Euro Bund Future June 2023
| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
135.94 |
137.60 |
1.66 |
1.2% |
133.61 |
| High |
138.48 |
140.30 |
1.82 |
1.3% |
138.48 |
| Low |
135.76 |
137.10 |
1.34 |
1.0% |
133.17 |
| Close |
138.20 |
137.97 |
-0.23 |
-0.2% |
138.20 |
| Range |
2.72 |
3.20 |
0.48 |
17.6% |
5.31 |
| ATR |
1.85 |
1.95 |
0.10 |
5.2% |
0.00 |
| Volume |
931,328 |
960,158 |
28,830 |
3.1% |
6,988,518 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.06 |
146.21 |
139.73 |
|
| R3 |
144.86 |
143.01 |
138.85 |
|
| R2 |
141.66 |
141.66 |
138.56 |
|
| R1 |
139.81 |
139.81 |
138.26 |
140.74 |
| PP |
138.46 |
138.46 |
138.46 |
138.92 |
| S1 |
136.61 |
136.61 |
137.68 |
137.54 |
| S2 |
135.26 |
135.26 |
137.38 |
|
| S3 |
132.06 |
133.41 |
137.09 |
|
| S4 |
128.86 |
130.21 |
136.21 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.55 |
150.68 |
141.12 |
|
| R3 |
147.24 |
145.37 |
139.66 |
|
| R2 |
141.93 |
141.93 |
139.17 |
|
| R1 |
140.06 |
140.06 |
138.69 |
141.00 |
| PP |
136.62 |
136.62 |
136.62 |
137.08 |
| S1 |
134.75 |
134.75 |
137.71 |
135.69 |
| S2 |
131.31 |
131.31 |
137.23 |
|
| S3 |
126.00 |
129.44 |
136.74 |
|
| S4 |
120.69 |
124.13 |
135.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.30 |
133.33 |
6.97 |
5.1% |
3.19 |
2.3% |
67% |
True |
False |
1,220,169 |
| 10 |
140.30 |
130.60 |
9.70 |
7.0% |
2.55 |
1.8% |
76% |
True |
False |
1,157,882 |
| 20 |
140.30 |
130.35 |
9.95 |
7.2% |
1.84 |
1.3% |
77% |
True |
False |
749,779 |
| 40 |
140.30 |
130.35 |
9.95 |
7.2% |
1.37 |
1.0% |
77% |
True |
False |
376,539 |
| 60 |
140.30 |
130.35 |
9.95 |
7.2% |
1.08 |
0.8% |
77% |
True |
False |
251,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153.90 |
|
2.618 |
148.68 |
|
1.618 |
145.48 |
|
1.000 |
143.50 |
|
0.618 |
142.28 |
|
HIGH |
140.30 |
|
0.618 |
139.08 |
|
0.500 |
138.70 |
|
0.382 |
138.32 |
|
LOW |
137.10 |
|
0.618 |
135.12 |
|
1.000 |
133.90 |
|
1.618 |
131.92 |
|
2.618 |
128.72 |
|
4.250 |
123.50 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
138.70 |
138.02 |
| PP |
138.46 |
138.00 |
| S1 |
138.21 |
137.99 |
|