Euro Bund Future September 2023
| Trading Metrics calculated at close of trading on 10-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
131.32 |
131.02 |
-0.30 |
-0.2% |
133.62 |
| High |
131.51 |
131.25 |
-0.26 |
-0.2% |
134.14 |
| Low |
130.61 |
130.60 |
-0.01 |
0.0% |
130.61 |
| Close |
131.12 |
131.07 |
-0.05 |
0.0% |
131.12 |
| Range |
0.90 |
0.65 |
-0.25 |
-27.8% |
3.53 |
| ATR |
1.14 |
1.10 |
-0.03 |
-3.1% |
0.00 |
| Volume |
771,305 |
546,486 |
-224,819 |
-29.1% |
3,238,922 |
|
| Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.92 |
132.65 |
131.43 |
|
| R3 |
132.27 |
132.00 |
131.25 |
|
| R2 |
131.62 |
131.62 |
131.19 |
|
| R1 |
131.35 |
131.35 |
131.13 |
131.49 |
| PP |
130.97 |
130.97 |
130.97 |
131.04 |
| S1 |
130.70 |
130.70 |
131.01 |
130.84 |
| S2 |
130.32 |
130.32 |
130.95 |
|
| S3 |
129.67 |
130.05 |
130.89 |
|
| S4 |
129.02 |
129.40 |
130.71 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.55 |
140.36 |
133.06 |
|
| R3 |
139.02 |
136.83 |
132.09 |
|
| R2 |
135.49 |
135.49 |
131.77 |
|
| R1 |
133.30 |
133.30 |
131.44 |
132.63 |
| PP |
131.96 |
131.96 |
131.96 |
131.62 |
| S1 |
129.77 |
129.77 |
130.80 |
129.10 |
| S2 |
128.43 |
128.43 |
130.47 |
|
| S3 |
124.90 |
126.24 |
130.15 |
|
| S4 |
121.37 |
122.71 |
129.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134.14 |
130.60 |
3.54 |
2.7% |
1.09 |
0.8% |
13% |
False |
True |
757,081 |
| 10 |
135.00 |
130.60 |
4.40 |
3.4% |
1.05 |
0.8% |
11% |
False |
True |
767,774 |
| 20 |
135.00 |
130.60 |
4.40 |
3.4% |
1.10 |
0.8% |
11% |
False |
True |
770,568 |
| 40 |
136.50 |
130.60 |
5.90 |
4.5% |
1.02 |
0.8% |
8% |
False |
True |
507,541 |
| 60 |
136.50 |
130.60 |
5.90 |
4.5% |
0.94 |
0.7% |
8% |
False |
True |
338,438 |
| 80 |
138.27 |
130.60 |
7.67 |
5.9% |
0.99 |
0.8% |
6% |
False |
True |
253,831 |
| 100 |
138.27 |
130.00 |
8.27 |
6.3% |
0.81 |
0.6% |
13% |
False |
False |
203,065 |
| 120 |
138.27 |
130.00 |
8.27 |
6.3% |
0.68 |
0.5% |
13% |
False |
False |
169,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.01 |
|
2.618 |
132.95 |
|
1.618 |
132.30 |
|
1.000 |
131.90 |
|
0.618 |
131.65 |
|
HIGH |
131.25 |
|
0.618 |
131.00 |
|
0.500 |
130.93 |
|
0.382 |
130.85 |
|
LOW |
130.60 |
|
0.618 |
130.20 |
|
1.000 |
129.95 |
|
1.618 |
129.55 |
|
2.618 |
128.90 |
|
4.250 |
127.84 |
|
|
| Fisher Pivots for day following 10-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131.02 |
131.63 |
| PP |
130.97 |
131.44 |
| S1 |
130.93 |
131.26 |
|