Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 28-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2023 |
28-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
137.55 |
136.42 |
-1.13 |
-0.8% |
137.60 |
High |
137.85 |
136.56 |
-1.29 |
-0.9% |
140.30 |
Low |
136.17 |
135.55 |
-0.62 |
-0.5% |
134.80 |
Close |
136.93 |
136.02 |
-0.91 |
-0.7% |
138.00 |
Range |
1.68 |
1.01 |
-0.67 |
-39.9% |
5.50 |
ATR |
2.03 |
1.98 |
-0.05 |
-2.3% |
0.00 |
Volume |
778,699 |
757,942 |
-20,757 |
-2.7% |
4,518,593 |
|
Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.07 |
138.56 |
136.58 |
|
R3 |
138.06 |
137.55 |
136.30 |
|
R2 |
137.05 |
137.05 |
136.21 |
|
R1 |
136.54 |
136.54 |
136.11 |
136.29 |
PP |
136.04 |
136.04 |
136.04 |
135.92 |
S1 |
135.53 |
135.53 |
135.93 |
135.28 |
S2 |
135.03 |
135.03 |
135.83 |
|
S3 |
134.02 |
134.52 |
135.74 |
|
S4 |
133.01 |
133.51 |
135.46 |
|
|
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% |
1.75 |
1.3% |
26% |
False |
False |
840,997 |
10 |
140.30 |
133.33 |
6.97 |
5.1% |
2.40 |
1.8% |
39% |
False |
False |
997,010 |
20 |
140.30 |
130.35 |
9.95 |
7.3% |
2.05 |
1.5% |
57% |
False |
False |
987,685 |
40 |
140.30 |
130.35 |
9.95 |
7.3% |
1.56 |
1.1% |
57% |
False |
False |
503,810 |
60 |
140.30 |
130.35 |
9.95 |
7.3% |
1.25 |
0.9% |
57% |
False |
False |
335,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.85 |
2.618 |
139.20 |
1.618 |
138.19 |
1.000 |
137.57 |
0.618 |
137.18 |
HIGH |
136.56 |
0.618 |
136.17 |
0.500 |
136.06 |
0.382 |
135.94 |
LOW |
135.55 |
0.618 |
134.93 |
1.000 |
134.54 |
1.618 |
133.92 |
2.618 |
132.91 |
4.250 |
131.26 |
|
|
Fisher Pivots for day following 28-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
136.06 |
137.55 |
PP |
136.04 |
137.04 |
S1 |
136.03 |
136.53 |
|