Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 31-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2023 |
31-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
135.63 |
135.35 |
-0.28 |
-0.2% |
137.55 |
High |
136.77 |
136.24 |
-0.53 |
-0.4% |
137.85 |
Low |
134.76 |
134.70 |
-0.06 |
0.0% |
134.70 |
Close |
135.22 |
135.84 |
0.62 |
0.5% |
135.84 |
Range |
2.01 |
1.54 |
-0.47 |
-23.4% |
3.15 |
ATR |
1.91 |
1.88 |
-0.03 |
-1.4% |
0.00 |
Volume |
837,027 |
801,952 |
-35,075 |
-4.2% |
3,826,950 |
|
Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.21 |
139.57 |
136.69 |
|
R3 |
138.67 |
138.03 |
136.26 |
|
R2 |
137.13 |
137.13 |
136.12 |
|
R1 |
136.49 |
136.49 |
135.98 |
136.81 |
PP |
135.59 |
135.59 |
135.59 |
135.76 |
S1 |
134.95 |
134.95 |
135.70 |
135.27 |
S2 |
134.05 |
134.05 |
135.56 |
|
S3 |
132.51 |
133.41 |
135.42 |
|
S4 |
130.97 |
131.87 |
134.99 |
|
|
Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.58 |
143.86 |
137.57 |
|
R3 |
142.43 |
140.71 |
136.71 |
|
R2 |
139.28 |
139.28 |
136.42 |
|
R1 |
137.56 |
137.56 |
136.13 |
136.85 |
PP |
136.13 |
136.13 |
136.13 |
135.77 |
S1 |
134.41 |
134.41 |
135.55 |
133.70 |
S2 |
132.98 |
132.98 |
135.26 |
|
S3 |
129.83 |
131.26 |
134.97 |
|
S4 |
126.68 |
128.11 |
134.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
137.85 |
134.70 |
3.15 |
2.3% |
1.42 |
1.0% |
36% |
False |
True |
765,390 |
10 |
140.30 |
134.70 |
5.60 |
4.1% |
1.89 |
1.4% |
20% |
False |
True |
834,554 |
20 |
140.30 |
130.55 |
9.75 |
7.2% |
2.12 |
1.6% |
54% |
False |
False |
991,488 |
40 |
140.30 |
130.35 |
9.95 |
7.3% |
1.54 |
1.1% |
55% |
False |
False |
560,992 |
60 |
140.30 |
130.35 |
9.95 |
7.3% |
1.29 |
1.0% |
55% |
False |
False |
374,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.79 |
2.618 |
140.27 |
1.618 |
138.73 |
1.000 |
137.78 |
0.618 |
137.19 |
HIGH |
136.24 |
0.618 |
135.65 |
0.500 |
135.47 |
0.382 |
135.29 |
LOW |
134.70 |
0.618 |
133.75 |
1.000 |
133.16 |
1.618 |
132.21 |
2.618 |
130.67 |
4.250 |
128.16 |
|
|
Fisher Pivots for day following 31-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
135.72 |
135.81 |
PP |
135.59 |
135.77 |
S1 |
135.47 |
135.74 |
|