Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 15-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
136.12 |
133.91 |
-2.21 |
-1.6% |
131.27 |
High |
137.03 |
137.97 |
0.94 |
0.7% |
134.23 |
Low |
133.82 |
133.33 |
-0.49 |
-0.4% |
130.55 |
Close |
133.96 |
137.62 |
3.66 |
2.7% |
133.73 |
Range |
3.21 |
4.64 |
1.43 |
44.5% |
3.68 |
ATR |
1.53 |
1.76 |
0.22 |
14.5% |
0.00 |
Volume |
1,225,819 |
1,697,837 |
472,018 |
38.5% |
4,495,702 |
|
Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.23 |
148.56 |
140.17 |
|
R3 |
145.59 |
143.92 |
138.90 |
|
R2 |
140.95 |
140.95 |
138.47 |
|
R1 |
139.28 |
139.28 |
138.05 |
140.12 |
PP |
136.31 |
136.31 |
136.31 |
136.72 |
S1 |
134.64 |
134.64 |
137.19 |
135.48 |
S2 |
131.67 |
131.67 |
136.77 |
|
S3 |
127.03 |
130.00 |
136.34 |
|
S4 |
122.39 |
125.36 |
135.07 |
|
|
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 |
137.97 |
131.07 |
6.90 |
5.0% |
3.00 |
2.2% |
95% |
True |
False |
1,325,428 |
10 |
137.97 |
130.35 |
7.62 |
5.5% |
2.04 |
1.5% |
95% |
True |
False |
1,100,493 |
20 |
137.97 |
130.35 |
7.62 |
5.5% |
1.57 |
1.1% |
95% |
True |
False |
591,777 |
40 |
138.80 |
130.35 |
8.45 |
6.1% |
1.20 |
0.9% |
86% |
False |
False |
297,120 |
60 |
139.40 |
130.35 |
9.05 |
6.6% |
0.96 |
0.7% |
80% |
False |
False |
198,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157.69 |
2.618 |
150.12 |
1.618 |
145.48 |
1.000 |
142.61 |
0.618 |
140.84 |
HIGH |
137.97 |
0.618 |
136.20 |
0.500 |
135.65 |
0.382 |
135.10 |
LOW |
133.33 |
0.618 |
130.46 |
1.000 |
128.69 |
1.618 |
125.82 |
2.618 |
121.18 |
4.250 |
113.61 |
|
|
Fisher Pivots for day following 15-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
136.96 |
136.94 |
PP |
136.31 |
136.25 |
S1 |
135.65 |
135.57 |
|