Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 12-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2023 |
12-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
136.51 |
137.84 |
1.33 |
1.0% |
134.19 |
High |
137.98 |
139.09 |
1.11 |
0.8% |
137.47 |
Low |
136.46 |
137.63 |
1.17 |
0.9% |
133.79 |
Close |
137.64 |
138.22 |
0.58 |
0.4% |
137.43 |
Range |
1.52 |
1.46 |
-0.06 |
-3.9% |
3.68 |
ATR |
1.41 |
1.41 |
0.00 |
0.3% |
0.00 |
Volume |
981,849 |
1,024,609 |
42,760 |
4.4% |
3,368,206 |
|
Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.69 |
141.92 |
139.02 |
|
R3 |
141.23 |
140.46 |
138.62 |
|
R2 |
139.77 |
139.77 |
138.49 |
|
R1 |
139.00 |
139.00 |
138.35 |
139.39 |
PP |
138.31 |
138.31 |
138.31 |
138.51 |
S1 |
137.54 |
137.54 |
138.09 |
137.93 |
S2 |
136.85 |
136.85 |
137.95 |
|
S3 |
135.39 |
136.08 |
137.82 |
|
S4 |
133.93 |
134.62 |
137.42 |
|
|
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 |
139.09 |
135.74 |
3.35 |
2.4% |
1.32 |
1.0% |
74% |
True |
False |
849,694 |
10 |
139.09 |
132.72 |
6.37 |
4.6% |
1.34 |
1.0% |
86% |
True |
False |
814,608 |
20 |
141.06 |
132.72 |
8.34 |
6.0% |
1.33 |
1.0% |
66% |
False |
False |
682,321 |
40 |
142.91 |
132.72 |
10.19 |
7.4% |
1.35 |
1.0% |
54% |
False |
False |
496,503 |
60 |
142.91 |
132.55 |
10.36 |
7.5% |
1.28 |
0.9% |
55% |
False |
False |
331,171 |
80 |
142.91 |
132.55 |
10.36 |
7.5% |
1.24 |
0.9% |
55% |
False |
False |
248,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.30 |
2.618 |
142.91 |
1.618 |
141.45 |
1.000 |
140.55 |
0.618 |
139.99 |
HIGH |
139.09 |
0.618 |
138.53 |
0.500 |
138.36 |
0.382 |
138.19 |
LOW |
137.63 |
0.618 |
136.73 |
1.000 |
136.17 |
1.618 |
135.27 |
2.618 |
133.81 |
4.250 |
131.43 |
|
|
Fisher Pivots for day following 12-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
138.36 |
138.00 |
PP |
138.31 |
137.78 |
S1 |
138.27 |
137.57 |
|