Euro Bund Future June 2023
| Trading Metrics calculated at close of trading on 11-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2023 |
11-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
137.11 |
136.62 |
-0.49 |
-0.4% |
135.90 |
| High |
138.09 |
136.88 |
-1.21 |
-0.9% |
138.09 |
| Low |
136.95 |
135.71 |
-1.24 |
-0.9% |
135.15 |
| Close |
137.30 |
135.87 |
-1.43 |
-1.0% |
137.30 |
| Range |
1.14 |
1.17 |
0.03 |
2.6% |
2.94 |
| ATR |
1.75 |
1.74 |
-0.01 |
-0.7% |
0.00 |
| Volume |
680,809 |
532,422 |
-148,387 |
-21.8% |
2,870,369 |
|
| Daily Pivots for day following 11-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.66 |
138.94 |
136.51 |
|
| R3 |
138.49 |
137.77 |
136.19 |
|
| R2 |
137.32 |
137.32 |
136.08 |
|
| R1 |
136.60 |
136.60 |
135.98 |
136.38 |
| PP |
136.15 |
136.15 |
136.15 |
136.04 |
| S1 |
135.43 |
135.43 |
135.76 |
135.21 |
| S2 |
134.98 |
134.98 |
135.66 |
|
| S3 |
133.81 |
134.26 |
135.55 |
|
| S4 |
132.64 |
133.09 |
135.23 |
|
|
| Weekly Pivots for week ending 07-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.67 |
144.42 |
138.92 |
|
| R3 |
142.73 |
141.48 |
138.11 |
|
| R2 |
139.79 |
139.79 |
137.84 |
|
| R1 |
138.54 |
138.54 |
137.57 |
139.17 |
| PP |
136.85 |
136.85 |
136.85 |
137.16 |
| S1 |
135.60 |
135.60 |
137.03 |
136.23 |
| S2 |
133.91 |
133.91 |
136.76 |
|
| S3 |
130.97 |
132.66 |
136.49 |
|
| S4 |
128.03 |
129.72 |
135.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138.09 |
135.15 |
2.94 |
2.2% |
1.34 |
1.0% |
24% |
False |
False |
680,558 |
| 10 |
138.09 |
134.70 |
3.39 |
2.5% |
1.38 |
1.0% |
35% |
False |
False |
722,974 |
| 20 |
140.30 |
133.17 |
7.13 |
5.2% |
2.12 |
1.6% |
38% |
False |
False |
936,842 |
| 40 |
140.30 |
130.35 |
9.95 |
7.3% |
1.61 |
1.2% |
55% |
False |
False |
645,674 |
| 60 |
140.30 |
130.35 |
9.95 |
7.3% |
1.36 |
1.0% |
55% |
False |
False |
430,842 |
| 80 |
140.30 |
130.35 |
9.95 |
7.3% |
1.11 |
0.8% |
55% |
False |
False |
323,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.85 |
|
2.618 |
139.94 |
|
1.618 |
138.77 |
|
1.000 |
138.05 |
|
0.618 |
137.60 |
|
HIGH |
136.88 |
|
0.618 |
136.43 |
|
0.500 |
136.30 |
|
0.382 |
136.16 |
|
LOW |
135.71 |
|
0.618 |
134.99 |
|
1.000 |
134.54 |
|
1.618 |
133.82 |
|
2.618 |
132.65 |
|
4.250 |
130.74 |
|
|
| Fisher Pivots for day following 11-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
136.30 |
136.90 |
| PP |
136.15 |
136.56 |
| S1 |
136.01 |
136.21 |
|