Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 27-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2023 |
27-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
134.82 |
134.19 |
-0.63 |
-0.5% |
134.87 |
High |
135.30 |
134.36 |
-0.94 |
-0.7% |
135.30 |
Low |
133.67 |
133.40 |
-0.27 |
-0.2% |
133.63 |
Close |
134.05 |
133.63 |
-0.42 |
-0.3% |
134.05 |
Range |
1.63 |
0.96 |
-0.67 |
-41.1% |
1.67 |
ATR |
1.27 |
1.25 |
-0.02 |
-1.7% |
0.00 |
Volume |
880,713 |
705,495 |
-175,218 |
-19.9% |
3,331,354 |
|
Daily Pivots for day following 27-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.68 |
136.11 |
134.16 |
|
R3 |
135.72 |
135.15 |
133.89 |
|
R2 |
134.76 |
134.76 |
133.81 |
|
R1 |
134.19 |
134.19 |
133.72 |
134.00 |
PP |
133.80 |
133.80 |
133.80 |
133.70 |
S1 |
133.23 |
133.23 |
133.54 |
133.04 |
S2 |
132.84 |
132.84 |
133.45 |
|
S3 |
131.88 |
132.27 |
133.37 |
|
S4 |
130.92 |
131.31 |
133.10 |
|
|
Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.34 |
138.36 |
134.97 |
|
R3 |
137.67 |
136.69 |
134.51 |
|
R2 |
136.00 |
136.00 |
134.36 |
|
R1 |
135.02 |
135.02 |
134.20 |
134.68 |
PP |
134.33 |
134.33 |
134.33 |
134.15 |
S1 |
133.35 |
133.35 |
133.90 |
133.01 |
S2 |
132.66 |
132.66 |
133.74 |
|
S3 |
130.99 |
131.68 |
133.59 |
|
S4 |
129.32 |
130.01 |
133.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135.30 |
133.40 |
1.90 |
1.4% |
1.15 |
0.9% |
12% |
False |
True |
807,369 |
10 |
136.56 |
133.40 |
3.16 |
2.4% |
1.15 |
0.9% |
7% |
False |
True |
798,378 |
20 |
139.86 |
133.40 |
6.46 |
4.8% |
1.23 |
0.9% |
4% |
False |
True |
823,354 |
40 |
140.73 |
132.72 |
8.01 |
6.0% |
1.26 |
0.9% |
11% |
False |
False |
812,717 |
60 |
142.91 |
132.72 |
10.19 |
7.6% |
1.29 |
1.0% |
9% |
False |
False |
734,733 |
80 |
142.91 |
132.72 |
10.19 |
7.6% |
1.28 |
1.0% |
9% |
False |
False |
552,902 |
100 |
142.91 |
132.55 |
10.36 |
7.8% |
1.23 |
0.9% |
10% |
False |
False |
442,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.44 |
2.618 |
136.87 |
1.618 |
135.91 |
1.000 |
135.32 |
0.618 |
134.95 |
HIGH |
134.36 |
0.618 |
133.99 |
0.500 |
133.88 |
0.382 |
133.77 |
LOW |
133.40 |
0.618 |
132.81 |
1.000 |
132.44 |
1.618 |
131.85 |
2.618 |
130.89 |
4.250 |
129.32 |
|
|
Fisher Pivots for day following 27-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
133.88 |
134.35 |
PP |
133.80 |
134.11 |
S1 |
133.71 |
133.87 |
|