Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 27-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2023 |
27-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
138.62 |
137.78 |
-0.84 |
-0.6% |
138.16 |
High |
138.62 |
137.78 |
-0.84 |
-0.6% |
139.36 |
Low |
137.70 |
136.88 |
-0.82 |
-0.6% |
136.88 |
Close |
137.75 |
137.44 |
-0.31 |
-0.2% |
137.44 |
Range |
0.92 |
0.90 |
-0.02 |
-2.2% |
2.48 |
ATR |
1.32 |
1.29 |
-0.03 |
-2.3% |
0.00 |
Volume |
694,934 |
649,101 |
-45,833 |
-6.6% |
3,675,924 |
|
Daily Pivots for day following 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.07 |
139.65 |
137.94 |
|
R3 |
139.17 |
138.75 |
137.69 |
|
R2 |
138.27 |
138.27 |
137.61 |
|
R1 |
137.85 |
137.85 |
137.52 |
137.61 |
PP |
137.37 |
137.37 |
137.37 |
137.25 |
S1 |
136.95 |
136.95 |
137.36 |
136.71 |
S2 |
136.47 |
136.47 |
137.28 |
|
S3 |
135.57 |
136.05 |
137.19 |
|
S4 |
134.67 |
135.15 |
136.95 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.33 |
143.87 |
138.80 |
|
R3 |
142.85 |
141.39 |
138.12 |
|
R2 |
140.37 |
140.37 |
137.89 |
|
R1 |
138.91 |
138.91 |
137.67 |
138.40 |
PP |
137.89 |
137.89 |
137.89 |
137.64 |
S1 |
136.43 |
136.43 |
137.21 |
135.92 |
S2 |
135.41 |
135.41 |
136.99 |
|
S3 |
132.93 |
133.95 |
136.76 |
|
S4 |
130.45 |
131.47 |
136.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
139.36 |
136.88 |
2.48 |
1.8% |
0.94 |
0.7% |
23% |
False |
True |
735,184 |
10 |
140.73 |
136.88 |
3.85 |
2.8% |
1.24 |
0.9% |
15% |
False |
True |
789,552 |
20 |
140.73 |
132.72 |
8.01 |
5.8% |
1.29 |
0.9% |
59% |
False |
False |
802,080 |
40 |
142.91 |
132.72 |
10.19 |
7.4% |
1.31 |
1.0% |
46% |
False |
False |
690,422 |
60 |
142.91 |
132.72 |
10.19 |
7.4% |
1.29 |
0.9% |
46% |
False |
False |
462,751 |
80 |
142.91 |
132.55 |
10.36 |
7.5% |
1.23 |
0.9% |
47% |
False |
False |
347,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.61 |
2.618 |
140.14 |
1.618 |
139.24 |
1.000 |
138.68 |
0.618 |
138.34 |
HIGH |
137.78 |
0.618 |
137.44 |
0.500 |
137.33 |
0.382 |
137.22 |
LOW |
136.88 |
0.618 |
136.32 |
1.000 |
135.98 |
1.618 |
135.42 |
2.618 |
134.52 |
4.250 |
133.06 |
|
|
Fisher Pivots for day following 27-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
137.40 |
138.12 |
PP |
137.37 |
137.89 |
S1 |
137.33 |
137.67 |
|