Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 24-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
136.31 |
137.40 |
1.09 |
0.8% |
137.60 |
High |
137.86 |
139.54 |
1.68 |
1.2% |
140.30 |
Low |
135.80 |
137.35 |
1.55 |
1.1% |
134.80 |
Close |
137.04 |
138.00 |
0.96 |
0.7% |
138.00 |
Range |
2.06 |
2.19 |
0.13 |
6.3% |
5.50 |
ATR |
2.01 |
2.05 |
0.03 |
1.7% |
0.00 |
Volume |
778,225 |
1,031,761 |
253,536 |
32.6% |
4,518,593 |
|
Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.87 |
143.62 |
139.20 |
|
R3 |
142.68 |
141.43 |
138.60 |
|
R2 |
140.49 |
140.49 |
138.40 |
|
R1 |
139.24 |
139.24 |
138.20 |
139.87 |
PP |
138.30 |
138.30 |
138.30 |
138.61 |
S1 |
137.05 |
137.05 |
137.80 |
137.68 |
S2 |
136.11 |
136.11 |
137.60 |
|
S3 |
133.92 |
134.86 |
137.40 |
|
S4 |
131.73 |
132.67 |
136.80 |
|
|
Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.20 |
151.60 |
141.03 |
|
R3 |
148.70 |
146.10 |
139.51 |
|
R2 |
143.20 |
143.20 |
139.01 |
|
R1 |
140.60 |
140.60 |
138.50 |
141.90 |
PP |
137.70 |
137.70 |
137.70 |
138.35 |
S1 |
135.10 |
135.10 |
137.50 |
136.40 |
S2 |
132.20 |
132.20 |
136.99 |
|
S3 |
126.70 |
129.60 |
136.49 |
|
S4 |
121.20 |
124.10 |
134.98 |
|
|
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 |
4.0% |
2.36 |
1.7% |
58% |
False |
False |
903,718 |
10 |
140.30 |
133.17 |
7.13 |
5.2% |
2.86 |
2.1% |
68% |
False |
False |
1,150,711 |
20 |
140.30 |
130.35 |
9.95 |
7.2% |
2.04 |
1.5% |
77% |
False |
False |
923,027 |
40 |
140.30 |
130.35 |
9.95 |
7.2% |
1.53 |
1.1% |
77% |
False |
False |
465,446 |
60 |
140.30 |
130.35 |
9.95 |
7.2% |
1.21 |
0.9% |
77% |
False |
False |
310,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.85 |
2.618 |
145.27 |
1.618 |
143.08 |
1.000 |
141.73 |
0.618 |
140.89 |
HIGH |
139.54 |
0.618 |
138.70 |
0.500 |
138.45 |
0.382 |
138.19 |
LOW |
137.35 |
0.618 |
136.00 |
1.000 |
135.16 |
1.618 |
133.81 |
2.618 |
131.62 |
4.250 |
128.04 |
|
|
Fisher Pivots for day following 24-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
138.45 |
137.72 |
PP |
138.30 |
137.45 |
S1 |
138.15 |
137.17 |
|