Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 22-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2023 |
22-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
138.04 |
136.04 |
-2.00 |
-1.4% |
133.61 |
High |
138.42 |
136.62 |
-1.80 |
-1.3% |
138.48 |
Low |
135.88 |
134.80 |
-1.08 |
-0.8% |
133.17 |
Close |
136.02 |
135.41 |
-0.61 |
-0.4% |
138.20 |
Range |
2.54 |
1.82 |
-0.72 |
-28.3% |
5.31 |
ATR |
1.99 |
1.98 |
-0.01 |
-0.6% |
0.00 |
Volume |
890,089 |
858,360 |
-31,729 |
-3.6% |
6,988,518 |
|
Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.07 |
140.06 |
136.41 |
|
R3 |
139.25 |
138.24 |
135.91 |
|
R2 |
137.43 |
137.43 |
135.74 |
|
R1 |
136.42 |
136.42 |
135.58 |
136.02 |
PP |
135.61 |
135.61 |
135.61 |
135.41 |
S1 |
134.60 |
134.60 |
135.24 |
134.20 |
S2 |
133.79 |
133.79 |
135.08 |
|
S3 |
131.97 |
132.78 |
134.91 |
|
S4 |
130.15 |
130.96 |
134.41 |
|
|
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 |
134.80 |
5.50 |
4.1% |
2.49 |
1.8% |
11% |
False |
True |
985,127 |
10 |
140.30 |
131.07 |
9.23 |
6.8% |
2.74 |
2.0% |
47% |
False |
False |
1,155,278 |
20 |
140.30 |
130.35 |
9.95 |
7.3% |
1.96 |
1.4% |
51% |
False |
False |
835,100 |
40 |
140.30 |
130.35 |
9.95 |
7.3% |
1.45 |
1.1% |
51% |
False |
False |
420,241 |
60 |
140.30 |
130.35 |
9.95 |
7.3% |
1.15 |
0.8% |
51% |
False |
False |
280,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.36 |
2.618 |
141.38 |
1.618 |
139.56 |
1.000 |
138.44 |
0.618 |
137.74 |
HIGH |
136.62 |
0.618 |
135.92 |
0.500 |
135.71 |
0.382 |
135.50 |
LOW |
134.80 |
0.618 |
133.68 |
1.000 |
132.98 |
1.618 |
131.86 |
2.618 |
130.04 |
4.250 |
127.07 |
|
|
Fisher Pivots for day following 22-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
135.71 |
137.55 |
PP |
135.61 |
136.84 |
S1 |
135.51 |
136.12 |
|