Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 01-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
132.00 |
132.46 |
0.46 |
0.3% |
132.56 |
High |
132.52 |
132.46 |
-0.06 |
0.0% |
133.45 |
Low |
132.00 |
131.68 |
-0.32 |
-0.2% |
131.40 |
Close |
132.48 |
131.70 |
-0.78 |
-0.6% |
132.46 |
Range |
0.52 |
0.78 |
0.26 |
50.0% |
2.05 |
ATR |
0.77 |
0.77 |
0.00 |
0.3% |
0.00 |
Volume |
263 |
123 |
-140 |
-53.2% |
2,008 |
|
Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.29 |
133.77 |
132.13 |
|
R3 |
133.51 |
132.99 |
131.91 |
|
R2 |
132.73 |
132.73 |
131.84 |
|
R1 |
132.21 |
132.21 |
131.77 |
132.08 |
PP |
131.95 |
131.95 |
131.95 |
131.88 |
S1 |
131.43 |
131.43 |
131.63 |
131.30 |
S2 |
131.17 |
131.17 |
131.56 |
|
S3 |
130.39 |
130.65 |
131.49 |
|
S4 |
129.61 |
129.87 |
131.27 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.59 |
137.57 |
133.59 |
|
R3 |
136.54 |
135.52 |
133.02 |
|
R2 |
134.49 |
134.49 |
132.84 |
|
R1 |
133.47 |
133.47 |
132.65 |
132.96 |
PP |
132.44 |
132.44 |
132.44 |
132.18 |
S1 |
131.42 |
131.42 |
132.27 |
130.91 |
S2 |
130.39 |
130.39 |
132.08 |
|
S3 |
128.34 |
129.37 |
131.90 |
|
S4 |
126.29 |
127.32 |
131.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.02 |
131.40 |
1.62 |
1.2% |
0.87 |
0.7% |
19% |
False |
False |
371 |
10 |
134.29 |
131.40 |
2.89 |
2.2% |
0.74 |
0.6% |
10% |
False |
False |
366 |
20 |
134.29 |
130.10 |
4.19 |
3.2% |
0.70 |
0.5% |
38% |
False |
False |
191 |
40 |
134.29 |
130.10 |
4.19 |
3.2% |
0.55 |
0.4% |
38% |
False |
False |
99 |
60 |
135.53 |
130.10 |
5.43 |
4.1% |
0.42 |
0.3% |
29% |
False |
False |
66 |
80 |
135.76 |
130.10 |
5.66 |
4.3% |
0.32 |
0.2% |
28% |
False |
False |
49 |
100 |
137.00 |
130.10 |
6.90 |
5.2% |
0.25 |
0.2% |
23% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.78 |
2.618 |
134.50 |
1.618 |
133.72 |
1.000 |
133.24 |
0.618 |
132.94 |
HIGH |
132.46 |
0.618 |
132.16 |
0.500 |
132.07 |
0.382 |
131.98 |
LOW |
131.68 |
0.618 |
131.20 |
1.000 |
130.90 |
1.618 |
130.42 |
2.618 |
129.64 |
4.250 |
128.37 |
|
|
Fisher Pivots for day following 01-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
132.07 |
132.10 |
PP |
131.95 |
131.96 |
S1 |
131.82 |
131.83 |
|