Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 16-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2023 |
16-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
133.91 |
136.97 |
3.06 |
2.3% |
131.27 |
High |
137.97 |
137.89 |
-0.08 |
-0.1% |
134.23 |
Low |
133.33 |
135.73 |
2.40 |
1.8% |
130.55 |
Close |
137.62 |
136.55 |
-1.07 |
-0.8% |
133.73 |
Range |
4.64 |
2.16 |
-2.48 |
-53.4% |
3.68 |
ATR |
1.76 |
1.78 |
0.03 |
1.6% |
0.00 |
Volume |
1,697,837 |
1,285,704 |
-412,133 |
-24.3% |
4,495,702 |
|
Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.20 |
142.04 |
137.74 |
|
R3 |
141.04 |
139.88 |
137.14 |
|
R2 |
138.88 |
138.88 |
136.95 |
|
R1 |
137.72 |
137.72 |
136.75 |
137.22 |
PP |
136.72 |
136.72 |
136.72 |
136.48 |
S1 |
135.56 |
135.56 |
136.35 |
135.06 |
S2 |
134.56 |
134.56 |
136.15 |
|
S3 |
132.40 |
133.40 |
135.96 |
|
S4 |
130.24 |
131.24 |
135.36 |
|
|
Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.88 |
142.48 |
135.75 |
|
R3 |
140.20 |
138.80 |
134.74 |
|
R2 |
136.52 |
136.52 |
134.40 |
|
R1 |
135.12 |
135.12 |
134.07 |
135.82 |
PP |
132.84 |
132.84 |
132.84 |
133.19 |
S1 |
131.44 |
131.44 |
133.39 |
132.14 |
S2 |
129.16 |
129.16 |
133.06 |
|
S3 |
125.48 |
127.76 |
132.72 |
|
S4 |
121.80 |
124.08 |
131.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
137.97 |
132.37 |
5.60 |
4.1% |
3.19 |
2.3% |
75% |
False |
False |
1,437,838 |
10 |
137.97 |
130.47 |
7.50 |
5.5% |
2.17 |
1.6% |
81% |
False |
False |
1,138,109 |
20 |
137.97 |
130.35 |
7.62 |
5.6% |
1.64 |
1.2% |
81% |
False |
False |
655,798 |
40 |
138.79 |
130.35 |
8.44 |
6.2% |
1.24 |
0.9% |
73% |
False |
False |
329,260 |
60 |
139.40 |
130.35 |
9.05 |
6.6% |
0.99 |
0.7% |
69% |
False |
False |
219,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.07 |
2.618 |
143.54 |
1.618 |
141.38 |
1.000 |
140.05 |
0.618 |
139.22 |
HIGH |
137.89 |
0.618 |
137.06 |
0.500 |
136.81 |
0.382 |
136.56 |
LOW |
135.73 |
0.618 |
134.40 |
1.000 |
133.57 |
1.618 |
132.24 |
2.618 |
130.08 |
4.250 |
126.55 |
|
|
Fisher Pivots for day following 16-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
136.81 |
136.25 |
PP |
136.72 |
135.95 |
S1 |
136.64 |
135.65 |
|