Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 20-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2023 |
20-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
140.27 |
139.35 |
-0.92 |
-0.7% |
138.22 |
High |
140.73 |
139.55 |
-1.18 |
-0.8% |
140.73 |
Low |
139.12 |
138.12 |
-1.00 |
-0.7% |
137.66 |
Close |
139.55 |
138.27 |
-1.28 |
-0.9% |
138.27 |
Range |
1.61 |
1.43 |
-0.18 |
-11.2% |
3.07 |
ATR |
1.45 |
1.45 |
0.00 |
-0.1% |
0.00 |
Volume |
921,825 |
716,267 |
-205,558 |
-22.3% |
3,557,273 |
|
Daily Pivots for day following 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.94 |
142.03 |
139.06 |
|
R3 |
141.51 |
140.60 |
138.66 |
|
R2 |
140.08 |
140.08 |
138.53 |
|
R1 |
139.17 |
139.17 |
138.40 |
138.91 |
PP |
138.65 |
138.65 |
138.65 |
138.52 |
S1 |
137.74 |
137.74 |
138.14 |
137.48 |
S2 |
137.22 |
137.22 |
138.01 |
|
S3 |
135.79 |
136.31 |
137.88 |
|
S4 |
134.36 |
134.88 |
137.48 |
|
|
Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.10 |
146.25 |
139.96 |
|
R3 |
145.03 |
143.18 |
139.11 |
|
R2 |
141.96 |
141.96 |
138.83 |
|
R1 |
140.11 |
140.11 |
138.55 |
141.04 |
PP |
138.89 |
138.89 |
138.89 |
139.35 |
S1 |
137.04 |
137.04 |
137.99 |
137.97 |
S2 |
135.82 |
135.82 |
137.71 |
|
S3 |
132.75 |
133.97 |
137.43 |
|
S4 |
129.68 |
130.90 |
136.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140.73 |
137.66 |
3.07 |
2.2% |
1.53 |
1.1% |
20% |
False |
False |
843,920 |
10 |
140.73 |
135.74 |
4.99 |
3.6% |
1.42 |
1.0% |
51% |
False |
False |
846,807 |
20 |
140.73 |
132.72 |
8.01 |
5.8% |
1.31 |
0.9% |
69% |
False |
False |
705,641 |
40 |
142.91 |
132.72 |
10.19 |
7.4% |
1.38 |
1.0% |
54% |
False |
False |
600,867 |
60 |
142.91 |
132.72 |
10.19 |
7.4% |
1.32 |
1.0% |
54% |
False |
False |
401,496 |
80 |
142.91 |
132.55 |
10.36 |
7.5% |
1.25 |
0.9% |
55% |
False |
False |
301,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.63 |
2.618 |
143.29 |
1.618 |
141.86 |
1.000 |
140.98 |
0.618 |
140.43 |
HIGH |
139.55 |
0.618 |
139.00 |
0.500 |
138.84 |
0.382 |
138.67 |
LOW |
138.12 |
0.618 |
137.24 |
1.000 |
136.69 |
1.618 |
135.81 |
2.618 |
134.38 |
4.250 |
132.04 |
|
|
Fisher Pivots for day following 20-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
138.84 |
139.43 |
PP |
138.65 |
139.04 |
S1 |
138.46 |
138.66 |
|