Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 31-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2023 |
31-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
137.54 |
136.66 |
-0.88 |
-0.6% |
138.16 |
High |
137.93 |
137.30 |
-0.63 |
-0.5% |
139.36 |
Low |
136.38 |
136.49 |
0.11 |
0.1% |
136.88 |
Close |
136.70 |
136.82 |
0.12 |
0.1% |
137.44 |
Range |
1.55 |
0.81 |
-0.74 |
-47.7% |
2.48 |
ATR |
1.31 |
1.28 |
-0.04 |
-2.7% |
0.00 |
Volume |
720,481 |
892,375 |
171,894 |
23.9% |
3,675,924 |
|
Daily Pivots for day following 31-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.30 |
138.87 |
137.27 |
|
R3 |
138.49 |
138.06 |
137.04 |
|
R2 |
137.68 |
137.68 |
136.97 |
|
R1 |
137.25 |
137.25 |
136.89 |
137.47 |
PP |
136.87 |
136.87 |
136.87 |
136.98 |
S1 |
136.44 |
136.44 |
136.75 |
136.66 |
S2 |
136.06 |
136.06 |
136.67 |
|
S3 |
135.25 |
135.63 |
136.60 |
|
S4 |
134.44 |
134.82 |
136.37 |
|
|
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 |
136.38 |
2.98 |
2.2% |
1.07 |
0.8% |
15% |
False |
False |
770,385 |
10 |
140.73 |
136.38 |
4.35 |
3.2% |
1.18 |
0.9% |
10% |
False |
False |
789,156 |
20 |
140.73 |
133.79 |
6.94 |
5.1% |
1.28 |
0.9% |
44% |
False |
False |
818,559 |
40 |
142.91 |
132.72 |
10.19 |
7.4% |
1.32 |
1.0% |
40% |
False |
False |
708,259 |
60 |
142.91 |
132.72 |
10.19 |
7.4% |
1.31 |
1.0% |
40% |
False |
False |
489,627 |
80 |
142.91 |
132.55 |
10.36 |
7.6% |
1.25 |
0.9% |
41% |
False |
False |
367,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.74 |
2.618 |
139.42 |
1.618 |
138.61 |
1.000 |
138.11 |
0.618 |
137.80 |
HIGH |
137.30 |
0.618 |
136.99 |
0.500 |
136.90 |
0.382 |
136.80 |
LOW |
136.49 |
0.618 |
135.99 |
1.000 |
135.68 |
1.618 |
135.18 |
2.618 |
134.37 |
4.250 |
133.05 |
|
|
Fisher Pivots for day following 31-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
136.90 |
137.16 |
PP |
136.87 |
137.04 |
S1 |
136.85 |
136.93 |
|