Euro Bund Future March 2023
| Trading Metrics calculated at close of trading on 19-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2023 |
19-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
139.13 |
140.27 |
1.14 |
0.8% |
137.13 |
| High |
140.68 |
140.73 |
0.05 |
0.0% |
139.09 |
| Low |
138.97 |
139.12 |
0.15 |
0.1% |
136.04 |
| Close |
140.30 |
139.55 |
-0.75 |
-0.5% |
138.31 |
| Range |
1.71 |
1.61 |
-0.10 |
-5.8% |
3.05 |
| ATR |
1.44 |
1.45 |
0.01 |
0.8% |
0.00 |
| Volume |
964,694 |
921,825 |
-42,869 |
-4.4% |
4,156,938 |
|
| Daily Pivots for day following 19-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.63 |
143.70 |
140.44 |
|
| R3 |
143.02 |
142.09 |
139.99 |
|
| R2 |
141.41 |
141.41 |
139.85 |
|
| R1 |
140.48 |
140.48 |
139.70 |
140.14 |
| PP |
139.80 |
139.80 |
139.80 |
139.63 |
| S1 |
138.87 |
138.87 |
139.40 |
138.53 |
| S2 |
138.19 |
138.19 |
139.25 |
|
| S3 |
136.58 |
137.26 |
139.11 |
|
| S4 |
134.97 |
135.65 |
138.66 |
|
|
| 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 |
140.73 |
137.63 |
3.10 |
2.2% |
1.54 |
1.1% |
62% |
True |
False |
905,588 |
| 10 |
140.73 |
135.55 |
5.18 |
3.7% |
1.37 |
1.0% |
77% |
True |
False |
865,481 |
| 20 |
140.73 |
132.72 |
8.01 |
5.7% |
1.31 |
0.9% |
85% |
True |
False |
699,798 |
| 40 |
142.91 |
132.72 |
10.19 |
7.3% |
1.36 |
1.0% |
67% |
False |
False |
583,073 |
| 60 |
142.91 |
132.72 |
10.19 |
7.3% |
1.32 |
0.9% |
67% |
False |
False |
389,559 |
| 80 |
142.91 |
132.55 |
10.36 |
7.4% |
1.25 |
0.9% |
68% |
False |
False |
292,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.57 |
|
2.618 |
144.94 |
|
1.618 |
143.33 |
|
1.000 |
142.34 |
|
0.618 |
141.72 |
|
HIGH |
140.73 |
|
0.618 |
140.11 |
|
0.500 |
139.93 |
|
0.382 |
139.74 |
|
LOW |
139.12 |
|
0.618 |
138.13 |
|
1.000 |
137.51 |
|
1.618 |
136.52 |
|
2.618 |
134.91 |
|
4.250 |
132.28 |
|
|
| Fisher Pivots for day following 19-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
139.93 |
139.43 |
| PP |
139.80 |
139.31 |
| S1 |
139.68 |
139.20 |
|