Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 24-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2023 |
24-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
138.16 |
137.88 |
-0.28 |
-0.2% |
138.22 |
High |
138.44 |
138.49 |
0.05 |
0.0% |
140.73 |
Low |
137.66 |
137.54 |
-0.12 |
-0.1% |
137.66 |
Close |
137.97 |
138.33 |
0.36 |
0.3% |
138.27 |
Range |
0.78 |
0.95 |
0.17 |
21.8% |
3.07 |
ATR |
1.40 |
1.37 |
-0.03 |
-2.3% |
0.00 |
Volume |
617,044 |
819,809 |
202,765 |
32.9% |
3,557,273 |
|
Daily Pivots for day following 24-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.97 |
140.60 |
138.85 |
|
R3 |
140.02 |
139.65 |
138.59 |
|
R2 |
139.07 |
139.07 |
138.50 |
|
R1 |
138.70 |
138.70 |
138.42 |
138.89 |
PP |
138.12 |
138.12 |
138.12 |
138.21 |
S1 |
137.75 |
137.75 |
138.24 |
137.94 |
S2 |
137.17 |
137.17 |
138.16 |
|
S3 |
136.22 |
136.80 |
138.07 |
|
S4 |
135.27 |
135.85 |
137.81 |
|
|
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 |
137.54 |
3.19 |
2.3% |
1.30 |
0.9% |
25% |
False |
True |
807,927 |
10 |
140.73 |
136.04 |
4.69 |
3.4% |
1.33 |
1.0% |
49% |
False |
False |
842,854 |
20 |
140.73 |
132.72 |
8.01 |
5.8% |
1.30 |
0.9% |
70% |
False |
False |
738,598 |
40 |
142.91 |
132.72 |
10.19 |
7.4% |
1.35 |
1.0% |
55% |
False |
False |
636,315 |
60 |
142.91 |
132.72 |
10.19 |
7.4% |
1.30 |
0.9% |
55% |
False |
False |
425,435 |
80 |
142.91 |
132.55 |
10.36 |
7.5% |
1.23 |
0.9% |
56% |
False |
False |
319,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.53 |
2.618 |
140.98 |
1.618 |
140.03 |
1.000 |
139.44 |
0.618 |
139.08 |
HIGH |
138.49 |
0.618 |
138.13 |
0.500 |
138.02 |
0.382 |
137.90 |
LOW |
137.54 |
0.618 |
136.95 |
1.000 |
136.59 |
1.618 |
136.00 |
2.618 |
135.05 |
4.250 |
133.50 |
|
|
Fisher Pivots for day following 24-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
138.23 |
138.55 |
PP |
138.12 |
138.47 |
S1 |
138.02 |
138.40 |
|