Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 30-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2023 |
30-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
135.81 |
135.63 |
-0.18 |
-0.1% |
137.60 |
High |
136.30 |
136.77 |
0.47 |
0.3% |
140.30 |
Low |
135.45 |
134.76 |
-0.69 |
-0.5% |
134.80 |
Close |
135.87 |
135.22 |
-0.65 |
-0.5% |
138.00 |
Range |
0.85 |
2.01 |
1.16 |
136.5% |
5.50 |
ATR |
1.90 |
1.91 |
0.01 |
0.4% |
0.00 |
Volume |
651,330 |
837,027 |
185,697 |
28.5% |
4,518,593 |
|
Daily Pivots for day following 30-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.61 |
140.43 |
136.33 |
|
R3 |
139.60 |
138.42 |
135.77 |
|
R2 |
137.59 |
137.59 |
135.59 |
|
R1 |
136.41 |
136.41 |
135.40 |
136.00 |
PP |
135.58 |
135.58 |
135.58 |
135.38 |
S1 |
134.40 |
134.40 |
135.04 |
133.99 |
S2 |
133.57 |
133.57 |
134.85 |
|
S3 |
131.56 |
132.39 |
134.67 |
|
S4 |
129.55 |
130.38 |
134.11 |
|
|
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 |
134.76 |
4.78 |
3.5% |
1.55 |
1.1% |
10% |
False |
True |
811,351 |
10 |
140.30 |
134.76 |
5.54 |
4.1% |
2.01 |
1.5% |
8% |
False |
True |
847,491 |
20 |
140.30 |
130.47 |
9.83 |
7.3% |
2.09 |
1.5% |
48% |
False |
False |
992,800 |
40 |
140.30 |
130.35 |
9.95 |
7.4% |
1.54 |
1.1% |
49% |
False |
False |
540,966 |
60 |
140.30 |
130.35 |
9.95 |
7.4% |
1.29 |
1.0% |
49% |
False |
False |
360,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.31 |
2.618 |
142.03 |
1.618 |
140.02 |
1.000 |
138.78 |
0.618 |
138.01 |
HIGH |
136.77 |
0.618 |
136.00 |
0.500 |
135.77 |
0.382 |
135.53 |
LOW |
134.76 |
0.618 |
133.52 |
1.000 |
132.75 |
1.618 |
131.51 |
2.618 |
129.50 |
4.250 |
126.22 |
|
|
Fisher Pivots for day following 30-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
135.77 |
135.77 |
PP |
135.58 |
135.58 |
S1 |
135.40 |
135.40 |
|