Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 30-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2022 |
30-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
133.50 |
134.15 |
0.65 |
0.5% |
134.69 |
High |
134.42 |
134.19 |
-0.23 |
-0.2% |
134.75 |
Low |
133.35 |
132.72 |
-0.63 |
-0.5% |
132.72 |
Close |
133.99 |
132.93 |
-1.06 |
-0.8% |
132.93 |
Range |
1.07 |
1.47 |
0.40 |
37.4% |
2.03 |
ATR |
1.34 |
1.35 |
0.01 |
0.7% |
0.00 |
Volume |
903,010 |
380,263 |
-522,747 |
-57.9% |
1,930,105 |
|
Daily Pivots for day following 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.69 |
136.78 |
133.74 |
|
R3 |
136.22 |
135.31 |
133.33 |
|
R2 |
134.75 |
134.75 |
133.20 |
|
R1 |
133.84 |
133.84 |
133.06 |
133.56 |
PP |
133.28 |
133.28 |
133.28 |
133.14 |
S1 |
132.37 |
132.37 |
132.80 |
132.09 |
S2 |
131.81 |
131.81 |
132.66 |
|
S3 |
130.34 |
130.90 |
132.53 |
|
S4 |
128.87 |
129.43 |
132.12 |
|
|
Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.56 |
138.27 |
134.05 |
|
R3 |
137.53 |
136.24 |
133.49 |
|
R2 |
135.50 |
135.50 |
133.30 |
|
R1 |
134.21 |
134.21 |
133.12 |
133.84 |
PP |
133.47 |
133.47 |
133.47 |
133.28 |
S1 |
132.18 |
132.18 |
132.74 |
131.81 |
S2 |
131.44 |
131.44 |
132.56 |
|
S3 |
129.41 |
130.15 |
132.37 |
|
S4 |
127.38 |
128.12 |
131.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135.41 |
132.72 |
2.69 |
2.0% |
1.13 |
0.9% |
8% |
False |
True |
450,539 |
10 |
138.62 |
132.72 |
5.90 |
4.4% |
1.16 |
0.9% |
4% |
False |
True |
494,930 |
20 |
142.91 |
132.72 |
10.19 |
7.7% |
1.36 |
1.0% |
2% |
False |
True |
597,959 |
40 |
142.91 |
132.72 |
10.19 |
7.7% |
1.33 |
1.0% |
2% |
False |
True |
325,161 |
60 |
142.91 |
132.55 |
10.36 |
7.8% |
1.24 |
0.9% |
4% |
False |
False |
216,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.44 |
2.618 |
138.04 |
1.618 |
136.57 |
1.000 |
135.66 |
0.618 |
135.10 |
HIGH |
134.19 |
0.618 |
133.63 |
0.500 |
133.46 |
0.382 |
133.28 |
LOW |
132.72 |
0.618 |
131.81 |
1.000 |
131.25 |
1.618 |
130.34 |
2.618 |
128.87 |
4.250 |
126.47 |
|
|
Fisher Pivots for day following 30-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
133.46 |
133.57 |
PP |
133.28 |
133.36 |
S1 |
133.11 |
133.14 |
|