Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 21-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2023 |
21-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
134.50 |
134.87 |
0.37 |
0.3% |
135.99 |
High |
135.33 |
134.97 |
-0.36 |
-0.3% |
136.56 |
Low |
133.67 |
133.76 |
0.09 |
0.1% |
133.67 |
Close |
134.89 |
133.95 |
-0.94 |
-0.7% |
134.89 |
Range |
1.66 |
1.21 |
-0.45 |
-27.1% |
2.89 |
ATR |
1.29 |
1.29 |
-0.01 |
-0.5% |
0.00 |
Volume |
829,340 |
807,175 |
-22,165 |
-2.7% |
3,946,932 |
|
Daily Pivots for day following 21-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.86 |
137.11 |
134.62 |
|
R3 |
136.65 |
135.90 |
134.28 |
|
R2 |
135.44 |
135.44 |
134.17 |
|
R1 |
134.69 |
134.69 |
134.06 |
134.46 |
PP |
134.23 |
134.23 |
134.23 |
134.11 |
S1 |
133.48 |
133.48 |
133.84 |
133.25 |
S2 |
133.02 |
133.02 |
133.73 |
|
S3 |
131.81 |
132.27 |
133.62 |
|
S4 |
130.60 |
131.06 |
133.28 |
|
|
Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.71 |
142.19 |
136.48 |
|
R3 |
140.82 |
139.30 |
135.68 |
|
R2 |
137.93 |
137.93 |
135.42 |
|
R1 |
136.41 |
136.41 |
135.15 |
135.73 |
PP |
135.04 |
135.04 |
135.04 |
134.70 |
S1 |
133.52 |
133.52 |
134.63 |
132.84 |
S2 |
132.15 |
132.15 |
134.36 |
|
S3 |
129.26 |
130.63 |
134.10 |
|
S4 |
126.37 |
127.74 |
133.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
136.56 |
133.67 |
2.89 |
2.2% |
1.25 |
0.9% |
10% |
False |
False |
832,660 |
10 |
137.38 |
133.67 |
3.71 |
2.8% |
1.10 |
0.8% |
8% |
False |
False |
795,891 |
20 |
139.86 |
133.67 |
6.19 |
4.6% |
1.20 |
0.9% |
5% |
False |
False |
814,815 |
40 |
140.73 |
132.72 |
8.01 |
6.0% |
1.26 |
0.9% |
15% |
False |
False |
764,276 |
60 |
142.91 |
132.72 |
10.19 |
7.6% |
1.31 |
1.0% |
12% |
False |
False |
682,370 |
80 |
142.91 |
132.72 |
10.19 |
7.6% |
1.30 |
1.0% |
12% |
False |
False |
512,536 |
100 |
142.91 |
132.55 |
10.36 |
7.7% |
1.22 |
0.9% |
14% |
False |
False |
410,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.11 |
2.618 |
138.14 |
1.618 |
136.93 |
1.000 |
136.18 |
0.618 |
135.72 |
HIGH |
134.97 |
0.618 |
134.51 |
0.500 |
134.37 |
0.382 |
134.22 |
LOW |
133.76 |
0.618 |
133.01 |
1.000 |
132.55 |
1.618 |
131.80 |
2.618 |
130.59 |
4.250 |
128.62 |
|
|
Fisher Pivots for day following 21-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
134.37 |
134.50 |
PP |
134.23 |
134.32 |
S1 |
134.09 |
134.13 |
|