Euro Bund Future March 2023
| Trading Metrics calculated at close of trading on 06-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2023 |
06-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
136.30 |
136.08 |
-0.22 |
-0.2% |
134.19 |
| High |
136.48 |
137.47 |
0.99 |
0.7% |
137.47 |
| Low |
135.55 |
135.74 |
0.19 |
0.1% |
133.79 |
| Close |
135.99 |
137.43 |
1.44 |
1.1% |
137.43 |
| Range |
0.93 |
1.73 |
0.80 |
86.0% |
3.68 |
| ATR |
1.41 |
1.44 |
0.02 |
1.6% |
0.00 |
| Volume |
903,010 |
753,862 |
-149,148 |
-16.5% |
3,368,206 |
|
| Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.07 |
141.48 |
138.38 |
|
| R3 |
140.34 |
139.75 |
137.91 |
|
| R2 |
138.61 |
138.61 |
137.75 |
|
| R1 |
138.02 |
138.02 |
137.59 |
138.32 |
| PP |
136.88 |
136.88 |
136.88 |
137.03 |
| S1 |
136.29 |
136.29 |
137.27 |
136.59 |
| S2 |
135.15 |
135.15 |
137.11 |
|
| S3 |
133.42 |
134.56 |
136.95 |
|
| S4 |
131.69 |
132.83 |
136.48 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.27 |
146.03 |
139.45 |
|
| R3 |
143.59 |
142.35 |
138.44 |
|
| R2 |
139.91 |
139.91 |
138.10 |
|
| R1 |
138.67 |
138.67 |
137.77 |
139.29 |
| PP |
136.23 |
136.23 |
136.23 |
136.54 |
| S1 |
134.99 |
134.99 |
137.09 |
135.61 |
| S2 |
132.55 |
132.55 |
136.76 |
|
| S3 |
128.87 |
131.31 |
136.42 |
|
| S4 |
125.19 |
127.63 |
135.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137.47 |
132.72 |
4.75 |
3.5% |
1.50 |
1.1% |
99% |
True |
False |
749,693 |
| 10 |
137.47 |
132.72 |
4.75 |
3.5% |
1.29 |
0.9% |
99% |
True |
False |
594,349 |
| 20 |
142.55 |
132.72 |
9.83 |
7.2% |
1.37 |
1.0% |
48% |
False |
False |
623,109 |
| 40 |
142.91 |
132.72 |
10.19 |
7.4% |
1.38 |
1.0% |
46% |
False |
False |
409,278 |
| 60 |
142.91 |
132.55 |
10.36 |
7.5% |
1.27 |
0.9% |
47% |
False |
False |
272,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.82 |
|
2.618 |
142.00 |
|
1.618 |
140.27 |
|
1.000 |
139.20 |
|
0.618 |
138.54 |
|
HIGH |
137.47 |
|
0.618 |
136.81 |
|
0.500 |
136.61 |
|
0.382 |
136.40 |
|
LOW |
135.74 |
|
0.618 |
134.67 |
|
1.000 |
134.01 |
|
1.618 |
132.94 |
|
2.618 |
131.21 |
|
4.250 |
128.39 |
|
|
| Fisher Pivots for day following 06-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
137.16 |
137.05 |
| PP |
136.88 |
136.66 |
| S1 |
136.61 |
136.28 |
|