Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 29-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2022 |
29-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
133.48 |
133.50 |
0.02 |
0.0% |
137.57 |
High |
134.11 |
134.42 |
0.31 |
0.2% |
137.76 |
Low |
133.29 |
133.35 |
0.06 |
0.0% |
134.62 |
Close |
133.52 |
133.99 |
0.47 |
0.4% |
134.95 |
Range |
0.82 |
1.07 |
0.25 |
30.5% |
3.14 |
ATR |
1.36 |
1.34 |
-0.02 |
-1.5% |
0.00 |
Volume |
348,500 |
903,010 |
554,510 |
159.1% |
2,148,999 |
|
Daily Pivots for day following 29-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.13 |
136.63 |
134.58 |
|
R3 |
136.06 |
135.56 |
134.28 |
|
R2 |
134.99 |
134.99 |
134.19 |
|
R1 |
134.49 |
134.49 |
134.09 |
134.74 |
PP |
133.92 |
133.92 |
133.92 |
134.05 |
S1 |
133.42 |
133.42 |
133.89 |
133.67 |
S2 |
132.85 |
132.85 |
133.79 |
|
S3 |
131.78 |
132.35 |
133.70 |
|
S4 |
130.71 |
131.28 |
133.40 |
|
|
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 |
136.20 |
133.25 |
2.95 |
2.2% |
1.08 |
0.8% |
25% |
False |
False |
439,005 |
10 |
140.78 |
133.25 |
7.53 |
5.6% |
1.28 |
1.0% |
10% |
False |
False |
565,081 |
20 |
142.91 |
133.25 |
9.66 |
7.2% |
1.33 |
1.0% |
8% |
False |
False |
617,697 |
40 |
142.91 |
133.25 |
9.66 |
7.2% |
1.30 |
1.0% |
8% |
False |
False |
315,660 |
60 |
142.91 |
132.55 |
10.36 |
7.7% |
1.22 |
0.9% |
14% |
False |
False |
210,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.97 |
2.618 |
137.22 |
1.618 |
136.15 |
1.000 |
135.49 |
0.618 |
135.08 |
HIGH |
134.42 |
0.618 |
134.01 |
0.500 |
133.89 |
0.382 |
133.76 |
LOW |
133.35 |
0.618 |
132.69 |
1.000 |
132.28 |
1.618 |
131.62 |
2.618 |
130.55 |
4.250 |
128.80 |
|
|
Fisher Pivots for day following 29-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
133.96 |
134.00 |
PP |
133.92 |
134.00 |
S1 |
133.89 |
133.99 |
|