Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 05-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2023 |
05-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
135.34 |
136.30 |
0.96 |
0.7% |
134.69 |
High |
136.67 |
136.48 |
-0.19 |
-0.1% |
134.75 |
Low |
135.08 |
135.55 |
0.47 |
0.3% |
132.72 |
Close |
136.47 |
135.99 |
-0.48 |
-0.4% |
132.93 |
Range |
1.59 |
0.93 |
-0.66 |
-41.5% |
2.03 |
ATR |
1.45 |
1.41 |
-0.04 |
-2.6% |
0.00 |
Volume |
932,356 |
903,010 |
-29,346 |
-3.1% |
1,930,105 |
|
Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.80 |
138.32 |
136.50 |
|
R3 |
137.87 |
137.39 |
136.25 |
|
R2 |
136.94 |
136.94 |
136.16 |
|
R1 |
136.46 |
136.46 |
136.08 |
136.24 |
PP |
136.01 |
136.01 |
136.01 |
135.89 |
S1 |
135.53 |
135.53 |
135.90 |
135.31 |
S2 |
135.08 |
135.08 |
135.82 |
|
S3 |
134.15 |
134.60 |
135.73 |
|
S4 |
133.22 |
133.67 |
135.48 |
|
|
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% |
1.36 |
1.0% |
83% |
False |
False |
779,523 |
10 |
136.67 |
132.72 |
3.95 |
2.9% |
1.19 |
0.9% |
83% |
False |
False |
564,474 |
20 |
142.91 |
132.72 |
10.19 |
7.5% |
1.35 |
1.0% |
32% |
False |
False |
622,243 |
40 |
142.91 |
132.72 |
10.19 |
7.5% |
1.37 |
1.0% |
32% |
False |
False |
390,498 |
60 |
142.91 |
132.55 |
10.36 |
7.6% |
1.25 |
0.9% |
33% |
False |
False |
260,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.43 |
2.618 |
138.91 |
1.618 |
137.98 |
1.000 |
137.41 |
0.618 |
137.05 |
HIGH |
136.48 |
0.618 |
136.12 |
0.500 |
136.02 |
0.382 |
135.91 |
LOW |
135.55 |
0.618 |
134.98 |
1.000 |
134.62 |
1.618 |
134.05 |
2.618 |
133.12 |
4.250 |
131.60 |
|
|
Fisher Pivots for day following 05-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
136.02 |
135.74 |
PP |
136.01 |
135.48 |
S1 |
136.00 |
135.23 |
|