Euro Bund Future June 2023
| Trading Metrics calculated at close of trading on 22-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2023 |
22-May-2023 |
Change |
Change % |
Previous Week |
| Open |
133.90 |
134.22 |
0.32 |
0.2% |
136.01 |
| High |
134.52 |
134.68 |
0.16 |
0.1% |
136.38 |
| Low |
133.50 |
133.89 |
0.39 |
0.3% |
133.50 |
| Close |
134.24 |
133.98 |
-0.26 |
-0.2% |
134.24 |
| Range |
1.02 |
0.79 |
-0.23 |
-22.5% |
2.88 |
| ATR |
1.22 |
1.19 |
-0.03 |
-2.5% |
0.00 |
| Volume |
688,847 |
602,529 |
-86,318 |
-12.5% |
3,317,282 |
|
| Daily Pivots for day following 22-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.55 |
136.06 |
134.41 |
|
| R3 |
135.76 |
135.27 |
134.20 |
|
| R2 |
134.97 |
134.97 |
134.12 |
|
| R1 |
134.48 |
134.48 |
134.05 |
134.33 |
| PP |
134.18 |
134.18 |
134.18 |
134.11 |
| S1 |
133.69 |
133.69 |
133.91 |
133.54 |
| S2 |
133.39 |
133.39 |
133.84 |
|
| S3 |
132.60 |
132.90 |
133.76 |
|
| S4 |
131.81 |
132.11 |
133.55 |
|
|
| 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% |
1.07 |
0.8% |
17% |
False |
False |
670,805 |
| 10 |
137.29 |
133.50 |
3.79 |
2.8% |
1.00 |
0.7% |
13% |
False |
False |
670,638 |
| 20 |
137.29 |
133.28 |
4.01 |
3.0% |
1.18 |
0.9% |
17% |
False |
False |
724,336 |
| 40 |
139.54 |
133.10 |
6.44 |
4.8% |
1.23 |
0.9% |
14% |
False |
False |
726,217 |
| 60 |
140.30 |
130.35 |
9.95 |
7.4% |
1.47 |
1.1% |
36% |
False |
False |
762,511 |
| 80 |
140.30 |
130.35 |
9.95 |
7.4% |
1.34 |
1.0% |
36% |
False |
False |
573,229 |
| 100 |
140.30 |
130.35 |
9.95 |
7.4% |
1.18 |
0.9% |
36% |
False |
False |
458,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.04 |
|
2.618 |
136.75 |
|
1.618 |
135.96 |
|
1.000 |
135.47 |
|
0.618 |
135.17 |
|
HIGH |
134.68 |
|
0.618 |
134.38 |
|
0.500 |
134.29 |
|
0.382 |
134.19 |
|
LOW |
133.89 |
|
0.618 |
133.40 |
|
1.000 |
133.10 |
|
1.618 |
132.61 |
|
2.618 |
131.82 |
|
4.250 |
130.53 |
|
|
| Fisher Pivots for day following 22-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
134.29 |
134.47 |
| PP |
134.18 |
134.31 |
| S1 |
134.08 |
134.14 |
|