Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 06-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2023 |
06-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
131.49 |
132.27 |
0.78 |
0.6% |
134.19 |
High |
132.25 |
132.74 |
0.49 |
0.4% |
134.36 |
Low |
131.43 |
131.45 |
0.02 |
0.0% |
131.31 |
Close |
131.71 |
131.86 |
0.15 |
0.1% |
131.71 |
Range |
0.82 |
1.29 |
0.47 |
57.3% |
3.05 |
ATR |
1.21 |
1.21 |
0.01 |
0.5% |
0.00 |
Volume |
1,089,800 |
822,863 |
-266,937 |
-24.5% |
5,982,212 |
|
Daily Pivots for day following 06-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.89 |
135.16 |
132.57 |
|
R3 |
134.60 |
133.87 |
132.21 |
|
R2 |
133.31 |
133.31 |
132.10 |
|
R1 |
132.58 |
132.58 |
131.98 |
132.30 |
PP |
132.02 |
132.02 |
132.02 |
131.88 |
S1 |
131.29 |
131.29 |
131.74 |
131.01 |
S2 |
130.73 |
130.73 |
131.62 |
|
S3 |
129.44 |
130.00 |
131.51 |
|
S4 |
128.15 |
128.71 |
131.15 |
|
|
Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.61 |
139.71 |
133.39 |
|
R3 |
138.56 |
136.66 |
132.55 |
|
R2 |
135.51 |
135.51 |
132.27 |
|
R1 |
133.61 |
133.61 |
131.99 |
133.04 |
PP |
132.46 |
132.46 |
132.46 |
132.17 |
S1 |
130.56 |
130.56 |
131.43 |
129.99 |
S2 |
129.41 |
129.41 |
131.15 |
|
S3 |
126.36 |
127.51 |
130.87 |
|
S4 |
123.31 |
124.46 |
130.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.61 |
131.31 |
2.30 |
1.7% |
1.14 |
0.9% |
24% |
False |
False |
1,219,916 |
10 |
135.30 |
131.31 |
3.99 |
3.0% |
1.14 |
0.9% |
14% |
False |
False |
1,013,642 |
20 |
137.79 |
131.31 |
6.48 |
4.9% |
1.12 |
0.8% |
8% |
False |
False |
899,172 |
40 |
140.73 |
131.31 |
9.42 |
7.1% |
1.23 |
0.9% |
6% |
False |
False |
867,766 |
60 |
142.91 |
131.31 |
11.60 |
8.8% |
1.27 |
1.0% |
5% |
False |
False |
785,925 |
80 |
142.91 |
131.31 |
11.60 |
8.8% |
1.30 |
1.0% |
5% |
False |
False |
629,132 |
100 |
142.91 |
131.31 |
11.60 |
8.8% |
1.24 |
0.9% |
5% |
False |
False |
503,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.22 |
2.618 |
136.12 |
1.618 |
134.83 |
1.000 |
134.03 |
0.618 |
133.54 |
HIGH |
132.74 |
0.618 |
132.25 |
0.500 |
132.10 |
0.382 |
131.94 |
LOW |
131.45 |
0.618 |
130.65 |
1.000 |
130.16 |
1.618 |
129.36 |
2.618 |
128.07 |
4.250 |
125.97 |
|
|
Fisher Pivots for day following 06-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
132.10 |
132.03 |
PP |
132.02 |
131.97 |
S1 |
131.94 |
131.92 |
|