Euro Bund Future March 2023
| Trading Metrics calculated at close of trading on 14-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2023 |
14-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
135.99 |
136.10 |
0.11 |
0.1% |
137.66 |
| High |
136.30 |
136.56 |
0.26 |
0.2% |
137.79 |
| Low |
135.59 |
135.02 |
-0.57 |
-0.4% |
135.62 |
| Close |
135.84 |
135.21 |
-0.63 |
-0.5% |
135.91 |
| Range |
0.71 |
1.54 |
0.83 |
116.9% |
2.17 |
| ATR |
1.30 |
1.32 |
0.02 |
1.3% |
0.00 |
| Volume |
590,806 |
933,143 |
342,337 |
57.9% |
3,900,096 |
|
| Daily Pivots for day following 14-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.22 |
139.25 |
136.06 |
|
| R3 |
138.68 |
137.71 |
135.63 |
|
| R2 |
137.14 |
137.14 |
135.49 |
|
| R1 |
136.17 |
136.17 |
135.35 |
135.89 |
| PP |
135.60 |
135.60 |
135.60 |
135.45 |
| S1 |
134.63 |
134.63 |
135.07 |
134.35 |
| S2 |
134.06 |
134.06 |
134.93 |
|
| S3 |
132.52 |
133.09 |
134.79 |
|
| S4 |
130.98 |
131.55 |
134.36 |
|
|
| Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.95 |
141.60 |
137.10 |
|
| R3 |
140.78 |
139.43 |
136.51 |
|
| R2 |
138.61 |
138.61 |
136.31 |
|
| R1 |
137.26 |
137.26 |
136.11 |
136.85 |
| PP |
136.44 |
136.44 |
136.44 |
136.24 |
| S1 |
135.09 |
135.09 |
135.71 |
134.68 |
| S2 |
134.27 |
134.27 |
135.51 |
|
| S3 |
132.10 |
132.92 |
135.31 |
|
| S4 |
129.93 |
130.75 |
134.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137.38 |
135.02 |
2.36 |
1.7% |
1.02 |
0.8% |
8% |
False |
True |
767,955 |
| 10 |
139.86 |
135.02 |
4.84 |
3.6% |
1.30 |
1.0% |
4% |
False |
True |
839,440 |
| 20 |
140.73 |
135.02 |
5.71 |
4.2% |
1.24 |
0.9% |
3% |
False |
True |
814,298 |
| 40 |
140.73 |
132.72 |
8.01 |
5.9% |
1.26 |
0.9% |
31% |
False |
False |
742,872 |
| 60 |
142.91 |
132.72 |
10.19 |
7.5% |
1.31 |
1.0% |
24% |
False |
False |
628,908 |
| 80 |
142.91 |
132.55 |
10.36 |
7.7% |
1.29 |
1.0% |
26% |
False |
False |
472,163 |
| 100 |
142.91 |
132.55 |
10.36 |
7.7% |
1.25 |
0.9% |
26% |
False |
False |
377,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.11 |
|
2.618 |
140.59 |
|
1.618 |
139.05 |
|
1.000 |
138.10 |
|
0.618 |
137.51 |
|
HIGH |
136.56 |
|
0.618 |
135.97 |
|
0.500 |
135.79 |
|
0.382 |
135.61 |
|
LOW |
135.02 |
|
0.618 |
134.07 |
|
1.000 |
133.48 |
|
1.618 |
132.53 |
|
2.618 |
130.99 |
|
4.250 |
128.48 |
|
|
| Fisher Pivots for day following 14-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
135.79 |
135.79 |
| PP |
135.60 |
135.60 |
| S1 |
135.40 |
135.40 |
|