Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 04-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
Open |
136.26 |
136.61 |
0.35 |
0.3% |
133.71 |
High |
136.70 |
137.22 |
0.52 |
0.4% |
135.74 |
Low |
135.91 |
135.62 |
-0.29 |
-0.2% |
133.28 |
Close |
136.30 |
136.96 |
0.66 |
0.5% |
135.56 |
Range |
0.79 |
1.60 |
0.81 |
102.5% |
2.46 |
ATR |
1.41 |
1.42 |
0.01 |
1.0% |
0.00 |
Volume |
744,724 |
1,036,629 |
291,905 |
39.2% |
4,157,128 |
|
Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.40 |
140.78 |
137.84 |
|
R3 |
139.80 |
139.18 |
137.40 |
|
R2 |
138.20 |
138.20 |
137.25 |
|
R1 |
137.58 |
137.58 |
137.11 |
137.89 |
PP |
136.60 |
136.60 |
136.60 |
136.76 |
S1 |
135.98 |
135.98 |
136.81 |
136.29 |
S2 |
135.00 |
135.00 |
136.67 |
|
S3 |
133.40 |
134.38 |
136.52 |
|
S4 |
131.80 |
132.78 |
136.08 |
|
|
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 |
137.22 |
133.64 |
3.58 |
2.6% |
1.49 |
1.1% |
93% |
True |
False |
869,656 |
10 |
137.22 |
133.28 |
3.94 |
2.9% |
1.32 |
1.0% |
93% |
True |
False |
811,266 |
20 |
138.09 |
133.10 |
4.99 |
3.6% |
1.22 |
0.9% |
77% |
False |
False |
755,340 |
40 |
140.30 |
130.60 |
9.70 |
7.1% |
1.68 |
1.2% |
66% |
False |
False |
867,811 |
60 |
140.30 |
130.35 |
9.95 |
7.3% |
1.45 |
1.1% |
66% |
False |
False |
636,388 |
80 |
140.30 |
130.35 |
9.95 |
7.3% |
1.29 |
0.9% |
66% |
False |
False |
477,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.02 |
2.618 |
141.41 |
1.618 |
139.81 |
1.000 |
138.82 |
0.618 |
138.21 |
HIGH |
137.22 |
0.618 |
136.61 |
0.500 |
136.42 |
0.382 |
136.23 |
LOW |
135.62 |
0.618 |
134.63 |
1.000 |
134.02 |
1.618 |
133.03 |
2.618 |
131.43 |
4.250 |
128.82 |
|
|
Fisher Pivots for day following 04-May-2023 |
Pivot |
1 day |
3 day |
R1 |
136.78 |
136.57 |
PP |
136.60 |
136.18 |
S1 |
136.42 |
135.79 |
|