Euro Bund Future December 2023
Trading Metrics calculated at close of trading on 29-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2023 |
29-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
131.48 |
131.69 |
0.21 |
0.2% |
130.65 |
High |
131.75 |
132.19 |
0.44 |
0.3% |
132.76 |
Low |
131.18 |
131.36 |
0.18 |
0.1% |
129.93 |
Close |
131.36 |
131.97 |
0.61 |
0.5% |
131.54 |
Range |
0.57 |
0.83 |
0.26 |
45.6% |
2.83 |
ATR |
0.86 |
0.86 |
0.00 |
-0.3% |
0.00 |
Volume |
10,704 |
35,454 |
24,750 |
231.2% |
32,163 |
|
Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.33 |
133.98 |
132.43 |
|
R3 |
133.50 |
133.15 |
132.20 |
|
R2 |
132.67 |
132.67 |
132.12 |
|
R1 |
132.32 |
132.32 |
132.05 |
132.50 |
PP |
131.84 |
131.84 |
131.84 |
131.93 |
S1 |
131.49 |
131.49 |
131.89 |
131.67 |
S2 |
131.01 |
131.01 |
131.82 |
|
S3 |
130.18 |
130.66 |
131.74 |
|
S4 |
129.35 |
129.83 |
131.51 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.90 |
138.55 |
133.10 |
|
R3 |
137.07 |
135.72 |
132.32 |
|
R2 |
134.24 |
134.24 |
132.06 |
|
R1 |
132.89 |
132.89 |
131.80 |
133.57 |
PP |
131.41 |
131.41 |
131.41 |
131.75 |
S1 |
130.06 |
130.06 |
131.28 |
130.74 |
S2 |
128.58 |
128.58 |
131.02 |
|
S3 |
125.75 |
127.23 |
130.76 |
|
S4 |
122.92 |
124.40 |
129.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132.76 |
130.71 |
2.05 |
1.6% |
0.92 |
0.7% |
61% |
False |
False |
13,979 |
10 |
132.76 |
129.88 |
2.88 |
2.2% |
0.81 |
0.6% |
73% |
False |
False |
8,908 |
20 |
132.91 |
129.72 |
3.19 |
2.4% |
0.81 |
0.6% |
71% |
False |
False |
5,184 |
40 |
134.29 |
129.72 |
4.57 |
3.5% |
0.75 |
0.6% |
49% |
False |
False |
2,688 |
60 |
134.29 |
129.72 |
4.57 |
3.5% |
0.64 |
0.5% |
49% |
False |
False |
1,794 |
80 |
135.53 |
129.72 |
5.81 |
4.4% |
0.52 |
0.4% |
39% |
False |
False |
1,346 |
100 |
135.76 |
129.72 |
6.04 |
4.6% |
0.41 |
0.3% |
37% |
False |
False |
1,076 |
120 |
137.00 |
129.72 |
7.28 |
5.5% |
0.35 |
0.3% |
31% |
False |
False |
897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.72 |
2.618 |
134.36 |
1.618 |
133.53 |
1.000 |
133.02 |
0.618 |
132.70 |
HIGH |
132.19 |
0.618 |
131.87 |
0.500 |
131.78 |
0.382 |
131.68 |
LOW |
131.36 |
0.618 |
130.85 |
1.000 |
130.53 |
1.618 |
130.02 |
2.618 |
129.19 |
4.250 |
127.83 |
|
|
Fisher Pivots for day following 29-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
131.91 |
131.88 |
PP |
131.84 |
131.78 |
S1 |
131.78 |
131.69 |
|