Euro Bund Future December 2023
| Trading Metrics calculated at close of trading on 31-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
131.80 |
132.00 |
0.20 |
0.2% |
132.56 |
| High |
132.79 |
132.52 |
-0.27 |
-0.2% |
133.45 |
| Low |
131.40 |
132.00 |
0.60 |
0.5% |
131.40 |
| Close |
132.46 |
132.48 |
0.02 |
0.0% |
132.46 |
| Range |
1.39 |
0.52 |
-0.87 |
-62.6% |
2.05 |
| ATR |
0.79 |
0.77 |
-0.02 |
-2.4% |
0.00 |
| Volume |
263 |
263 |
0 |
0.0% |
2,008 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.89 |
133.71 |
132.77 |
|
| R3 |
133.37 |
133.19 |
132.62 |
|
| R2 |
132.85 |
132.85 |
132.58 |
|
| R1 |
132.67 |
132.67 |
132.53 |
132.76 |
| PP |
132.33 |
132.33 |
132.33 |
132.38 |
| S1 |
132.15 |
132.15 |
132.43 |
132.24 |
| S2 |
131.81 |
131.81 |
132.38 |
|
| S3 |
131.29 |
131.63 |
132.34 |
|
| S4 |
130.77 |
131.11 |
132.19 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.59 |
137.57 |
133.59 |
|
| R3 |
136.54 |
135.52 |
133.02 |
|
| R2 |
134.49 |
134.49 |
132.84 |
|
| R1 |
133.47 |
133.47 |
132.65 |
132.96 |
| PP |
132.44 |
132.44 |
132.44 |
132.18 |
| S1 |
131.42 |
131.42 |
132.27 |
130.91 |
| S2 |
130.39 |
130.39 |
132.08 |
|
| S3 |
128.34 |
129.37 |
131.90 |
|
| S4 |
126.29 |
127.32 |
131.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.02 |
131.40 |
1.62 |
1.2% |
0.73 |
0.6% |
67% |
False |
False |
448 |
| 10 |
134.29 |
131.40 |
2.89 |
2.2% |
0.74 |
0.6% |
37% |
False |
False |
355 |
| 20 |
134.29 |
130.10 |
4.19 |
3.2% |
0.67 |
0.5% |
57% |
False |
False |
186 |
| 40 |
135.03 |
130.10 |
4.93 |
3.7% |
0.57 |
0.4% |
48% |
False |
False |
96 |
| 60 |
135.53 |
130.10 |
5.43 |
4.1% |
0.41 |
0.3% |
44% |
False |
False |
64 |
| 80 |
136.10 |
130.10 |
6.00 |
4.5% |
0.31 |
0.2% |
40% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.73 |
|
2.618 |
133.88 |
|
1.618 |
133.36 |
|
1.000 |
133.04 |
|
0.618 |
132.84 |
|
HIGH |
132.52 |
|
0.618 |
132.32 |
|
0.500 |
132.26 |
|
0.382 |
132.20 |
|
LOW |
132.00 |
|
0.618 |
131.68 |
|
1.000 |
131.48 |
|
1.618 |
131.16 |
|
2.618 |
130.64 |
|
4.250 |
129.79 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
132.41 |
132.39 |
| PP |
132.33 |
132.30 |
| S1 |
132.26 |
132.21 |
|