Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 09-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2023 |
09-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
136.08 |
137.13 |
1.05 |
0.8% |
134.19 |
High |
137.47 |
137.38 |
-0.09 |
-0.1% |
137.47 |
Low |
135.74 |
136.40 |
0.66 |
0.5% |
133.79 |
Close |
137.43 |
137.03 |
-0.40 |
-0.3% |
137.43 |
Range |
1.73 |
0.98 |
-0.75 |
-43.4% |
3.68 |
ATR |
1.44 |
1.41 |
-0.03 |
-2.0% |
0.00 |
Volume |
753,862 |
722,518 |
-31,344 |
-4.2% |
3,368,206 |
|
Daily Pivots for day following 09-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.88 |
139.43 |
137.57 |
|
R3 |
138.90 |
138.45 |
137.30 |
|
R2 |
137.92 |
137.92 |
137.21 |
|
R1 |
137.47 |
137.47 |
137.12 |
137.21 |
PP |
136.94 |
136.94 |
136.94 |
136.80 |
S1 |
136.49 |
136.49 |
136.94 |
136.23 |
S2 |
135.96 |
135.96 |
136.85 |
|
S3 |
134.98 |
135.51 |
136.76 |
|
S4 |
134.00 |
134.53 |
136.49 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.27 |
146.03 |
139.45 |
|
R3 |
143.59 |
142.35 |
138.44 |
|
R2 |
139.91 |
139.91 |
138.10 |
|
R1 |
138.67 |
138.67 |
137.77 |
139.29 |
PP |
136.23 |
136.23 |
136.23 |
136.54 |
S1 |
134.99 |
134.99 |
137.09 |
135.61 |
S2 |
132.55 |
132.55 |
136.76 |
|
S3 |
128.87 |
131.31 |
136.42 |
|
S4 |
125.19 |
127.63 |
135.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
137.47 |
133.79 |
3.68 |
2.7% |
1.40 |
1.0% |
88% |
False |
False |
818,144 |
10 |
137.47 |
132.72 |
4.75 |
3.5% |
1.26 |
0.9% |
91% |
False |
False |
634,342 |
20 |
141.94 |
132.72 |
9.22 |
6.7% |
1.37 |
1.0% |
47% |
False |
False |
633,266 |
40 |
142.91 |
132.72 |
10.19 |
7.4% |
1.34 |
1.0% |
42% |
False |
False |
427,321 |
60 |
142.91 |
132.55 |
10.36 |
7.6% |
1.26 |
0.9% |
43% |
False |
False |
284,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.55 |
2.618 |
139.95 |
1.618 |
138.97 |
1.000 |
138.36 |
0.618 |
137.99 |
HIGH |
137.38 |
0.618 |
137.01 |
0.500 |
136.89 |
0.382 |
136.77 |
LOW |
136.40 |
0.618 |
135.79 |
1.000 |
135.42 |
1.618 |
134.81 |
2.618 |
133.83 |
4.250 |
132.24 |
|
|
Fisher Pivots for day following 09-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
136.98 |
136.86 |
PP |
136.94 |
136.68 |
S1 |
136.89 |
136.51 |
|