Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 03-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2022 |
03-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
134.15 |
134.19 |
0.04 |
0.0% |
134.69 |
High |
134.19 |
135.55 |
1.36 |
1.0% |
134.75 |
Low |
132.72 |
133.79 |
1.07 |
0.8% |
132.72 |
Close |
132.93 |
135.08 |
2.15 |
1.6% |
132.93 |
Range |
1.47 |
1.76 |
0.29 |
19.7% |
2.03 |
ATR |
1.35 |
1.44 |
0.09 |
6.7% |
0.00 |
Volume |
380,263 |
778,978 |
398,715 |
104.9% |
1,930,105 |
|
Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.09 |
139.34 |
136.05 |
|
R3 |
138.33 |
137.58 |
135.56 |
|
R2 |
136.57 |
136.57 |
135.40 |
|
R1 |
135.82 |
135.82 |
135.24 |
136.20 |
PP |
134.81 |
134.81 |
134.81 |
134.99 |
S1 |
134.06 |
134.06 |
134.92 |
134.44 |
S2 |
133.05 |
133.05 |
134.76 |
|
S3 |
131.29 |
132.30 |
134.60 |
|
S4 |
129.53 |
130.54 |
134.11 |
|
|
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 |
135.55 |
132.72 |
2.83 |
2.1% |
1.32 |
1.0% |
83% |
True |
False |
541,816 |
10 |
137.76 |
132.72 |
5.04 |
3.7% |
1.17 |
0.9% |
47% |
False |
False |
485,808 |
20 |
142.91 |
132.72 |
10.19 |
7.5% |
1.37 |
1.0% |
23% |
False |
False |
605,966 |
40 |
142.91 |
132.72 |
10.19 |
7.5% |
1.36 |
1.0% |
23% |
False |
False |
344,633 |
60 |
142.91 |
132.55 |
10.36 |
7.7% |
1.25 |
0.9% |
24% |
False |
False |
229,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.03 |
2.618 |
140.16 |
1.618 |
138.40 |
1.000 |
137.31 |
0.618 |
136.64 |
HIGH |
135.55 |
0.618 |
134.88 |
0.500 |
134.67 |
0.382 |
134.46 |
LOW |
133.79 |
0.618 |
132.70 |
1.000 |
132.03 |
1.618 |
130.94 |
2.618 |
129.18 |
4.250 |
126.31 |
|
|
Fisher Pivots for day following 03-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
134.94 |
134.77 |
PP |
134.81 |
134.45 |
S1 |
134.67 |
134.14 |
|