Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 10-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2023 |
10-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
131.74 |
132.37 |
0.63 |
0.5% |
131.27 |
High |
132.28 |
134.23 |
1.95 |
1.5% |
134.23 |
Low |
131.07 |
132.37 |
1.30 |
1.0% |
130.55 |
Close |
131.69 |
133.73 |
2.04 |
1.5% |
133.73 |
Range |
1.21 |
1.86 |
0.65 |
53.7% |
3.68 |
ATR |
1.10 |
1.20 |
0.10 |
9.4% |
0.00 |
Volume |
723,655 |
1,132,001 |
408,346 |
56.4% |
4,495,702 |
|
Daily Pivots for day following 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.02 |
138.24 |
134.75 |
|
R3 |
137.16 |
136.38 |
134.24 |
|
R2 |
135.30 |
135.30 |
134.07 |
|
R1 |
134.52 |
134.52 |
133.90 |
134.91 |
PP |
133.44 |
133.44 |
133.44 |
133.64 |
S1 |
132.66 |
132.66 |
133.56 |
133.05 |
S2 |
131.58 |
131.58 |
133.39 |
|
S3 |
129.72 |
130.80 |
133.22 |
|
S4 |
127.86 |
128.94 |
132.71 |
|
|
Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.88 |
142.48 |
135.75 |
|
R3 |
140.20 |
138.80 |
134.74 |
|
R2 |
136.52 |
136.52 |
134.40 |
|
R1 |
135.12 |
135.12 |
134.07 |
135.82 |
PP |
132.84 |
132.84 |
132.84 |
133.19 |
S1 |
131.44 |
131.44 |
133.39 |
132.14 |
S2 |
129.16 |
129.16 |
133.06 |
|
S3 |
125.48 |
127.76 |
132.72 |
|
S4 |
121.80 |
124.08 |
131.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.23 |
130.55 |
3.68 |
2.8% |
1.35 |
1.0% |
86% |
True |
False |
899,140 |
10 |
134.23 |
130.35 |
3.88 |
2.9% |
1.21 |
0.9% |
87% |
True |
False |
695,344 |
20 |
135.45 |
130.35 |
5.10 |
3.8% |
1.11 |
0.8% |
66% |
False |
False |
354,505 |
40 |
139.40 |
130.35 |
9.05 |
6.8% |
0.98 |
0.7% |
37% |
False |
False |
177,843 |
60 |
139.40 |
130.35 |
9.05 |
6.8% |
0.77 |
0.6% |
37% |
False |
False |
118,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.14 |
2.618 |
139.10 |
1.618 |
137.24 |
1.000 |
136.09 |
0.618 |
135.38 |
HIGH |
134.23 |
0.618 |
133.52 |
0.500 |
133.30 |
0.382 |
133.08 |
LOW |
132.37 |
0.618 |
131.22 |
1.000 |
130.51 |
1.618 |
129.36 |
2.618 |
127.50 |
4.250 |
124.47 |
|
|
Fisher Pivots for day following 10-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
133.59 |
133.32 |
PP |
133.44 |
132.91 |
S1 |
133.30 |
132.50 |
|