Euro Bund Future March 2023
| Trading Metrics calculated at close of trading on 15-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2023 |
15-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
136.10 |
135.29 |
-0.81 |
-0.6% |
137.66 |
| High |
136.56 |
135.60 |
-0.96 |
-0.7% |
137.79 |
| Low |
135.02 |
134.64 |
-0.38 |
-0.3% |
135.62 |
| Close |
135.21 |
134.74 |
-0.47 |
-0.3% |
135.91 |
| Range |
1.54 |
0.96 |
-0.58 |
-37.7% |
2.17 |
| ATR |
1.32 |
1.29 |
-0.03 |
-1.9% |
0.00 |
| Volume |
933,143 |
838,593 |
-94,550 |
-10.1% |
3,900,096 |
|
| Daily Pivots for day following 15-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.87 |
137.27 |
135.27 |
|
| R3 |
136.91 |
136.31 |
135.00 |
|
| R2 |
135.95 |
135.95 |
134.92 |
|
| R1 |
135.35 |
135.35 |
134.83 |
135.17 |
| PP |
134.99 |
134.99 |
134.99 |
134.91 |
| S1 |
134.39 |
134.39 |
134.65 |
134.21 |
| S2 |
134.03 |
134.03 |
134.56 |
|
| S3 |
133.07 |
133.43 |
134.48 |
|
| S4 |
132.11 |
132.47 |
134.21 |
|
|
| Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.95 |
141.60 |
137.10 |
|
| R3 |
140.78 |
139.43 |
136.51 |
|
| R2 |
138.61 |
138.61 |
136.31 |
|
| R1 |
137.26 |
137.26 |
136.11 |
136.85 |
| PP |
136.44 |
136.44 |
136.44 |
136.24 |
| S1 |
135.09 |
135.09 |
135.71 |
134.68 |
| S2 |
134.27 |
134.27 |
135.51 |
|
| S3 |
132.10 |
132.92 |
135.31 |
|
| S4 |
129.93 |
130.75 |
134.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137.38 |
134.64 |
2.74 |
2.0% |
1.05 |
0.8% |
4% |
False |
True |
757,933 |
| 10 |
139.86 |
134.64 |
5.22 |
3.9% |
1.31 |
1.0% |
2% |
False |
True |
851,412 |
| 20 |
140.73 |
134.64 |
6.09 |
4.5% |
1.20 |
0.9% |
2% |
False |
True |
807,993 |
| 40 |
140.73 |
132.72 |
8.01 |
5.9% |
1.24 |
0.9% |
25% |
False |
False |
742,082 |
| 60 |
142.91 |
132.72 |
10.19 |
7.6% |
1.30 |
1.0% |
20% |
False |
False |
642,756 |
| 80 |
142.91 |
132.72 |
10.19 |
7.6% |
1.29 |
1.0% |
20% |
False |
False |
482,645 |
| 100 |
142.91 |
132.55 |
10.36 |
7.7% |
1.24 |
0.9% |
21% |
False |
False |
386,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139.68 |
|
2.618 |
138.11 |
|
1.618 |
137.15 |
|
1.000 |
136.56 |
|
0.618 |
136.19 |
|
HIGH |
135.60 |
|
0.618 |
135.23 |
|
0.500 |
135.12 |
|
0.382 |
135.01 |
|
LOW |
134.64 |
|
0.618 |
134.05 |
|
1.000 |
133.68 |
|
1.618 |
133.09 |
|
2.618 |
132.13 |
|
4.250 |
130.56 |
|
|
| Fisher Pivots for day following 15-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
135.12 |
135.60 |
| PP |
134.99 |
135.31 |
| S1 |
134.87 |
135.03 |
|