Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 11-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2023 |
11-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
136.86 |
136.51 |
-0.35 |
-0.3% |
134.19 |
High |
136.93 |
137.98 |
1.05 |
0.8% |
137.47 |
Low |
136.04 |
136.46 |
0.42 |
0.3% |
133.79 |
Close |
136.20 |
137.64 |
1.44 |
1.1% |
137.43 |
Range |
0.89 |
1.52 |
0.63 |
70.8% |
3.68 |
ATR |
1.38 |
1.41 |
0.03 |
2.1% |
0.00 |
Volume |
765,634 |
981,849 |
216,215 |
28.2% |
3,368,206 |
|
Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.92 |
141.30 |
138.48 |
|
R3 |
140.40 |
139.78 |
138.06 |
|
R2 |
138.88 |
138.88 |
137.92 |
|
R1 |
138.26 |
138.26 |
137.78 |
138.57 |
PP |
137.36 |
137.36 |
137.36 |
137.52 |
S1 |
136.74 |
136.74 |
137.50 |
137.05 |
S2 |
135.84 |
135.84 |
137.36 |
|
S3 |
134.32 |
135.22 |
137.22 |
|
S4 |
132.80 |
133.70 |
136.80 |
|
|
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 |
137.98 |
135.55 |
2.43 |
1.8% |
1.21 |
0.9% |
86% |
True |
False |
825,374 |
10 |
137.98 |
132.72 |
5.26 |
3.8% |
1.28 |
0.9% |
94% |
True |
False |
746,998 |
20 |
141.70 |
132.72 |
8.98 |
6.5% |
1.35 |
1.0% |
55% |
False |
False |
667,030 |
40 |
142.91 |
132.72 |
10.19 |
7.4% |
1.35 |
1.0% |
48% |
False |
False |
470,997 |
60 |
142.91 |
132.55 |
10.36 |
7.5% |
1.27 |
0.9% |
49% |
False |
False |
314,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.44 |
2.618 |
141.96 |
1.618 |
140.44 |
1.000 |
139.50 |
0.618 |
138.92 |
HIGH |
137.98 |
0.618 |
137.40 |
0.500 |
137.22 |
0.382 |
137.04 |
LOW |
136.46 |
0.618 |
135.52 |
1.000 |
134.94 |
1.618 |
134.00 |
2.618 |
132.48 |
4.250 |
130.00 |
|
|
Fisher Pivots for day following 11-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
137.50 |
137.43 |
PP |
137.36 |
137.22 |
S1 |
137.22 |
137.01 |
|