Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 28-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2023 |
28-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
134.19 |
133.55 |
-0.64 |
-0.5% |
134.87 |
High |
134.36 |
133.61 |
-0.75 |
-0.6% |
135.30 |
Low |
133.40 |
132.06 |
-1.34 |
-1.0% |
133.63 |
Close |
133.63 |
132.91 |
-0.72 |
-0.5% |
134.05 |
Range |
0.96 |
1.55 |
0.59 |
61.5% |
1.67 |
ATR |
1.25 |
1.27 |
0.02 |
1.8% |
0.00 |
Volume |
705,495 |
1,316,535 |
611,040 |
86.6% |
3,331,354 |
|
Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.51 |
136.76 |
133.76 |
|
R3 |
135.96 |
135.21 |
133.34 |
|
R2 |
134.41 |
134.41 |
133.19 |
|
R1 |
133.66 |
133.66 |
133.05 |
133.26 |
PP |
132.86 |
132.86 |
132.86 |
132.66 |
S1 |
132.11 |
132.11 |
132.77 |
131.71 |
S2 |
131.31 |
131.31 |
132.63 |
|
S3 |
129.76 |
130.56 |
132.48 |
|
S4 |
128.21 |
129.01 |
132.06 |
|
|
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 |
132.06 |
3.24 |
2.4% |
1.21 |
0.9% |
26% |
False |
True |
909,241 |
10 |
136.56 |
132.06 |
4.50 |
3.4% |
1.23 |
0.9% |
19% |
False |
True |
870,951 |
20 |
139.86 |
132.06 |
7.80 |
5.9% |
1.23 |
0.9% |
11% |
False |
True |
853,157 |
40 |
140.73 |
132.06 |
8.67 |
6.5% |
1.27 |
1.0% |
10% |
False |
True |
823,055 |
60 |
142.91 |
132.06 |
10.85 |
8.2% |
1.29 |
1.0% |
8% |
False |
True |
754,603 |
80 |
142.91 |
132.06 |
10.85 |
8.2% |
1.29 |
1.0% |
8% |
False |
True |
569,358 |
100 |
142.91 |
132.06 |
10.85 |
8.2% |
1.24 |
0.9% |
8% |
False |
True |
455,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.20 |
2.618 |
137.67 |
1.618 |
136.12 |
1.000 |
135.16 |
0.618 |
134.57 |
HIGH |
133.61 |
0.618 |
133.02 |
0.500 |
132.84 |
0.382 |
132.65 |
LOW |
132.06 |
0.618 |
131.10 |
1.000 |
130.51 |
1.618 |
129.55 |
2.618 |
128.00 |
4.250 |
125.47 |
|
|
Fisher Pivots for day following 28-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
132.89 |
133.68 |
PP |
132.86 |
133.42 |
S1 |
132.84 |
133.17 |
|