Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 21-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
130.26 |
130.65 |
0.39 |
0.3% |
130.80 |
High |
131.16 |
130.85 |
-0.31 |
-0.2% |
131.16 |
Low |
130.25 |
129.93 |
-0.32 |
-0.2% |
129.72 |
Close |
130.85 |
129.96 |
-0.89 |
-0.7% |
130.85 |
Range |
0.91 |
0.92 |
0.01 |
1.1% |
1.44 |
ATR |
0.83 |
0.84 |
0.01 |
0.8% |
0.00 |
Volume |
7,270 |
5,024 |
-2,246 |
-30.9% |
15,629 |
|
Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.01 |
132.40 |
130.47 |
|
R3 |
132.09 |
131.48 |
130.21 |
|
R2 |
131.17 |
131.17 |
130.13 |
|
R1 |
130.56 |
130.56 |
130.04 |
130.41 |
PP |
130.25 |
130.25 |
130.25 |
130.17 |
S1 |
129.64 |
129.64 |
129.88 |
129.49 |
S2 |
129.33 |
129.33 |
129.79 |
|
S3 |
128.41 |
128.72 |
129.71 |
|
S4 |
127.49 |
127.80 |
129.45 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.90 |
134.31 |
131.64 |
|
R3 |
133.46 |
132.87 |
131.25 |
|
R2 |
132.02 |
132.02 |
131.11 |
|
R1 |
131.43 |
131.43 |
130.98 |
131.73 |
PP |
130.58 |
130.58 |
130.58 |
130.72 |
S1 |
129.99 |
129.99 |
130.72 |
130.29 |
S2 |
129.14 |
129.14 |
130.59 |
|
S3 |
127.70 |
128.55 |
130.45 |
|
S4 |
126.26 |
127.11 |
130.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131.16 |
129.72 |
1.44 |
1.1% |
0.73 |
0.6% |
17% |
False |
False |
3,976 |
10 |
132.91 |
129.72 |
3.19 |
2.5% |
0.80 |
0.6% |
8% |
False |
False |
2,734 |
20 |
133.02 |
129.72 |
3.30 |
2.5% |
0.77 |
0.6% |
7% |
False |
False |
1,638 |
40 |
134.29 |
129.72 |
4.57 |
3.5% |
0.67 |
0.5% |
5% |
False |
False |
857 |
60 |
135.03 |
129.72 |
5.31 |
4.1% |
0.60 |
0.5% |
5% |
False |
False |
573 |
80 |
135.76 |
129.72 |
6.04 |
4.6% |
0.45 |
0.3% |
4% |
False |
False |
429 |
100 |
136.10 |
129.72 |
6.38 |
4.9% |
0.36 |
0.3% |
4% |
False |
False |
343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.76 |
2.618 |
133.26 |
1.618 |
132.34 |
1.000 |
131.77 |
0.618 |
131.42 |
HIGH |
130.85 |
0.618 |
130.50 |
0.500 |
130.39 |
0.382 |
130.28 |
LOW |
129.93 |
0.618 |
129.36 |
1.000 |
129.01 |
1.618 |
128.44 |
2.618 |
127.52 |
4.250 |
126.02 |
|
|
Fisher Pivots for day following 21-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
130.39 |
130.52 |
PP |
130.25 |
130.33 |
S1 |
130.10 |
130.15 |
|