131.49 |
Low |
129.73 |
129.39 |
-0.34 |
-0.3% |
129.95 |
Close |
129.76 |
129.56 |
-0.20 |
-0.2% |
130.31 |
Range |
0.51 |
0.71 |
0.20 |
39.2% |
1.54 |
ATR |
0.84 |
0.83 |
-0.01 |
-1.1% |
0.00 |
Volume |
566,630 |
670,789 |
104,159 |
18.4% |
3,286,880 |
|
Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.81 |
131.40 |
129.95 |
|
R3 |
131.10 |
130.69 |
129.76 |
|
R2 |
130.39 |
130.39 |
129.69 |
|
R1 |
129.98 |
129.98 |
129.63 |
129.83 |
PP |
129.68 |
129.68 |
129.68 |
129.61 |
S1 |
129.27 |
129.27 |
129.49 |
129.12 |
S2 |
128.97 |
128.97 |
129.43 |
|
S3 |
128.26 |
128.56 |
129.36 |
|
S4 |
127.55 |
127.85 |
129.17 |
|
|
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 |
129.39 |
2.10 |
1.6% |
0.83 |
0.6% |
8% |
False |
True |
717,798 |
10 |
131.49 |
129.39 |
2.10 |
1.6% |
0.72 |
0.6% |
8% |
False |
True |
661,791 |
20 |
132.78 |
129.39 |
3.39 |
2.6% |
0.82 |
0.6% |
5% |
False |
True |
421,077 |
40 |
133.02 |
129.39 |
3.63 |
2.8% |
0.79 |
0.6% |
5% |
False |
True |
211,357 |
60 |
134.29 |
129.39 |
4.90 |
3.8% |
0.72 |
0.6% |
3% |
False |
True |
140,930 |
80 |
135.03 |
129.39 |
5.64 |
4.4% |
0.66 |
0.5% |
3% |
False |
True |
105,699 |
100 |
135.76 |
129.39 |
6.37 |
4.9% |
0.53 |
0.4% |
3% |
False |
True |
84,559 |
120 |
136.10 |
129.39 |
6.71 |
5.2% |
0.44 |
0.3% |
3% |
False |
True |
70,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.12 |
2.618 |
131.96 |
1.618 |
131.25 |
1.000 |
130.81 |
0.618 |
130.54 |
HIGH |
130.10 |
0.618 |
129.83 |
0.500 |
129.75 |
0.382 |
129.66 |
LOW |
129.39 |
0.618 |
128.95 |
1.000 |
128.68 |
1.618 |
128.24 |
2.618 |
127.53 |
4.250 |
126.37 |
|
|
Fisher Pivots for day following 19-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
129.75 |
130.33 |
PP |
129.68 |
130.07 |
S1 |
129.62 |
129.82 |
|