Euro Bund Future September 2023
| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
131.29 |
130.55 |
-0.74 |
-0.6% |
131.31 |
| High |
131.41 |
131.31 |
-0.10 |
-0.1% |
131.73 |
| Low |
130.46 |
130.54 |
0.08 |
0.1% |
130.14 |
| Close |
130.52 |
131.11 |
0.59 |
0.5% |
131.41 |
| Range |
0.95 |
0.77 |
-0.18 |
-18.9% |
1.59 |
| ATR |
0.99 |
0.97 |
-0.01 |
-1.4% |
0.00 |
| Volume |
456,192 |
497,712 |
41,520 |
9.1% |
2,633,312 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.30 |
132.97 |
131.53 |
|
| R3 |
132.53 |
132.20 |
131.32 |
|
| R2 |
131.76 |
131.76 |
131.25 |
|
| R1 |
131.43 |
131.43 |
131.18 |
131.60 |
| PP |
130.99 |
130.99 |
130.99 |
131.07 |
| S1 |
130.66 |
130.66 |
131.04 |
130.83 |
| S2 |
130.22 |
130.22 |
130.97 |
|
| S3 |
129.45 |
129.89 |
130.90 |
|
| S4 |
128.68 |
129.12 |
130.69 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.86 |
135.23 |
132.28 |
|
| R3 |
134.27 |
133.64 |
131.85 |
|
| R2 |
132.68 |
132.68 |
131.70 |
|
| R1 |
132.05 |
132.05 |
131.56 |
132.37 |
| PP |
131.09 |
131.09 |
131.09 |
131.25 |
| S1 |
130.46 |
130.46 |
131.26 |
130.78 |
| S2 |
129.50 |
129.50 |
131.12 |
|
| S3 |
127.91 |
128.87 |
130.97 |
|
| S4 |
126.32 |
127.28 |
130.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131.73 |
130.40 |
1.33 |
1.0% |
0.76 |
0.6% |
53% |
False |
False |
517,949 |
| 10 |
133.44 |
130.14 |
3.30 |
2.5% |
0.81 |
0.6% |
29% |
False |
False |
518,047 |
| 20 |
133.92 |
130.14 |
3.78 |
2.9% |
0.96 |
0.7% |
26% |
False |
False |
612,597 |
| 40 |
135.00 |
130.14 |
4.86 |
3.7% |
0.99 |
0.8% |
20% |
False |
False |
651,000 |
| 60 |
135.85 |
130.14 |
5.71 |
4.4% |
1.02 |
0.8% |
17% |
False |
False |
658,268 |
| 80 |
136.50 |
130.14 |
6.36 |
4.9% |
0.99 |
0.8% |
15% |
False |
False |
494,337 |
| 100 |
136.97 |
130.14 |
6.83 |
5.2% |
0.93 |
0.7% |
14% |
False |
False |
395,475 |
| 120 |
138.27 |
130.00 |
8.27 |
6.3% |
0.92 |
0.7% |
13% |
False |
False |
329,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.58 |
|
2.618 |
133.33 |
|
1.618 |
132.56 |
|
1.000 |
132.08 |
|
0.618 |
131.79 |
|
HIGH |
131.31 |
|
0.618 |
131.02 |
|
0.500 |
130.93 |
|
0.382 |
130.83 |
|
LOW |
130.54 |
|
0.618 |
130.06 |
|
1.000 |
129.77 |
|
1.618 |
129.29 |
|
2.618 |
128.52 |
|
4.250 |
127.27 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
131.05 |
131.11 |
| PP |
130.99 |
131.10 |
| S1 |
130.93 |
131.10 |
|