Euro Bund Future March 2023
| Trading Metrics calculated at close of trading on 18-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2023 |
18-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
138.22 |
139.13 |
0.91 |
0.7% |
137.13 |
| High |
139.52 |
140.68 |
1.16 |
0.8% |
139.09 |
| Low |
137.66 |
138.97 |
1.31 |
1.0% |
136.04 |
| Close |
139.26 |
140.30 |
1.04 |
0.7% |
138.31 |
| Range |
1.86 |
1.71 |
-0.15 |
-8.1% |
3.05 |
| ATR |
1.42 |
1.44 |
0.02 |
1.5% |
0.00 |
| Volume |
954,487 |
964,694 |
10,207 |
1.1% |
4,156,938 |
|
| Daily Pivots for day following 18-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.11 |
144.42 |
141.24 |
|
| R3 |
143.40 |
142.71 |
140.77 |
|
| R2 |
141.69 |
141.69 |
140.61 |
|
| R1 |
141.00 |
141.00 |
140.46 |
141.35 |
| PP |
139.98 |
139.98 |
139.98 |
140.16 |
| S1 |
139.29 |
139.29 |
140.14 |
139.64 |
| S2 |
138.27 |
138.27 |
139.99 |
|
| S3 |
136.56 |
137.58 |
139.83 |
|
| S4 |
134.85 |
135.87 |
139.36 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.96 |
145.69 |
139.99 |
|
| R3 |
143.91 |
142.64 |
139.15 |
|
| R2 |
140.86 |
140.86 |
138.87 |
|
| R1 |
139.59 |
139.59 |
138.59 |
140.23 |
| PP |
137.81 |
137.81 |
137.81 |
138.13 |
| S1 |
136.54 |
136.54 |
138.03 |
137.18 |
| S2 |
134.76 |
134.76 |
137.75 |
|
| S3 |
131.71 |
133.49 |
137.47 |
|
| S4 |
128.66 |
130.44 |
136.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.68 |
136.46 |
4.22 |
3.0% |
1.52 |
1.1% |
91% |
True |
False |
917,593 |
| 10 |
140.68 |
135.08 |
5.60 |
4.0% |
1.37 |
1.0% |
93% |
True |
False |
866,534 |
| 20 |
140.68 |
132.72 |
7.96 |
5.7% |
1.27 |
0.9% |
95% |
True |
False |
676,171 |
| 40 |
142.91 |
132.72 |
10.19 |
7.3% |
1.35 |
1.0% |
74% |
False |
False |
560,137 |
| 60 |
142.91 |
132.72 |
10.19 |
7.3% |
1.31 |
0.9% |
74% |
False |
False |
374,195 |
| 80 |
142.91 |
132.55 |
10.36 |
7.4% |
1.25 |
0.9% |
75% |
False |
False |
280,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.95 |
|
2.618 |
145.16 |
|
1.618 |
143.45 |
|
1.000 |
142.39 |
|
0.618 |
141.74 |
|
HIGH |
140.68 |
|
0.618 |
140.03 |
|
0.500 |
139.83 |
|
0.382 |
139.62 |
|
LOW |
138.97 |
|
0.618 |
137.91 |
|
1.000 |
137.26 |
|
1.618 |
136.20 |
|
2.618 |
134.49 |
|
4.250 |
131.70 |
|
|
| Fisher Pivots for day following 18-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
140.14 |
139.92 |
| PP |
139.98 |
139.55 |
| S1 |
139.83 |
139.17 |
|