Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 01-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2023 |
01-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
136.66 |
136.92 |
0.26 |
0.2% |
138.16 |
High |
137.30 |
137.50 |
0.20 |
0.1% |
139.36 |
Low |
136.49 |
136.66 |
0.17 |
0.1% |
136.88 |
Close |
136.82 |
136.75 |
-0.07 |
-0.1% |
137.44 |
Range |
0.81 |
0.84 |
0.03 |
3.7% |
2.48 |
ATR |
1.28 |
1.24 |
-0.03 |
-2.4% |
0.00 |
Volume |
892,375 |
718,882 |
-173,493 |
-19.4% |
3,675,924 |
|
Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.49 |
138.96 |
137.21 |
|
R3 |
138.65 |
138.12 |
136.98 |
|
R2 |
137.81 |
137.81 |
136.90 |
|
R1 |
137.28 |
137.28 |
136.83 |
137.13 |
PP |
136.97 |
136.97 |
136.97 |
136.89 |
S1 |
136.44 |
136.44 |
136.67 |
136.29 |
S2 |
136.13 |
136.13 |
136.60 |
|
S3 |
135.29 |
135.60 |
136.52 |
|
S4 |
134.45 |
134.76 |
136.29 |
|
|
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 |
138.62 |
136.38 |
2.24 |
1.6% |
1.00 |
0.7% |
17% |
False |
False |
735,154 |
10 |
140.73 |
136.38 |
4.35 |
3.2% |
1.10 |
0.8% |
9% |
False |
False |
764,575 |
20 |
140.73 |
135.08 |
5.65 |
4.1% |
1.23 |
0.9% |
30% |
False |
False |
815,555 |
40 |
142.91 |
132.72 |
10.19 |
7.5% |
1.30 |
1.0% |
40% |
False |
False |
710,760 |
60 |
142.91 |
132.72 |
10.19 |
7.5% |
1.32 |
1.0% |
40% |
False |
False |
501,607 |
80 |
142.91 |
132.55 |
10.36 |
7.6% |
1.24 |
0.9% |
41% |
False |
False |
376,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.07 |
2.618 |
139.70 |
1.618 |
138.86 |
1.000 |
138.34 |
0.618 |
138.02 |
HIGH |
137.50 |
0.618 |
137.18 |
0.500 |
137.08 |
0.382 |
136.98 |
LOW |
136.66 |
0.618 |
136.14 |
1.000 |
135.82 |
1.618 |
135.30 |
2.618 |
134.46 |
4.250 |
133.09 |
|
|
Fisher Pivots for day following 01-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
137.08 |
137.16 |
PP |
136.97 |
137.02 |
S1 |
136.86 |
136.89 |
|