Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 27-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2023 |
27-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
135.08 |
134.72 |
-0.36 |
-0.3% |
134.22 |
High |
135.74 |
134.87 |
-0.87 |
-0.6% |
134.50 |
Low |
134.52 |
133.89 |
-0.63 |
-0.5% |
133.10 |
Close |
134.99 |
134.12 |
-0.87 |
-0.6% |
133.59 |
Range |
1.22 |
0.98 |
-0.24 |
-19.7% |
1.40 |
ATR |
1.38 |
1.36 |
-0.02 |
-1.5% |
0.00 |
Volume |
981,520 |
711,423 |
-270,097 |
-27.5% |
3,258,860 |
|
Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.23 |
136.66 |
134.66 |
|
R3 |
136.25 |
135.68 |
134.39 |
|
R2 |
135.27 |
135.27 |
134.30 |
|
R1 |
134.70 |
134.70 |
134.21 |
134.50 |
PP |
134.29 |
134.29 |
134.29 |
134.19 |
S1 |
133.72 |
133.72 |
134.03 |
133.52 |
S2 |
133.31 |
133.31 |
133.94 |
|
S3 |
132.33 |
132.74 |
133.85 |
|
S4 |
131.35 |
131.76 |
133.58 |
|
|
Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.93 |
137.16 |
134.36 |
|
R3 |
136.53 |
135.76 |
133.98 |
|
R2 |
135.13 |
135.13 |
133.85 |
|
R1 |
134.36 |
134.36 |
133.72 |
134.05 |
PP |
133.73 |
133.73 |
133.73 |
133.57 |
S1 |
132.96 |
132.96 |
133.46 |
132.65 |
S2 |
132.33 |
132.33 |
133.33 |
|
S3 |
130.93 |
131.56 |
133.21 |
|
S4 |
129.53 |
130.16 |
132.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135.74 |
133.28 |
2.46 |
1.8% |
1.19 |
0.9% |
34% |
False |
False |
753,628 |
10 |
135.74 |
133.10 |
2.64 |
2.0% |
1.01 |
0.8% |
39% |
False |
False |
716,435 |
20 |
138.09 |
133.10 |
4.99 |
3.7% |
1.19 |
0.9% |
20% |
False |
False |
720,086 |
40 |
140.30 |
130.35 |
9.95 |
7.4% |
1.62 |
1.2% |
38% |
False |
False |
853,885 |
60 |
140.30 |
130.35 |
9.95 |
7.4% |
1.43 |
1.1% |
38% |
False |
False |
575,902 |
80 |
140.30 |
130.35 |
9.95 |
7.4% |
1.24 |
0.9% |
38% |
False |
False |
431,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.04 |
2.618 |
137.44 |
1.618 |
136.46 |
1.000 |
135.85 |
0.618 |
135.48 |
HIGH |
134.87 |
0.618 |
134.50 |
0.500 |
134.38 |
0.382 |
134.26 |
LOW |
133.89 |
0.618 |
133.28 |
1.000 |
132.91 |
1.618 |
132.30 |
2.618 |
131.32 |
4.250 |
129.73 |
|
|
Fisher Pivots for day following 27-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
134.38 |
134.63 |
PP |
134.29 |
134.46 |
S1 |
134.21 |
134.29 |
|