Euro Bund Future June 2023
| Trading Metrics calculated at close of trading on 19-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2023 |
19-May-2023 |
Change |
Change % |
Previous Week |
| Open |
135.34 |
133.90 |
-1.44 |
-1.1% |
136.01 |
| High |
135.44 |
134.52 |
-0.92 |
-0.7% |
136.38 |
| Low |
133.85 |
133.50 |
-0.35 |
-0.3% |
133.50 |
| Close |
134.03 |
134.24 |
0.21 |
0.2% |
134.24 |
| Range |
1.59 |
1.02 |
-0.57 |
-35.8% |
2.88 |
| ATR |
1.24 |
1.22 |
-0.02 |
-1.3% |
0.00 |
| Volume |
628,557 |
688,847 |
60,290 |
9.6% |
3,317,282 |
|
| Daily Pivots for day following 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.15 |
136.71 |
134.80 |
|
| R3 |
136.13 |
135.69 |
134.52 |
|
| R2 |
135.11 |
135.11 |
134.43 |
|
| R1 |
134.67 |
134.67 |
134.33 |
134.89 |
| PP |
134.09 |
134.09 |
134.09 |
134.20 |
| S1 |
133.65 |
133.65 |
134.15 |
133.87 |
| S2 |
133.07 |
133.07 |
134.05 |
|
| S3 |
132.05 |
132.63 |
133.96 |
|
| S4 |
131.03 |
131.61 |
133.68 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.35 |
141.67 |
135.82 |
|
| R3 |
140.47 |
138.79 |
135.03 |
|
| R2 |
137.59 |
137.59 |
134.77 |
|
| R1 |
135.91 |
135.91 |
134.50 |
135.31 |
| PP |
134.71 |
134.71 |
134.71 |
134.41 |
| S1 |
133.03 |
133.03 |
133.98 |
132.43 |
| S2 |
131.83 |
131.83 |
133.71 |
|
| S3 |
128.95 |
130.15 |
133.45 |
|
| S4 |
126.07 |
127.27 |
132.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136.38 |
133.50 |
2.88 |
2.1% |
1.00 |
0.7% |
26% |
False |
True |
663,456 |
| 10 |
137.29 |
133.50 |
3.79 |
2.8% |
1.02 |
0.8% |
20% |
False |
True |
642,547 |
| 20 |
137.29 |
133.28 |
4.01 |
3.0% |
1.18 |
0.9% |
24% |
False |
False |
723,297 |
| 40 |
139.54 |
133.10 |
6.44 |
4.8% |
1.26 |
0.9% |
18% |
False |
False |
732,612 |
| 60 |
140.30 |
130.35 |
9.95 |
7.4% |
1.47 |
1.1% |
39% |
False |
False |
752,871 |
| 80 |
140.30 |
130.35 |
9.95 |
7.4% |
1.34 |
1.0% |
39% |
False |
False |
565,701 |
| 100 |
140.30 |
130.35 |
9.95 |
7.4% |
1.18 |
0.9% |
39% |
False |
False |
452,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.86 |
|
2.618 |
137.19 |
|
1.618 |
136.17 |
|
1.000 |
135.54 |
|
0.618 |
135.15 |
|
HIGH |
134.52 |
|
0.618 |
134.13 |
|
0.500 |
134.01 |
|
0.382 |
133.89 |
|
LOW |
133.50 |
|
0.618 |
132.87 |
|
1.000 |
132.48 |
|
1.618 |
131.85 |
|
2.618 |
130.83 |
|
4.250 |
129.17 |
|
|
| Fisher Pivots for day following 19-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
134.16 |
134.69 |
| PP |
134.09 |
134.54 |
| S1 |
134.01 |
134.39 |
|