Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 02-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2023 |
02-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
136.92 |
137.11 |
0.19 |
0.1% |
138.16 |
High |
137.50 |
139.86 |
2.36 |
1.7% |
139.36 |
Low |
136.66 |
137.00 |
0.34 |
0.2% |
136.88 |
Close |
136.75 |
139.83 |
3.08 |
2.3% |
137.44 |
Range |
0.84 |
2.86 |
2.02 |
240.5% |
2.48 |
ATR |
1.24 |
1.38 |
0.13 |
10.7% |
0.00 |
Volume |
718,882 |
1,248,075 |
529,193 |
73.6% |
3,675,924 |
|
Daily Pivots for day following 02-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.48 |
146.51 |
141.40 |
|
R3 |
144.62 |
143.65 |
140.62 |
|
R2 |
141.76 |
141.76 |
140.35 |
|
R1 |
140.79 |
140.79 |
140.09 |
141.28 |
PP |
138.90 |
138.90 |
138.90 |
139.14 |
S1 |
137.93 |
137.93 |
139.57 |
138.42 |
S2 |
136.04 |
136.04 |
139.31 |
|
S3 |
133.18 |
135.07 |
139.04 |
|
S4 |
130.32 |
132.21 |
138.26 |
|
|
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 |
139.86 |
136.38 |
3.48 |
2.5% |
1.39 |
1.0% |
99% |
True |
False |
845,782 |
10 |
139.86 |
136.38 |
3.48 |
2.5% |
1.22 |
0.9% |
99% |
True |
False |
797,200 |
20 |
140.73 |
135.55 |
5.18 |
3.7% |
1.30 |
0.9% |
83% |
False |
False |
831,341 |
40 |
142.91 |
132.72 |
10.19 |
7.3% |
1.35 |
1.0% |
70% |
False |
False |
721,358 |
60 |
142.91 |
132.72 |
10.19 |
7.3% |
1.35 |
1.0% |
70% |
False |
False |
522,406 |
80 |
142.91 |
132.55 |
10.36 |
7.4% |
1.26 |
0.9% |
70% |
False |
False |
391,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.02 |
2.618 |
147.35 |
1.618 |
144.49 |
1.000 |
142.72 |
0.618 |
141.63 |
HIGH |
139.86 |
0.618 |
138.77 |
0.500 |
138.43 |
0.382 |
138.09 |
LOW |
137.00 |
0.618 |
135.23 |
1.000 |
134.14 |
1.618 |
132.37 |
2.618 |
129.51 |
4.250 |
124.85 |
|
|
Fisher Pivots for day following 02-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
139.36 |
139.28 |
PP |
138.90 |
138.73 |
S1 |
138.43 |
138.18 |
|