Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 23-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2023 |
23-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
139.35 |
138.16 |
-1.19 |
-0.9% |
138.22 |
High |
139.55 |
138.44 |
-1.11 |
-0.8% |
140.73 |
Low |
138.12 |
137.66 |
-0.46 |
-0.3% |
137.66 |
Close |
138.27 |
137.97 |
-0.30 |
-0.2% |
138.27 |
Range |
1.43 |
0.78 |
-0.65 |
-45.5% |
3.07 |
ATR |
1.45 |
1.40 |
-0.05 |
-3.3% |
0.00 |
Volume |
716,267 |
617,044 |
-99,223 |
-13.9% |
3,557,273 |
|
Daily Pivots for day following 23-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.36 |
139.95 |
138.40 |
|
R3 |
139.58 |
139.17 |
138.18 |
|
R2 |
138.80 |
138.80 |
138.11 |
|
R1 |
138.39 |
138.39 |
138.04 |
138.21 |
PP |
138.02 |
138.02 |
138.02 |
137.93 |
S1 |
137.61 |
137.61 |
137.90 |
137.43 |
S2 |
137.24 |
137.24 |
137.83 |
|
S3 |
136.46 |
136.83 |
137.76 |
|
S4 |
135.68 |
136.05 |
137.54 |
|
|
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% |
1.48 |
1.1% |
10% |
False |
True |
834,863 |
10 |
140.73 |
136.04 |
4.69 |
3.4% |
1.33 |
1.0% |
41% |
False |
False |
833,125 |
20 |
140.73 |
132.72 |
8.01 |
5.8% |
1.31 |
0.9% |
66% |
False |
False |
713,737 |
40 |
142.91 |
132.72 |
10.19 |
7.4% |
1.36 |
1.0% |
52% |
False |
False |
616,147 |
60 |
142.91 |
132.72 |
10.19 |
7.4% |
1.34 |
1.0% |
52% |
False |
False |
411,777 |
80 |
142.91 |
132.55 |
10.36 |
7.5% |
1.22 |
0.9% |
52% |
False |
False |
308,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.76 |
2.618 |
140.48 |
1.618 |
139.70 |
1.000 |
139.22 |
0.618 |
138.92 |
HIGH |
138.44 |
0.618 |
138.14 |
0.500 |
138.05 |
0.382 |
137.96 |
LOW |
137.66 |
0.618 |
137.18 |
1.000 |
136.88 |
1.618 |
136.40 |
2.618 |
135.62 |
4.250 |
134.35 |
|
|
Fisher Pivots for day following 23-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
138.05 |
139.20 |
PP |
138.02 |
138.79 |
S1 |
138.00 |
138.38 |
|