Euro Bund Future December 2023
| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
132.56 |
132.56 |
0.00 |
0.0% |
132.50 |
| High |
132.83 |
133.45 |
0.62 |
0.5% |
134.29 |
| Low |
132.56 |
132.56 |
0.00 |
0.0% |
132.38 |
| Close |
132.83 |
133.23 |
0.40 |
0.3% |
132.83 |
| Range |
0.27 |
0.89 |
0.62 |
229.6% |
1.91 |
| ATR |
0.75 |
0.76 |
0.01 |
1.4% |
0.00 |
| Volume |
100 |
31 |
-69 |
-69.0% |
1,282 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.75 |
135.38 |
133.72 |
|
| R3 |
134.86 |
134.49 |
133.47 |
|
| R2 |
133.97 |
133.97 |
133.39 |
|
| R1 |
133.60 |
133.60 |
133.31 |
133.79 |
| PP |
133.08 |
133.08 |
133.08 |
133.17 |
| S1 |
132.71 |
132.71 |
133.15 |
132.90 |
| S2 |
132.19 |
132.19 |
133.07 |
|
| S3 |
131.30 |
131.82 |
132.99 |
|
| S4 |
130.41 |
130.93 |
132.74 |
|
|
| 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% |
0.75 |
0.6% |
45% |
False |
False |
262 |
| 10 |
134.29 |
130.42 |
3.87 |
2.9% |
0.63 |
0.5% |
73% |
False |
False |
135 |
| 20 |
134.29 |
130.10 |
4.19 |
3.1% |
0.57 |
0.4% |
75% |
False |
False |
75 |
| 40 |
135.03 |
130.10 |
4.93 |
3.7% |
0.52 |
0.4% |
63% |
False |
False |
40 |
| 60 |
135.76 |
130.10 |
5.66 |
4.2% |
0.35 |
0.3% |
55% |
False |
False |
27 |
| 80 |
136.10 |
130.10 |
6.00 |
4.5% |
0.26 |
0.2% |
52% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.23 |
|
2.618 |
135.78 |
|
1.618 |
134.89 |
|
1.000 |
134.34 |
|
0.618 |
134.00 |
|
HIGH |
133.45 |
|
0.618 |
133.11 |
|
0.500 |
133.01 |
|
0.382 |
132.90 |
|
LOW |
132.56 |
|
0.618 |
132.01 |
|
1.000 |
131.67 |
|
1.618 |
131.12 |
|
2.618 |
130.23 |
|
4.250 |
128.78 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
133.16 |
133.13 |
| PP |
133.08 |
133.02 |
| S1 |
133.01 |
132.92 |
|