Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 06-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2023 |
06-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
139.56 |
137.66 |
-1.90 |
-1.4% |
137.54 |
High |
139.65 |
137.79 |
-1.86 |
-1.3% |
139.86 |
Low |
137.70 |
136.70 |
-1.00 |
-0.7% |
136.38 |
Close |
138.05 |
136.91 |
-1.14 |
-0.8% |
138.05 |
Range |
1.95 |
1.09 |
-0.86 |
-44.1% |
3.48 |
ATR |
1.43 |
1.43 |
-0.01 |
-0.4% |
0.00 |
Volume |
1,003,407 |
695,293 |
-308,114 |
-30.7% |
4,583,220 |
|
Daily Pivots for day following 06-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.40 |
139.75 |
137.51 |
|
R3 |
139.31 |
138.66 |
137.21 |
|
R2 |
138.22 |
138.22 |
137.11 |
|
R1 |
137.57 |
137.57 |
137.01 |
137.35 |
PP |
137.13 |
137.13 |
137.13 |
137.03 |
S1 |
136.48 |
136.48 |
136.81 |
136.26 |
S2 |
136.04 |
136.04 |
136.71 |
|
S3 |
134.95 |
135.39 |
136.61 |
|
S4 |
133.86 |
134.30 |
136.31 |
|
|
Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.54 |
146.77 |
139.96 |
|
R3 |
145.06 |
143.29 |
139.01 |
|
R2 |
141.58 |
141.58 |
138.69 |
|
R1 |
139.81 |
139.81 |
138.37 |
140.70 |
PP |
138.10 |
138.10 |
138.10 |
138.54 |
S1 |
136.33 |
136.33 |
137.73 |
137.22 |
S2 |
134.62 |
134.62 |
137.41 |
|
S3 |
131.14 |
132.85 |
137.09 |
|
S4 |
127.66 |
129.37 |
136.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
139.86 |
136.49 |
3.37 |
2.5% |
1.51 |
1.1% |
12% |
False |
False |
911,606 |
10 |
139.86 |
136.38 |
3.48 |
2.5% |
1.30 |
1.0% |
15% |
False |
False |
833,739 |
20 |
140.73 |
136.04 |
4.69 |
3.4% |
1.32 |
1.0% |
19% |
False |
False |
833,432 |
40 |
142.55 |
132.72 |
9.83 |
7.2% |
1.35 |
1.0% |
43% |
False |
False |
728,271 |
60 |
142.91 |
132.72 |
10.19 |
7.4% |
1.36 |
1.0% |
41% |
False |
False |
550,663 |
80 |
142.91 |
132.55 |
10.36 |
7.6% |
1.28 |
0.9% |
42% |
False |
False |
413,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.42 |
2.618 |
140.64 |
1.618 |
139.55 |
1.000 |
138.88 |
0.618 |
138.46 |
HIGH |
137.79 |
0.618 |
137.37 |
0.500 |
137.25 |
0.382 |
137.12 |
LOW |
136.70 |
0.618 |
136.03 |
1.000 |
135.61 |
1.618 |
134.94 |
2.618 |
133.85 |
4.250 |
132.07 |
|
|
Fisher Pivots for day following 06-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
137.25 |
138.28 |
PP |
137.13 |
137.82 |
S1 |
137.02 |
137.37 |
|