Euro Bund Future June 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
135.25 |
134.02 |
-1.23 |
-0.9% |
134.26 |
| High |
135.38 |
134.15 |
-1.23 |
-0.9% |
136.59 |
| Low |
133.91 |
133.71 |
-0.20 |
-0.1% |
134.15 |
| Close |
134.17 |
133.95 |
-0.22 |
-0.2% |
135.64 |
| Range |
1.47 |
0.44 |
-1.03 |
-70.1% |
2.44 |
| ATR |
1.19 |
1.14 |
-0.05 |
-4.4% |
0.00 |
| Volume |
99,970 |
4,777 |
-95,193 |
-95.2% |
4,419,457 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.26 |
135.04 |
134.19 |
|
| R3 |
134.82 |
134.60 |
134.07 |
|
| R2 |
134.38 |
134.38 |
134.03 |
|
| R1 |
134.16 |
134.16 |
133.99 |
134.05 |
| PP |
133.94 |
133.94 |
133.94 |
133.88 |
| S1 |
133.72 |
133.72 |
133.91 |
133.61 |
| S2 |
133.50 |
133.50 |
133.87 |
|
| S3 |
133.06 |
133.28 |
133.83 |
|
| S4 |
132.62 |
132.84 |
133.71 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.78 |
141.65 |
136.98 |
|
| R3 |
140.34 |
139.21 |
136.31 |
|
| R2 |
137.90 |
137.90 |
136.09 |
|
| R1 |
136.77 |
136.77 |
135.86 |
137.34 |
| PP |
135.46 |
135.46 |
135.46 |
135.74 |
| S1 |
134.33 |
134.33 |
135.42 |
134.90 |
| S2 |
133.02 |
133.02 |
135.19 |
|
| S3 |
130.58 |
131.89 |
134.97 |
|
| S4 |
128.14 |
129.45 |
134.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136.36 |
133.71 |
2.65 |
2.0% |
0.96 |
0.7% |
9% |
False |
True |
633,965 |
| 10 |
136.59 |
132.83 |
3.76 |
2.8% |
1.02 |
0.8% |
30% |
False |
False |
792,785 |
| 20 |
137.29 |
132.83 |
4.46 |
3.3% |
0.99 |
0.7% |
25% |
False |
False |
735,652 |
| 40 |
137.29 |
132.83 |
4.46 |
3.3% |
1.08 |
0.8% |
25% |
False |
False |
736,088 |
| 60 |
140.30 |
132.83 |
7.47 |
5.6% |
1.42 |
1.1% |
15% |
False |
False |
803,006 |
| 80 |
140.30 |
130.35 |
9.95 |
7.4% |
1.35 |
1.0% |
36% |
False |
False |
690,881 |
| 100 |
140.30 |
130.35 |
9.95 |
7.4% |
1.25 |
0.9% |
36% |
False |
False |
552,941 |
| 120 |
140.30 |
130.35 |
9.95 |
7.4% |
1.10 |
0.8% |
36% |
False |
False |
460,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.02 |
|
2.618 |
135.30 |
|
1.618 |
134.86 |
|
1.000 |
134.59 |
|
0.618 |
134.42 |
|
HIGH |
134.15 |
|
0.618 |
133.98 |
|
0.500 |
133.93 |
|
0.382 |
133.88 |
|
LOW |
133.71 |
|
0.618 |
133.44 |
|
1.000 |
133.27 |
|
1.618 |
133.00 |
|
2.618 |
132.56 |
|
4.250 |
131.84 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
133.94 |
134.68 |
| PP |
133.94 |
134.44 |
| S1 |
133.93 |
134.19 |
|