Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 27-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2022 |
27-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
135.38 |
134.69 |
-0.69 |
-0.5% |
137.57 |
High |
135.41 |
134.75 |
-0.66 |
-0.5% |
137.76 |
Low |
134.62 |
133.25 |
-1.37 |
-1.0% |
134.62 |
Close |
134.95 |
133.45 |
-1.50 |
-1.1% |
134.95 |
Range |
0.79 |
1.50 |
0.71 |
89.9% |
3.14 |
ATR |
1.38 |
1.40 |
0.02 |
1.7% |
0.00 |
Volume |
322,593 |
298,332 |
-24,261 |
-7.5% |
2,148,999 |
|
Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.32 |
137.38 |
134.28 |
|
R3 |
136.82 |
135.88 |
133.86 |
|
R2 |
135.32 |
135.32 |
133.73 |
|
R1 |
134.38 |
134.38 |
133.59 |
134.10 |
PP |
133.82 |
133.82 |
133.82 |
133.68 |
S1 |
132.88 |
132.88 |
133.31 |
132.60 |
S2 |
132.32 |
132.32 |
133.18 |
|
S3 |
130.82 |
131.38 |
133.04 |
|
S4 |
129.32 |
129.88 |
132.63 |
|
|
Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.20 |
143.21 |
136.68 |
|
R3 |
142.06 |
140.07 |
135.81 |
|
R2 |
138.92 |
138.92 |
135.53 |
|
R1 |
136.93 |
136.93 |
135.24 |
136.36 |
PP |
135.78 |
135.78 |
135.78 |
135.49 |
S1 |
133.79 |
133.79 |
134.66 |
133.22 |
S2 |
132.64 |
132.64 |
134.37 |
|
S3 |
129.50 |
130.65 |
134.09 |
|
S4 |
126.36 |
127.51 |
133.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
137.22 |
133.25 |
3.97 |
3.0% |
1.13 |
0.8% |
5% |
False |
True |
399,607 |
10 |
141.70 |
133.25 |
8.45 |
6.3% |
1.43 |
1.1% |
2% |
False |
True |
587,062 |
20 |
142.91 |
133.25 |
9.66 |
7.2% |
1.37 |
1.0% |
2% |
False |
True |
563,358 |
40 |
142.91 |
133.25 |
9.66 |
7.2% |
1.29 |
1.0% |
2% |
False |
True |
284,374 |
60 |
142.91 |
132.55 |
10.36 |
7.8% |
1.20 |
0.9% |
9% |
False |
False |
189,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.13 |
2.618 |
138.68 |
1.618 |
137.18 |
1.000 |
136.25 |
0.618 |
135.68 |
HIGH |
134.75 |
0.618 |
134.18 |
0.500 |
134.00 |
0.382 |
133.82 |
LOW |
133.25 |
0.618 |
132.32 |
1.000 |
131.75 |
1.618 |
130.82 |
2.618 |
129.32 |
4.250 |
126.88 |
|
|
Fisher Pivots for day following 27-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
134.00 |
134.73 |
PP |
133.82 |
134.30 |
S1 |
133.63 |
133.88 |
|