Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 22-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
129.45 |
129.60 |
0.15 |
0.1% |
130.20 |
High |
129.73 |
130.19 |
0.46 |
0.4% |
130.24 |
Low |
129.11 |
129.24 |
0.13 |
0.1% |
129.11 |
Close |
129.60 |
129.56 |
-0.04 |
0.0% |
129.56 |
Range |
0.62 |
0.95 |
0.33 |
53.2% |
1.13 |
ATR |
0.82 |
0.83 |
0.01 |
1.2% |
0.00 |
Volume |
866,978 |
761,148 |
-105,830 |
-12.2% |
3,525,428 |
|
Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.51 |
131.99 |
130.08 |
|
R3 |
131.56 |
131.04 |
129.82 |
|
R2 |
130.61 |
130.61 |
129.73 |
|
R1 |
130.09 |
130.09 |
129.65 |
129.88 |
PP |
129.66 |
129.66 |
129.66 |
129.56 |
S1 |
129.14 |
129.14 |
129.47 |
128.93 |
S2 |
128.71 |
128.71 |
129.39 |
|
S3 |
127.76 |
128.19 |
129.30 |
|
S4 |
126.81 |
127.24 |
129.04 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.03 |
132.42 |
130.18 |
|
R3 |
131.90 |
131.29 |
129.87 |
|
R2 |
130.77 |
130.77 |
129.77 |
|
R1 |
130.16 |
130.16 |
129.66 |
129.90 |
PP |
129.64 |
129.64 |
129.64 |
129.51 |
S1 |
129.03 |
129.03 |
129.46 |
128.77 |
S2 |
128.51 |
128.51 |
129.35 |
|
S3 |
127.38 |
127.90 |
129.25 |
|
S4 |
126.25 |
126.77 |
128.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130.24 |
129.11 |
1.13 |
0.9% |
0.69 |
0.5% |
40% |
False |
False |
705,085 |
10 |
131.49 |
129.11 |
2.38 |
1.8% |
0.73 |
0.6% |
19% |
False |
False |
681,230 |
20 |
132.78 |
129.11 |
3.67 |
2.8% |
0.77 |
0.6% |
12% |
False |
False |
534,480 |
40 |
132.91 |
129.11 |
3.80 |
2.9% |
0.81 |
0.6% |
12% |
False |
False |
268,515 |
60 |
134.29 |
129.11 |
5.18 |
4.0% |
0.74 |
0.6% |
9% |
False |
False |
179,063 |
80 |
135.03 |
129.11 |
5.92 |
4.6% |
0.69 |
0.5% |
8% |
False |
False |
134,299 |
100 |
135.53 |
129.11 |
6.42 |
5.0% |
0.55 |
0.4% |
7% |
False |
False |
107,439 |
120 |
136.10 |
129.11 |
6.99 |
5.4% |
0.46 |
0.4% |
6% |
False |
False |
89,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.23 |
2.618 |
132.68 |
1.618 |
131.73 |
1.000 |
131.14 |
0.618 |
130.78 |
HIGH |
130.19 |
0.618 |
129.83 |
0.500 |
129.72 |
0.382 |
129.60 |
LOW |
129.24 |
0.618 |
128.65 |
1.000 |
128.29 |
1.618 |
127.70 |
2.618 |
126.75 |
4.250 |
125.20 |
|
|
Fisher Pivots for day following 22-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
129.72 |
129.65 |
PP |
129.66 |
129.62 |
S1 |
129.61 |
129.59 |
|