Euro Bund Future March 2023
| Trading Metrics calculated at close of trading on 01-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
133.55 |
132.56 |
-0.99 |
-0.7% |
134.87 |
| High |
133.61 |
132.99 |
-0.62 |
-0.5% |
135.30 |
| Low |
132.06 |
131.76 |
-0.30 |
-0.2% |
133.63 |
| Close |
132.91 |
132.00 |
-0.91 |
-0.7% |
134.05 |
| Range |
1.55 |
1.23 |
-0.32 |
-20.6% |
1.67 |
| ATR |
1.27 |
1.27 |
0.00 |
-0.2% |
0.00 |
| Volume |
1,316,535 |
1,275,852 |
-40,683 |
-3.1% |
3,331,354 |
|
| Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.94 |
135.20 |
132.68 |
|
| R3 |
134.71 |
133.97 |
132.34 |
|
| R2 |
133.48 |
133.48 |
132.23 |
|
| R1 |
132.74 |
132.74 |
132.11 |
132.50 |
| PP |
132.25 |
132.25 |
132.25 |
132.13 |
| S1 |
131.51 |
131.51 |
131.89 |
131.27 |
| S2 |
131.02 |
131.02 |
131.77 |
|
| S3 |
129.79 |
130.28 |
131.66 |
|
| S4 |
128.56 |
129.05 |
131.32 |
|
|
| 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 |
131.76 |
3.54 |
2.7% |
1.30 |
1.0% |
7% |
False |
True |
1,002,836 |
| 10 |
135.60 |
131.76 |
3.84 |
2.9% |
1.20 |
0.9% |
6% |
False |
True |
905,221 |
| 20 |
139.86 |
131.76 |
8.10 |
6.1% |
1.25 |
0.9% |
3% |
False |
True |
872,331 |
| 40 |
140.73 |
131.76 |
8.97 |
6.8% |
1.27 |
1.0% |
3% |
False |
True |
845,445 |
| 60 |
142.91 |
131.76 |
11.15 |
8.4% |
1.30 |
1.0% |
2% |
False |
True |
762,950 |
| 80 |
142.91 |
131.76 |
11.15 |
8.4% |
1.30 |
1.0% |
2% |
False |
True |
585,303 |
| 100 |
142.91 |
131.76 |
11.15 |
8.4% |
1.25 |
0.9% |
2% |
False |
True |
468,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.22 |
|
2.618 |
136.21 |
|
1.618 |
134.98 |
|
1.000 |
134.22 |
|
0.618 |
133.75 |
|
HIGH |
132.99 |
|
0.618 |
132.52 |
|
0.500 |
132.38 |
|
0.382 |
132.23 |
|
LOW |
131.76 |
|
0.618 |
131.00 |
|
1.000 |
130.53 |
|
1.618 |
129.77 |
|
2.618 |
128.54 |
|
4.250 |
126.53 |
|
|
| Fisher Pivots for day following 01-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
132.38 |
133.06 |
| PP |
132.25 |
132.71 |
| S1 |
132.13 |
132.35 |
|