Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 17-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
136.97 |
135.94 |
-1.03 |
-0.8% |
133.61 |
High |
137.89 |
138.48 |
0.59 |
0.4% |
138.48 |
Low |
135.73 |
135.76 |
0.03 |
0.0% |
133.17 |
Close |
136.55 |
138.20 |
1.65 |
1.2% |
138.20 |
Range |
2.16 |
2.72 |
0.56 |
25.9% |
5.31 |
ATR |
1.78 |
1.85 |
0.07 |
3.7% |
0.00 |
Volume |
1,285,704 |
931,328 |
-354,376 |
-27.6% |
6,988,518 |
|
Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.64 |
144.64 |
139.70 |
|
R3 |
142.92 |
141.92 |
138.95 |
|
R2 |
140.20 |
140.20 |
138.70 |
|
R1 |
139.20 |
139.20 |
138.45 |
139.70 |
PP |
137.48 |
137.48 |
137.48 |
137.73 |
S1 |
136.48 |
136.48 |
137.95 |
136.98 |
S2 |
134.76 |
134.76 |
137.70 |
|
S3 |
132.04 |
133.76 |
137.45 |
|
S4 |
129.32 |
131.04 |
136.70 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.55 |
150.68 |
141.12 |
|
R3 |
147.24 |
145.37 |
139.66 |
|
R2 |
141.93 |
141.93 |
139.17 |
|
R1 |
140.06 |
140.06 |
138.69 |
141.00 |
PP |
136.62 |
136.62 |
136.62 |
137.08 |
S1 |
134.75 |
134.75 |
137.71 |
135.69 |
S2 |
131.31 |
131.31 |
137.23 |
|
S3 |
126.00 |
129.44 |
136.74 |
|
S4 |
120.69 |
124.13 |
135.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138.48 |
133.17 |
5.31 |
3.8% |
3.36 |
2.4% |
95% |
True |
False |
1,397,703 |
10 |
138.48 |
130.55 |
7.93 |
5.7% |
2.36 |
1.7% |
96% |
True |
False |
1,148,422 |
20 |
138.48 |
130.35 |
8.13 |
5.9% |
1.70 |
1.2% |
97% |
True |
False |
702,117 |
40 |
138.79 |
130.35 |
8.44 |
6.1% |
1.30 |
0.9% |
93% |
False |
False |
352,543 |
60 |
139.40 |
130.35 |
9.05 |
6.5% |
1.03 |
0.7% |
87% |
False |
False |
235,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.04 |
2.618 |
145.60 |
1.618 |
142.88 |
1.000 |
141.20 |
0.618 |
140.16 |
HIGH |
138.48 |
0.618 |
137.44 |
0.500 |
137.12 |
0.382 |
136.80 |
LOW |
135.76 |
0.618 |
134.08 |
1.000 |
133.04 |
1.618 |
131.36 |
2.618 |
128.64 |
4.250 |
124.20 |
|
|
Fisher Pivots for day following 17-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
137.84 |
137.44 |
PP |
137.48 |
136.67 |
S1 |
137.12 |
135.91 |
|