Euro Bund Future September 2023
| Trading Metrics calculated at close of trading on 15-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
131.31 |
131.14 |
-0.17 |
-0.1% |
132.25 |
| High |
131.67 |
131.26 |
-0.41 |
-0.3% |
133.45 |
| Low |
131.13 |
130.14 |
-0.99 |
-0.8% |
131.32 |
| Close |
131.27 |
130.83 |
-0.44 |
-0.3% |
131.47 |
| Range |
0.54 |
1.12 |
0.58 |
107.4% |
2.13 |
| ATR |
1.02 |
1.03 |
0.01 |
0.8% |
0.00 |
| Volume |
389,569 |
607,901 |
218,332 |
56.0% |
2,865,290 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.10 |
133.59 |
131.45 |
|
| R3 |
132.98 |
132.47 |
131.14 |
|
| R2 |
131.86 |
131.86 |
131.04 |
|
| R1 |
131.35 |
131.35 |
130.93 |
131.05 |
| PP |
130.74 |
130.74 |
130.74 |
130.59 |
| S1 |
130.23 |
130.23 |
130.73 |
129.93 |
| S2 |
129.62 |
129.62 |
130.62 |
|
| S3 |
128.50 |
129.11 |
130.52 |
|
| S4 |
127.38 |
127.99 |
130.21 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.47 |
137.10 |
132.64 |
|
| R3 |
136.34 |
134.97 |
132.06 |
|
| R2 |
134.21 |
134.21 |
131.86 |
|
| R1 |
132.84 |
132.84 |
131.67 |
132.46 |
| PP |
132.08 |
132.08 |
132.08 |
131.89 |
| S1 |
130.71 |
130.71 |
131.27 |
130.33 |
| S2 |
129.95 |
129.95 |
131.08 |
|
| S3 |
127.82 |
128.58 |
130.88 |
|
| S4 |
125.69 |
126.45 |
130.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.44 |
130.14 |
3.30 |
2.5% |
0.86 |
0.7% |
21% |
False |
True |
518,145 |
| 10 |
133.45 |
130.14 |
3.31 |
2.5% |
0.98 |
0.7% |
21% |
False |
True |
610,473 |
| 20 |
134.88 |
130.14 |
4.74 |
3.6% |
1.00 |
0.8% |
15% |
False |
True |
630,419 |
| 40 |
135.00 |
130.14 |
4.86 |
3.7% |
1.04 |
0.8% |
14% |
False |
True |
683,908 |
| 60 |
135.85 |
130.14 |
5.71 |
4.4% |
1.03 |
0.8% |
12% |
False |
True |
615,678 |
| 80 |
136.50 |
130.14 |
6.36 |
4.9% |
0.99 |
0.8% |
11% |
False |
True |
461,969 |
| 100 |
138.10 |
130.14 |
7.96 |
6.1% |
0.92 |
0.7% |
9% |
False |
True |
369,577 |
| 120 |
138.27 |
130.00 |
8.27 |
6.3% |
0.89 |
0.7% |
10% |
False |
False |
307,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.02 |
|
2.618 |
134.19 |
|
1.618 |
133.07 |
|
1.000 |
132.38 |
|
0.618 |
131.95 |
|
HIGH |
131.26 |
|
0.618 |
130.83 |
|
0.500 |
130.70 |
|
0.382 |
130.57 |
|
LOW |
130.14 |
|
0.618 |
129.45 |
|
1.000 |
129.02 |
|
1.618 |
128.33 |
|
2.618 |
127.21 |
|
4.250 |
125.38 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130.79 |
131.16 |
| PP |
130.74 |
131.05 |
| S1 |
130.70 |
130.94 |
|