Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 21-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
137.60 |
138.04 |
0.44 |
0.3% |
133.61 |
High |
140.30 |
138.42 |
-1.88 |
-1.3% |
138.48 |
Low |
137.10 |
135.88 |
-1.22 |
-0.9% |
133.17 |
Close |
137.97 |
136.02 |
-1.95 |
-1.4% |
138.20 |
Range |
3.20 |
2.54 |
-0.66 |
-20.6% |
5.31 |
ATR |
1.95 |
1.99 |
0.04 |
2.2% |
0.00 |
Volume |
960,158 |
890,089 |
-70,069 |
-7.3% |
6,988,518 |
|
Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.39 |
142.75 |
137.42 |
|
R3 |
141.85 |
140.21 |
136.72 |
|
R2 |
139.31 |
139.31 |
136.49 |
|
R1 |
137.67 |
137.67 |
136.25 |
137.22 |
PP |
136.77 |
136.77 |
136.77 |
136.55 |
S1 |
135.13 |
135.13 |
135.79 |
134.68 |
S2 |
134.23 |
134.23 |
135.55 |
|
S3 |
131.69 |
132.59 |
135.32 |
|
S4 |
129.15 |
130.05 |
134.62 |
|
|
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 |
140.30 |
133.33 |
6.97 |
5.1% |
3.05 |
2.2% |
39% |
False |
False |
1,153,023 |
10 |
140.30 |
130.77 |
9.53 |
7.0% |
2.69 |
2.0% |
55% |
False |
False |
1,154,333 |
20 |
140.30 |
130.35 |
9.95 |
7.3% |
1.91 |
1.4% |
57% |
False |
False |
793,389 |
40 |
140.30 |
130.35 |
9.95 |
7.3% |
1.41 |
1.0% |
57% |
False |
False |
398,790 |
60 |
140.30 |
130.35 |
9.95 |
7.3% |
1.12 |
0.8% |
57% |
False |
False |
265,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.22 |
2.618 |
145.07 |
1.618 |
142.53 |
1.000 |
140.96 |
0.618 |
139.99 |
HIGH |
138.42 |
0.618 |
137.45 |
0.500 |
137.15 |
0.382 |
136.85 |
LOW |
135.88 |
0.618 |
134.31 |
1.000 |
133.34 |
1.618 |
131.77 |
2.618 |
129.23 |
4.250 |
125.09 |
|
|
Fisher Pivots for day following 21-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
137.15 |
138.03 |
PP |
136.77 |
137.36 |
S1 |
136.40 |
136.69 |
|