Euro Bund Future June 2023
| Trading Metrics calculated at close of trading on 03-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
| Open |
135.01 |
136.26 |
1.25 |
0.9% |
133.71 |
| High |
136.37 |
136.70 |
0.33 |
0.2% |
135.74 |
| Low |
134.35 |
135.91 |
1.56 |
1.2% |
133.28 |
| Close |
136.24 |
136.30 |
0.06 |
0.0% |
135.56 |
| Range |
2.02 |
0.79 |
-1.23 |
-60.9% |
2.46 |
| ATR |
1.46 |
1.41 |
-0.05 |
-3.3% |
0.00 |
| Volume |
884,774 |
744,724 |
-140,050 |
-15.8% |
4,157,128 |
|
| Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.67 |
138.28 |
136.73 |
|
| R3 |
137.88 |
137.49 |
136.52 |
|
| R2 |
137.09 |
137.09 |
136.44 |
|
| R1 |
136.70 |
136.70 |
136.37 |
136.90 |
| PP |
136.30 |
136.30 |
136.30 |
136.40 |
| S1 |
135.91 |
135.91 |
136.23 |
136.11 |
| S2 |
135.51 |
135.51 |
136.16 |
|
| S3 |
134.72 |
135.12 |
136.08 |
|
| S4 |
133.93 |
134.33 |
135.87 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.24 |
141.36 |
136.91 |
|
| R3 |
139.78 |
138.90 |
136.24 |
|
| R2 |
137.32 |
137.32 |
136.01 |
|
| R1 |
136.44 |
136.44 |
135.79 |
136.88 |
| PP |
134.86 |
134.86 |
134.86 |
135.08 |
| S1 |
133.98 |
133.98 |
135.33 |
134.42 |
| S2 |
132.40 |
132.40 |
135.11 |
|
| S3 |
129.94 |
131.52 |
134.88 |
|
| S4 |
127.48 |
129.06 |
134.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136.70 |
133.64 |
3.06 |
2.2% |
1.41 |
1.0% |
87% |
True |
False |
858,634 |
| 10 |
136.70 |
133.10 |
3.60 |
2.6% |
1.22 |
0.9% |
89% |
True |
False |
773,857 |
| 20 |
138.09 |
133.10 |
4.99 |
3.7% |
1.21 |
0.9% |
64% |
False |
False |
735,582 |
| 40 |
140.30 |
130.55 |
9.75 |
7.2% |
1.67 |
1.2% |
59% |
False |
False |
863,535 |
| 60 |
140.30 |
130.35 |
9.95 |
7.3% |
1.43 |
1.1% |
60% |
False |
False |
619,188 |
| 80 |
140.30 |
130.35 |
9.95 |
7.3% |
1.27 |
0.9% |
60% |
False |
False |
464,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.06 |
|
2.618 |
138.77 |
|
1.618 |
137.98 |
|
1.000 |
137.49 |
|
0.618 |
137.19 |
|
HIGH |
136.70 |
|
0.618 |
136.40 |
|
0.500 |
136.31 |
|
0.382 |
136.21 |
|
LOW |
135.91 |
|
0.618 |
135.42 |
|
1.000 |
135.12 |
|
1.618 |
134.63 |
|
2.618 |
133.84 |
|
4.250 |
132.55 |
|
|
| Fisher Pivots for day following 03-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
136.31 |
135.92 |
| PP |
136.30 |
135.55 |
| S1 |
136.30 |
135.17 |
|