Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 04-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2023 |
04-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
134.19 |
135.34 |
1.15 |
0.9% |
134.69 |
High |
135.55 |
136.67 |
1.12 |
0.8% |
134.75 |
Low |
133.79 |
135.08 |
1.29 |
1.0% |
132.72 |
Close |
135.08 |
136.47 |
1.39 |
1.0% |
132.93 |
Range |
1.76 |
1.59 |
-0.17 |
-9.7% |
2.03 |
ATR |
1.44 |
1.45 |
0.01 |
0.7% |
0.00 |
Volume |
778,978 |
932,356 |
153,378 |
19.7% |
1,930,105 |
|
Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.84 |
140.25 |
137.34 |
|
R3 |
139.25 |
138.66 |
136.91 |
|
R2 |
137.66 |
137.66 |
136.76 |
|
R1 |
137.07 |
137.07 |
136.62 |
137.37 |
PP |
136.07 |
136.07 |
136.07 |
136.22 |
S1 |
135.48 |
135.48 |
136.32 |
135.78 |
S2 |
134.48 |
134.48 |
136.18 |
|
S3 |
132.89 |
133.89 |
136.03 |
|
S4 |
131.30 |
132.30 |
135.60 |
|
|
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 |
136.67 |
132.72 |
3.95 |
2.9% |
1.34 |
1.0% |
95% |
True |
False |
668,621 |
10 |
137.22 |
132.72 |
4.50 |
3.3% |
1.24 |
0.9% |
83% |
False |
False |
534,114 |
20 |
142.91 |
132.72 |
10.19 |
7.5% |
1.40 |
1.0% |
37% |
False |
False |
611,375 |
40 |
142.91 |
132.72 |
10.19 |
7.5% |
1.38 |
1.0% |
37% |
False |
False |
367,939 |
60 |
142.91 |
132.55 |
10.36 |
7.6% |
1.24 |
0.9% |
38% |
False |
False |
245,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.43 |
2.618 |
140.83 |
1.618 |
139.24 |
1.000 |
138.26 |
0.618 |
137.65 |
HIGH |
136.67 |
0.618 |
136.06 |
0.500 |
135.88 |
0.382 |
135.69 |
LOW |
135.08 |
0.618 |
134.10 |
1.000 |
133.49 |
1.618 |
132.51 |
2.618 |
130.92 |
4.250 |
128.32 |
|
|
Fisher Pivots for day following 04-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
136.27 |
135.88 |
PP |
136.07 |
135.29 |
S1 |
135.88 |
134.70 |
|