Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 23-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
136.04 |
136.31 |
0.27 |
0.2% |
133.61 |
High |
136.62 |
137.86 |
1.24 |
0.9% |
138.48 |
Low |
134.80 |
135.80 |
1.00 |
0.7% |
133.17 |
Close |
135.41 |
137.04 |
1.63 |
1.2% |
138.20 |
Range |
1.82 |
2.06 |
0.24 |
13.2% |
5.31 |
ATR |
1.98 |
2.01 |
0.03 |
1.7% |
0.00 |
Volume |
858,360 |
778,225 |
-80,135 |
-9.3% |
6,988,518 |
|
Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.08 |
142.12 |
138.17 |
|
R3 |
141.02 |
140.06 |
137.61 |
|
R2 |
138.96 |
138.96 |
137.42 |
|
R1 |
138.00 |
138.00 |
137.23 |
138.48 |
PP |
136.90 |
136.90 |
136.90 |
137.14 |
S1 |
135.94 |
135.94 |
136.85 |
136.42 |
S2 |
134.84 |
134.84 |
136.66 |
|
S3 |
132.78 |
133.88 |
136.47 |
|
S4 |
130.72 |
131.82 |
135.91 |
|
|
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 |
134.80 |
5.50 |
4.0% |
2.47 |
1.8% |
41% |
False |
False |
883,632 |
10 |
140.30 |
132.37 |
7.93 |
5.8% |
2.83 |
2.1% |
59% |
False |
False |
1,160,735 |
20 |
140.30 |
130.35 |
9.95 |
7.3% |
2.01 |
1.5% |
67% |
False |
False |
872,355 |
40 |
140.30 |
130.35 |
9.95 |
7.3% |
1.48 |
1.1% |
67% |
False |
False |
439,668 |
60 |
140.30 |
130.35 |
9.95 |
7.3% |
1.18 |
0.9% |
67% |
False |
False |
293,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.62 |
2.618 |
143.25 |
1.618 |
141.19 |
1.000 |
139.92 |
0.618 |
139.13 |
HIGH |
137.86 |
0.618 |
137.07 |
0.500 |
136.83 |
0.382 |
136.59 |
LOW |
135.80 |
0.618 |
134.53 |
1.000 |
133.74 |
1.618 |
132.47 |
2.618 |
130.41 |
4.250 |
127.05 |
|
|
Fisher Pivots for day following 23-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
136.97 |
136.90 |
PP |
136.90 |
136.75 |
S1 |
136.83 |
136.61 |
|