Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 27-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2023 |
27-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
137.40 |
137.55 |
0.15 |
0.1% |
137.60 |
High |
139.54 |
137.85 |
-1.69 |
-1.2% |
140.30 |
Low |
137.35 |
136.17 |
-1.18 |
-0.9% |
134.80 |
Close |
138.00 |
136.93 |
-1.07 |
-0.8% |
138.00 |
Range |
2.19 |
1.68 |
-0.51 |
-23.3% |
5.50 |
ATR |
2.05 |
2.03 |
-0.02 |
-0.8% |
0.00 |
Volume |
1,031,761 |
778,699 |
-253,062 |
-24.5% |
4,518,593 |
|
Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.02 |
141.16 |
137.85 |
|
R3 |
140.34 |
139.48 |
137.39 |
|
R2 |
138.66 |
138.66 |
137.24 |
|
R1 |
137.80 |
137.80 |
137.08 |
137.39 |
PP |
136.98 |
136.98 |
136.98 |
136.78 |
S1 |
136.12 |
136.12 |
136.78 |
135.71 |
S2 |
135.30 |
135.30 |
136.62 |
|
S3 |
133.62 |
134.44 |
136.47 |
|
S4 |
131.94 |
132.76 |
136.01 |
|
|
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 |
139.54 |
134.80 |
4.74 |
3.5% |
2.06 |
1.5% |
45% |
False |
False |
867,426 |
10 |
140.30 |
133.33 |
6.97 |
5.1% |
2.62 |
1.9% |
52% |
False |
False |
1,043,798 |
20 |
140.30 |
130.35 |
9.95 |
7.3% |
2.07 |
1.5% |
66% |
False |
False |
959,125 |
40 |
140.30 |
130.35 |
9.95 |
7.3% |
1.53 |
1.1% |
66% |
False |
False |
484,874 |
60 |
140.30 |
130.35 |
9.95 |
7.3% |
1.24 |
0.9% |
66% |
False |
False |
323,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.99 |
2.618 |
142.25 |
1.618 |
140.57 |
1.000 |
139.53 |
0.618 |
138.89 |
HIGH |
137.85 |
0.618 |
137.21 |
0.500 |
137.01 |
0.382 |
136.81 |
LOW |
136.17 |
0.618 |
135.13 |
1.000 |
134.49 |
1.618 |
133.45 |
2.618 |
131.77 |
4.250 |
129.03 |
|
|
Fisher Pivots for day following 27-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
137.01 |
137.67 |
PP |
136.98 |
137.42 |
S1 |
136.96 |
137.18 |
|