Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 17-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2023 |
17-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
138.45 |
138.22 |
-0.23 |
-0.2% |
137.13 |
High |
139.06 |
139.52 |
0.46 |
0.3% |
139.09 |
Low |
138.01 |
137.66 |
-0.35 |
-0.3% |
136.04 |
Close |
138.31 |
139.26 |
0.95 |
0.7% |
138.31 |
Range |
1.05 |
1.86 |
0.81 |
77.1% |
3.05 |
ATR |
1.38 |
1.42 |
0.03 |
2.5% |
0.00 |
Volume |
662,328 |
954,487 |
292,159 |
44.1% |
4,156,938 |
|
Daily Pivots for day following 17-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.39 |
143.69 |
140.28 |
|
R3 |
142.53 |
141.83 |
139.77 |
|
R2 |
140.67 |
140.67 |
139.60 |
|
R1 |
139.97 |
139.97 |
139.43 |
140.32 |
PP |
138.81 |
138.81 |
138.81 |
138.99 |
S1 |
138.11 |
138.11 |
139.09 |
138.46 |
S2 |
136.95 |
136.95 |
138.92 |
|
S3 |
135.09 |
136.25 |
138.75 |
|
S4 |
133.23 |
134.39 |
138.24 |
|
|
Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.96 |
145.69 |
139.99 |
|
R3 |
143.91 |
142.64 |
139.15 |
|
R2 |
140.86 |
140.86 |
138.87 |
|
R1 |
139.59 |
139.59 |
138.59 |
140.23 |
PP |
137.81 |
137.81 |
137.81 |
138.13 |
S1 |
136.54 |
136.54 |
138.03 |
137.18 |
S2 |
134.76 |
134.76 |
137.75 |
|
S3 |
131.71 |
133.49 |
137.47 |
|
S4 |
128.66 |
130.44 |
136.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
139.52 |
136.04 |
3.48 |
2.5% |
1.36 |
1.0% |
93% |
True |
False |
877,781 |
10 |
139.52 |
133.79 |
5.73 |
4.1% |
1.38 |
1.0% |
95% |
True |
False |
847,963 |
20 |
139.52 |
132.72 |
6.80 |
4.9% |
1.27 |
0.9% |
96% |
True |
False |
671,446 |
40 |
142.91 |
132.72 |
10.19 |
7.3% |
1.34 |
1.0% |
64% |
False |
False |
536,212 |
60 |
142.91 |
132.55 |
10.36 |
7.4% |
1.30 |
0.9% |
65% |
False |
False |
358,117 |
80 |
142.91 |
132.55 |
10.36 |
7.4% |
1.25 |
0.9% |
65% |
False |
False |
268,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.43 |
2.618 |
144.39 |
1.618 |
142.53 |
1.000 |
141.38 |
0.618 |
140.67 |
HIGH |
139.52 |
0.618 |
138.81 |
0.500 |
138.59 |
0.382 |
138.37 |
LOW |
137.66 |
0.618 |
136.51 |
1.000 |
135.80 |
1.618 |
134.65 |
2.618 |
132.79 |
4.250 |
129.76 |
|
|
Fisher Pivots for day following 17-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
139.04 |
139.03 |
PP |
138.81 |
138.80 |
S1 |
138.59 |
138.58 |
|