Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 28-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2022 |
28-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
134.69 |
133.48 |
-1.21 |
-0.9% |
137.57 |
High |
134.75 |
134.11 |
-0.64 |
-0.5% |
137.76 |
Low |
133.25 |
133.29 |
0.04 |
0.0% |
134.62 |
Close |
133.45 |
133.52 |
0.07 |
0.1% |
134.95 |
Range |
1.50 |
0.82 |
-0.68 |
-45.3% |
3.14 |
ATR |
1.40 |
1.36 |
-0.04 |
-3.0% |
0.00 |
Volume |
298,332 |
348,500 |
50,168 |
16.8% |
2,148,999 |
|
Daily Pivots for day following 28-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.10 |
135.63 |
133.97 |
|
R3 |
135.28 |
134.81 |
133.75 |
|
R2 |
134.46 |
134.46 |
133.67 |
|
R1 |
133.99 |
133.99 |
133.60 |
134.23 |
PP |
133.64 |
133.64 |
133.64 |
133.76 |
S1 |
133.17 |
133.17 |
133.44 |
133.41 |
S2 |
132.82 |
132.82 |
133.37 |
|
S3 |
132.00 |
132.35 |
133.29 |
|
S4 |
131.18 |
131.53 |
133.07 |
|
|
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 |
136.32 |
133.25 |
3.07 |
2.3% |
1.01 |
0.8% |
9% |
False |
False |
349,426 |
10 |
141.06 |
133.25 |
7.81 |
5.8% |
1.32 |
1.0% |
3% |
False |
False |
550,034 |
20 |
142.91 |
133.25 |
9.66 |
7.2% |
1.34 |
1.0% |
3% |
False |
False |
578,764 |
40 |
142.91 |
133.25 |
9.66 |
7.2% |
1.29 |
1.0% |
3% |
False |
False |
293,086 |
60 |
142.91 |
132.55 |
10.36 |
7.8% |
1.21 |
0.9% |
9% |
False |
False |
195,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.60 |
2.618 |
136.26 |
1.618 |
135.44 |
1.000 |
134.93 |
0.618 |
134.62 |
HIGH |
134.11 |
0.618 |
133.80 |
0.500 |
133.70 |
0.382 |
133.60 |
LOW |
133.29 |
0.618 |
132.78 |
1.000 |
132.47 |
1.618 |
131.96 |
2.618 |
131.14 |
4.250 |
129.81 |
|
|
Fisher Pivots for day following 28-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
133.70 |
134.33 |
PP |
133.64 |
134.06 |
S1 |
133.58 |
133.79 |
|