Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 13-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
132.37 |
133.61 |
1.24 |
0.9% |
131.27 |
High |
134.23 |
137.24 |
3.01 |
2.2% |
134.23 |
Low |
132.37 |
133.17 |
0.80 |
0.6% |
130.55 |
Close |
133.73 |
136.20 |
2.47 |
1.8% |
133.73 |
Range |
1.86 |
4.07 |
2.21 |
118.8% |
3.68 |
ATR |
1.20 |
1.41 |
0.20 |
17.1% |
0.00 |
Volume |
1,132,001 |
1,847,830 |
715,829 |
63.2% |
4,495,702 |
|
Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.75 |
146.04 |
138.44 |
|
R3 |
143.68 |
141.97 |
137.32 |
|
R2 |
139.61 |
139.61 |
136.95 |
|
R1 |
137.90 |
137.90 |
136.57 |
138.76 |
PP |
135.54 |
135.54 |
135.54 |
135.96 |
S1 |
133.83 |
133.83 |
135.83 |
134.69 |
S2 |
131.47 |
131.47 |
135.45 |
|
S3 |
127.40 |
129.76 |
135.08 |
|
S4 |
123.33 |
125.69 |
133.96 |
|
|
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 |
137.24 |
130.60 |
6.64 |
4.9% |
1.91 |
1.4% |
84% |
True |
False |
1,095,594 |
10 |
137.24 |
130.35 |
6.89 |
5.1% |
1.53 |
1.1% |
85% |
True |
False |
874,453 |
20 |
137.24 |
130.35 |
6.89 |
5.1% |
1.29 |
0.9% |
85% |
True |
False |
446,544 |
40 |
139.40 |
130.35 |
9.05 |
6.6% |
1.08 |
0.8% |
65% |
False |
False |
224,037 |
60 |
139.40 |
130.35 |
9.05 |
6.6% |
0.83 |
0.6% |
65% |
False |
False |
149,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154.54 |
2.618 |
147.90 |
1.618 |
143.83 |
1.000 |
141.31 |
0.618 |
139.76 |
HIGH |
137.24 |
0.618 |
135.69 |
0.500 |
135.21 |
0.382 |
134.72 |
LOW |
133.17 |
0.618 |
130.65 |
1.000 |
129.10 |
1.618 |
126.58 |
2.618 |
122.51 |
4.250 |
115.87 |
|
|
Fisher Pivots for day following 13-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
135.87 |
135.52 |
PP |
135.54 |
134.84 |
S1 |
135.21 |
134.16 |
|