Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 10-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2023 |
10-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
137.13 |
136.86 |
-0.27 |
-0.2% |
134.19 |
High |
137.38 |
136.93 |
-0.45 |
-0.3% |
137.47 |
Low |
136.40 |
136.04 |
-0.36 |
-0.3% |
133.79 |
Close |
137.03 |
136.20 |
-0.83 |
-0.6% |
137.43 |
Range |
0.98 |
0.89 |
-0.09 |
-9.2% |
3.68 |
ATR |
1.41 |
1.38 |
-0.03 |
-2.1% |
0.00 |
Volume |
722,518 |
765,634 |
43,116 |
6.0% |
3,368,206 |
|
Daily Pivots for day following 10-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.06 |
138.52 |
136.69 |
|
R3 |
138.17 |
137.63 |
136.44 |
|
R2 |
137.28 |
137.28 |
136.36 |
|
R1 |
136.74 |
136.74 |
136.28 |
136.57 |
PP |
136.39 |
136.39 |
136.39 |
136.30 |
S1 |
135.85 |
135.85 |
136.12 |
135.68 |
S2 |
135.50 |
135.50 |
136.04 |
|
S3 |
134.61 |
134.96 |
135.96 |
|
S4 |
133.72 |
134.07 |
135.71 |
|
|
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 |
135.08 |
2.39 |
1.8% |
1.22 |
0.9% |
47% |
False |
False |
815,476 |
10 |
137.47 |
132.72 |
4.75 |
3.5% |
1.27 |
0.9% |
73% |
False |
False |
678,646 |
20 |
141.70 |
132.72 |
8.98 |
6.6% |
1.34 |
1.0% |
39% |
False |
False |
641,868 |
40 |
142.91 |
132.72 |
10.19 |
7.5% |
1.32 |
1.0% |
34% |
False |
False |
446,452 |
60 |
142.91 |
132.55 |
10.36 |
7.6% |
1.25 |
0.9% |
35% |
False |
False |
297,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.71 |
2.618 |
139.26 |
1.618 |
138.37 |
1.000 |
137.82 |
0.618 |
137.48 |
HIGH |
136.93 |
0.618 |
136.59 |
0.500 |
136.49 |
0.382 |
136.38 |
LOW |
136.04 |
0.618 |
135.49 |
1.000 |
135.15 |
1.618 |
134.60 |
2.618 |
133.71 |
4.250 |
132.26 |
|
|
Fisher Pivots for day following 10-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
136.49 |
136.61 |
PP |
136.39 |
136.47 |
S1 |
136.30 |
136.34 |
|