Euro Bund Future December 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
133.08 |
132.56 |
-0.52 |
-0.4% |
132.50 |
| High |
133.08 |
132.83 |
-0.25 |
-0.2% |
134.29 |
| Low |
132.38 |
132.56 |
0.18 |
0.1% |
132.38 |
| Close |
132.49 |
132.83 |
0.34 |
0.3% |
132.83 |
| Range |
0.70 |
0.27 |
-0.43 |
-61.4% |
1.91 |
| ATR |
0.78 |
0.75 |
-0.03 |
-4.0% |
0.00 |
| Volume |
1,153 |
100 |
-1,053 |
-91.3% |
1,282 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.55 |
133.46 |
132.98 |
|
| R3 |
133.28 |
133.19 |
132.90 |
|
| R2 |
133.01 |
133.01 |
132.88 |
|
| R1 |
132.92 |
132.92 |
132.85 |
132.97 |
| PP |
132.74 |
132.74 |
132.74 |
132.76 |
| S1 |
132.65 |
132.65 |
132.81 |
132.70 |
| S2 |
132.47 |
132.47 |
132.78 |
|
| S3 |
132.20 |
132.38 |
132.76 |
|
| S4 |
131.93 |
132.11 |
132.68 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.90 |
137.77 |
133.88 |
|
| R3 |
136.99 |
135.86 |
133.36 |
|
| R2 |
135.08 |
135.08 |
133.18 |
|
| R1 |
133.95 |
133.95 |
133.01 |
134.52 |
| PP |
133.17 |
133.17 |
133.17 |
133.45 |
| S1 |
132.04 |
132.04 |
132.65 |
132.61 |
| S2 |
131.26 |
131.26 |
132.48 |
|
| S3 |
129.35 |
130.13 |
132.30 |
|
| S4 |
127.44 |
128.22 |
131.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134.29 |
132.38 |
1.91 |
1.4% |
0.58 |
0.4% |
24% |
False |
False |
256 |
| 10 |
134.29 |
130.10 |
4.19 |
3.2% |
0.59 |
0.4% |
65% |
False |
False |
133 |
| 20 |
134.29 |
130.10 |
4.19 |
3.2% |
0.54 |
0.4% |
65% |
False |
False |
74 |
| 40 |
135.03 |
130.10 |
4.93 |
3.7% |
0.50 |
0.4% |
55% |
False |
False |
39 |
| 60 |
135.76 |
130.10 |
5.66 |
4.3% |
0.33 |
0.2% |
48% |
False |
False |
26 |
| 80 |
136.10 |
130.10 |
6.00 |
4.5% |
0.25 |
0.2% |
46% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.98 |
|
2.618 |
133.54 |
|
1.618 |
133.27 |
|
1.000 |
133.10 |
|
0.618 |
133.00 |
|
HIGH |
132.83 |
|
0.618 |
132.73 |
|
0.500 |
132.70 |
|
0.382 |
132.66 |
|
LOW |
132.56 |
|
0.618 |
132.39 |
|
1.000 |
132.29 |
|
1.618 |
132.12 |
|
2.618 |
131.85 |
|
4.250 |
131.41 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
132.79 |
133.34 |
| PP |
132.74 |
133.17 |
| S1 |
132.70 |
133.00 |
|