Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 06-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2023 |
06-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
136.48 |
137.11 |
0.63 |
0.5% |
137.55 |
High |
137.49 |
138.09 |
0.60 |
0.4% |
137.85 |
Low |
135.85 |
136.95 |
1.10 |
0.8% |
134.70 |
Close |
137.28 |
137.30 |
0.02 |
0.0% |
135.84 |
Range |
1.64 |
1.14 |
-0.50 |
-30.5% |
3.15 |
ATR |
1.80 |
1.75 |
-0.05 |
-2.6% |
0.00 |
Volume |
844,855 |
680,809 |
-164,046 |
-19.4% |
3,826,950 |
|
Daily Pivots for day following 06-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.87 |
140.22 |
137.93 |
|
R3 |
139.73 |
139.08 |
137.61 |
|
R2 |
138.59 |
138.59 |
137.51 |
|
R1 |
137.94 |
137.94 |
137.40 |
138.27 |
PP |
137.45 |
137.45 |
137.45 |
137.61 |
S1 |
136.80 |
136.80 |
137.20 |
137.13 |
S2 |
136.31 |
136.31 |
137.09 |
|
S3 |
135.17 |
135.66 |
136.99 |
|
S4 |
134.03 |
134.52 |
136.67 |
|
|
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 |
138.09 |
134.70 |
3.39 |
2.5% |
1.41 |
1.0% |
77% |
True |
False |
734,464 |
10 |
139.54 |
134.70 |
4.84 |
3.5% |
1.48 |
1.1% |
54% |
False |
False |
772,908 |
20 |
140.30 |
132.37 |
7.93 |
5.8% |
2.15 |
1.6% |
62% |
False |
False |
966,821 |
40 |
140.30 |
130.35 |
9.95 |
7.2% |
1.60 |
1.2% |
70% |
False |
False |
632,440 |
60 |
140.30 |
130.35 |
9.95 |
7.2% |
1.35 |
1.0% |
70% |
False |
False |
421,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.94 |
2.618 |
141.07 |
1.618 |
139.93 |
1.000 |
139.23 |
0.618 |
138.79 |
HIGH |
138.09 |
0.618 |
137.65 |
0.500 |
137.52 |
0.382 |
137.39 |
LOW |
136.95 |
0.618 |
136.25 |
1.000 |
135.81 |
1.618 |
135.11 |
2.618 |
133.97 |
4.250 |
132.11 |
|
|
Fisher Pivots for day following 06-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
137.52 |
137.11 |
PP |
137.45 |
136.93 |
S1 |
137.37 |
136.74 |
|