Euro Bund Future September 2023
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
131.14 |
130.65 |
-0.49 |
-0.4% |
132.25 |
| High |
131.26 |
131.29 |
0.03 |
0.0% |
133.45 |
| Low |
130.14 |
130.65 |
0.51 |
0.4% |
131.32 |
| Close |
130.83 |
131.16 |
0.33 |
0.3% |
131.47 |
| Range |
1.12 |
0.64 |
-0.48 |
-42.9% |
2.13 |
| ATR |
1.03 |
1.00 |
-0.03 |
-2.7% |
0.00 |
| Volume |
607,901 |
530,537 |
-77,364 |
-12.7% |
2,865,290 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.95 |
132.70 |
131.51 |
|
| R3 |
132.31 |
132.06 |
131.34 |
|
| R2 |
131.67 |
131.67 |
131.28 |
|
| R1 |
131.42 |
131.42 |
131.22 |
131.55 |
| PP |
131.03 |
131.03 |
131.03 |
131.10 |
| S1 |
130.78 |
130.78 |
131.10 |
130.91 |
| S2 |
130.39 |
130.39 |
131.04 |
|
| S3 |
129.75 |
130.14 |
130.98 |
|
| S4 |
129.11 |
129.50 |
130.81 |
|
|
| 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 |
132.91 |
130.14 |
2.77 |
2.1% |
0.82 |
0.6% |
37% |
False |
False |
510,967 |
| 10 |
133.45 |
130.14 |
3.31 |
2.5% |
0.98 |
0.7% |
31% |
False |
False |
595,761 |
| 20 |
134.01 |
130.14 |
3.87 |
3.0% |
0.97 |
0.7% |
26% |
False |
False |
618,070 |
| 40 |
135.00 |
130.14 |
4.86 |
3.7% |
1.03 |
0.8% |
21% |
False |
False |
679,433 |
| 60 |
135.85 |
130.14 |
5.71 |
4.4% |
1.02 |
0.8% |
18% |
False |
False |
624,436 |
| 80 |
136.50 |
130.14 |
6.36 |
4.8% |
0.99 |
0.8% |
16% |
False |
False |
468,600 |
| 100 |
138.10 |
130.14 |
7.96 |
6.1% |
0.92 |
0.7% |
13% |
False |
False |
374,883 |
| 120 |
138.27 |
130.00 |
8.27 |
6.3% |
0.90 |
0.7% |
14% |
False |
False |
312,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.01 |
|
2.618 |
132.97 |
|
1.618 |
132.33 |
|
1.000 |
131.93 |
|
0.618 |
131.69 |
|
HIGH |
131.29 |
|
0.618 |
131.05 |
|
0.500 |
130.97 |
|
0.382 |
130.89 |
|
LOW |
130.65 |
|
0.618 |
130.25 |
|
1.000 |
130.01 |
|
1.618 |
129.61 |
|
2.618 |
128.97 |
|
4.250 |
127.93 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131.10 |
131.08 |
| PP |
131.03 |
130.99 |
| S1 |
130.97 |
130.91 |
|