Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 31-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
Open |
134.26 |
135.31 |
1.05 |
0.8% |
134.22 |
High |
135.47 |
136.40 |
0.93 |
0.7% |
134.68 |
Low |
134.15 |
135.31 |
1.16 |
0.9% |
132.83 |
Close |
135.19 |
136.05 |
0.86 |
0.6% |
132.94 |
Range |
1.32 |
1.09 |
-0.23 |
-17.4% |
1.85 |
ATR |
1.22 |
1.22 |
0.00 |
-0.1% |
0.00 |
Volume |
839,624 |
1,223,246 |
383,622 |
45.7% |
3,674,933 |
|
Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.19 |
138.71 |
136.65 |
|
R3 |
138.10 |
137.62 |
136.35 |
|
R2 |
137.01 |
137.01 |
136.25 |
|
R1 |
136.53 |
136.53 |
136.15 |
136.77 |
PP |
135.92 |
135.92 |
135.92 |
136.04 |
S1 |
135.44 |
135.44 |
135.95 |
135.68 |
S2 |
134.83 |
134.83 |
135.85 |
|
S3 |
133.74 |
134.35 |
135.75 |
|
S4 |
132.65 |
133.26 |
135.45 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.03 |
137.84 |
133.96 |
|
R3 |
137.18 |
135.99 |
133.45 |
|
R2 |
135.33 |
135.33 |
133.28 |
|
R1 |
134.14 |
134.14 |
133.11 |
133.81 |
PP |
133.48 |
133.48 |
133.48 |
133.32 |
S1 |
132.29 |
132.29 |
132.77 |
131.96 |
S2 |
131.63 |
131.63 |
132.60 |
|
S3 |
129.78 |
130.44 |
132.43 |
|
S4 |
127.93 |
128.59 |
131.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
136.40 |
132.83 |
3.57 |
2.6% |
1.08 |
0.8% |
90% |
True |
False |
875,929 |
10 |
136.40 |
132.83 |
3.57 |
2.6% |
1.01 |
0.7% |
90% |
True |
False |
770,665 |
20 |
137.29 |
132.83 |
4.46 |
3.3% |
1.02 |
0.8% |
72% |
False |
False |
729,005 |
40 |
138.09 |
132.83 |
5.26 |
3.9% |
1.14 |
0.8% |
61% |
False |
False |
733,724 |
60 |
140.30 |
130.47 |
9.83 |
7.2% |
1.45 |
1.1% |
57% |
False |
False |
820,083 |
80 |
140.30 |
130.35 |
9.95 |
7.3% |
1.34 |
1.0% |
57% |
False |
False |
637,345 |
100 |
140.30 |
130.35 |
9.95 |
7.3% |
1.23 |
0.9% |
57% |
False |
False |
509,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.03 |
2.618 |
139.25 |
1.618 |
138.16 |
1.000 |
137.49 |
0.618 |
137.07 |
HIGH |
136.40 |
0.618 |
135.98 |
0.500 |
135.86 |
0.382 |
135.73 |
LOW |
135.31 |
0.618 |
134.64 |
1.000 |
134.22 |
1.618 |
133.55 |
2.618 |
132.46 |
4.250 |
130.68 |
|
|
Fisher Pivots for day following 31-May-2023 |
Pivot |
1 day |
3 day |
R1 |
135.99 |
135.57 |
PP |
135.92 |
135.09 |
S1 |
135.86 |
134.62 |
|