Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 26-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2023 |
26-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
138.50 |
138.62 |
0.12 |
0.1% |
138.22 |
High |
139.36 |
138.62 |
-0.74 |
-0.5% |
140.73 |
Low |
138.20 |
137.70 |
-0.50 |
-0.4% |
137.66 |
Close |
138.36 |
137.75 |
-0.61 |
-0.4% |
138.27 |
Range |
1.16 |
0.92 |
-0.24 |
-20.7% |
3.07 |
ATR |
1.35 |
1.32 |
-0.03 |
-2.3% |
0.00 |
Volume |
895,036 |
694,934 |
-200,102 |
-22.4% |
3,557,273 |
|
Daily Pivots for day following 26-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.78 |
140.19 |
138.26 |
|
R3 |
139.86 |
139.27 |
138.00 |
|
R2 |
138.94 |
138.94 |
137.92 |
|
R1 |
138.35 |
138.35 |
137.83 |
138.19 |
PP |
138.02 |
138.02 |
138.02 |
137.94 |
S1 |
137.43 |
137.43 |
137.67 |
137.27 |
S2 |
137.10 |
137.10 |
137.58 |
|
S3 |
136.18 |
136.51 |
137.50 |
|
S4 |
135.26 |
135.59 |
137.24 |
|
|
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 |
139.55 |
137.54 |
2.01 |
1.5% |
1.05 |
0.8% |
10% |
False |
False |
748,618 |
10 |
140.73 |
137.54 |
3.19 |
2.3% |
1.29 |
0.9% |
7% |
False |
False |
827,103 |
20 |
140.73 |
132.72 |
8.01 |
5.8% |
1.28 |
0.9% |
63% |
False |
False |
787,050 |
40 |
142.91 |
132.72 |
10.19 |
7.4% |
1.33 |
1.0% |
49% |
False |
False |
675,204 |
60 |
142.91 |
132.72 |
10.19 |
7.4% |
1.29 |
0.9% |
49% |
False |
False |
451,933 |
80 |
142.91 |
132.55 |
10.36 |
7.5% |
1.22 |
0.9% |
50% |
False |
False |
338,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.53 |
2.618 |
141.03 |
1.618 |
140.11 |
1.000 |
139.54 |
0.618 |
139.19 |
HIGH |
138.62 |
0.618 |
138.27 |
0.500 |
138.16 |
0.382 |
138.05 |
LOW |
137.70 |
0.618 |
137.13 |
1.000 |
136.78 |
1.618 |
136.21 |
2.618 |
135.29 |
4.250 |
133.79 |
|
|
Fisher Pivots for day following 26-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
138.16 |
138.45 |
PP |
138.02 |
138.22 |
S1 |
137.89 |
137.98 |
|