Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 03-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2023 |
03-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
135.35 |
135.90 |
0.55 |
0.4% |
137.55 |
High |
136.24 |
136.67 |
0.43 |
0.3% |
137.85 |
Low |
134.70 |
135.15 |
0.45 |
0.3% |
134.70 |
Close |
135.84 |
136.58 |
0.74 |
0.5% |
135.84 |
Range |
1.54 |
1.52 |
-0.02 |
-1.3% |
3.15 |
ATR |
1.88 |
1.86 |
-0.03 |
-1.4% |
0.00 |
Volume |
801,952 |
641,463 |
-160,489 |
-20.0% |
3,826,950 |
|
Daily Pivots for day following 03-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.69 |
140.16 |
137.42 |
|
R3 |
139.17 |
138.64 |
137.00 |
|
R2 |
137.65 |
137.65 |
136.86 |
|
R1 |
137.12 |
137.12 |
136.72 |
137.39 |
PP |
136.13 |
136.13 |
136.13 |
136.27 |
S1 |
135.60 |
135.60 |
136.44 |
135.87 |
S2 |
134.61 |
134.61 |
136.30 |
|
S3 |
133.09 |
134.08 |
136.16 |
|
S4 |
131.57 |
132.56 |
135.74 |
|
|
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 |
136.77 |
134.70 |
2.07 |
1.5% |
1.39 |
1.0% |
91% |
False |
False |
737,942 |
10 |
139.54 |
134.70 |
4.84 |
3.5% |
1.72 |
1.3% |
39% |
False |
False |
802,684 |
20 |
140.30 |
130.60 |
9.70 |
7.1% |
2.14 |
1.6% |
62% |
False |
False |
980,283 |
40 |
140.30 |
130.35 |
9.95 |
7.3% |
1.57 |
1.1% |
63% |
False |
False |
576,912 |
60 |
140.30 |
130.35 |
9.95 |
7.3% |
1.31 |
1.0% |
63% |
False |
False |
384,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.13 |
2.618 |
140.65 |
1.618 |
139.13 |
1.000 |
138.19 |
0.618 |
137.61 |
HIGH |
136.67 |
0.618 |
136.09 |
0.500 |
135.91 |
0.382 |
135.73 |
LOW |
135.15 |
0.618 |
134.21 |
1.000 |
133.63 |
1.618 |
132.69 |
2.618 |
131.17 |
4.250 |
128.69 |
|
|
Fisher Pivots for day following 03-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
136.36 |
136.30 |
PP |
136.13 |
136.02 |
S1 |
135.91 |
135.74 |
|