Euro Bund Future June 2023
| Trading Metrics calculated at close of trading on 26-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
| Open |
133.76 |
133.08 |
-0.68 |
-0.5% |
134.22 |
| High |
134.22 |
133.54 |
-0.68 |
-0.5% |
134.68 |
| Low |
132.95 |
132.83 |
-0.12 |
-0.1% |
132.83 |
| Close |
133.62 |
132.94 |
-0.68 |
-0.5% |
132.94 |
| Range |
1.27 |
0.71 |
-0.56 |
-44.1% |
1.85 |
| ATR |
1.15 |
1.12 |
-0.03 |
-2.2% |
0.00 |
| Volume |
854,669 |
711,021 |
-143,648 |
-16.8% |
3,674,933 |
|
| Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.23 |
134.80 |
133.33 |
|
| R3 |
134.52 |
134.09 |
133.14 |
|
| R2 |
133.81 |
133.81 |
133.07 |
|
| R1 |
133.38 |
133.38 |
133.01 |
133.24 |
| PP |
133.10 |
133.10 |
133.10 |
133.04 |
| S1 |
132.67 |
132.67 |
132.87 |
132.53 |
| S2 |
132.39 |
132.39 |
132.81 |
|
| S3 |
131.68 |
131.96 |
132.74 |
|
| S4 |
130.97 |
131.25 |
132.55 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.03 |
137.84 |
133.96 |
|
| R3 |
137.18 |
135.99 |
133.45 |
|
| R2 |
135.33 |
135.33 |
133.28 |
|
| R1 |
134.14 |
134.14 |
133.11 |
133.81 |
| PP |
133.48 |
133.48 |
133.48 |
133.32 |
| S1 |
132.29 |
132.29 |
132.77 |
131.96 |
| S2 |
131.63 |
131.63 |
132.60 |
|
| S3 |
129.78 |
130.44 |
132.43 |
|
| S4 |
127.93 |
128.59 |
131.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134.68 |
132.83 |
1.85 |
1.4% |
0.88 |
0.7% |
6% |
False |
True |
734,986 |
| 10 |
136.38 |
132.83 |
3.55 |
2.7% |
0.94 |
0.7% |
3% |
False |
True |
699,221 |
| 20 |
137.29 |
132.83 |
4.46 |
3.4% |
1.11 |
0.8% |
2% |
False |
True |
718,637 |
| 40 |
138.09 |
132.83 |
5.26 |
4.0% |
1.15 |
0.9% |
2% |
False |
True |
719,361 |
| 60 |
140.30 |
130.35 |
9.95 |
7.5% |
1.45 |
1.1% |
26% |
False |
False |
808,802 |
| 80 |
140.30 |
130.35 |
9.95 |
7.5% |
1.35 |
1.0% |
26% |
False |
False |
611,586 |
| 100 |
140.30 |
130.35 |
9.95 |
7.5% |
1.21 |
0.9% |
26% |
False |
False |
489,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.56 |
|
2.618 |
135.40 |
|
1.618 |
134.69 |
|
1.000 |
134.25 |
|
0.618 |
133.98 |
|
HIGH |
133.54 |
|
0.618 |
133.27 |
|
0.500 |
133.19 |
|
0.382 |
133.10 |
|
LOW |
132.83 |
|
0.618 |
132.39 |
|
1.000 |
132.12 |
|
1.618 |
131.68 |
|
2.618 |
130.97 |
|
4.250 |
129.81 |
|
|
| Fisher Pivots for day following 26-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
133.19 |
133.64 |
| PP |
133.10 |
133.41 |
| S1 |
133.02 |
133.17 |
|