Euro Bund Future June 2023
| Trading Metrics calculated at close of trading on 05-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
| Open |
136.61 |
136.63 |
0.02 |
0.0% |
135.01 |
| High |
137.22 |
136.74 |
-0.48 |
-0.3% |
137.22 |
| Low |
135.62 |
135.68 |
0.06 |
0.0% |
134.35 |
| Close |
136.96 |
135.91 |
-1.05 |
-0.8% |
135.91 |
| Range |
1.60 |
1.06 |
-0.54 |
-33.8% |
2.87 |
| ATR |
1.42 |
1.41 |
-0.01 |
-0.7% |
0.00 |
| Volume |
1,036,629 |
635,476 |
-401,153 |
-38.7% |
3,301,603 |
|
| Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.29 |
138.66 |
136.49 |
|
| R3 |
138.23 |
137.60 |
136.20 |
|
| R2 |
137.17 |
137.17 |
136.10 |
|
| R1 |
136.54 |
136.54 |
136.01 |
136.33 |
| PP |
136.11 |
136.11 |
136.11 |
136.00 |
| S1 |
135.48 |
135.48 |
135.81 |
135.27 |
| S2 |
135.05 |
135.05 |
135.72 |
|
| S3 |
133.99 |
134.42 |
135.62 |
|
| S4 |
132.93 |
133.36 |
135.33 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.44 |
143.04 |
137.49 |
|
| R3 |
141.57 |
140.17 |
136.70 |
|
| R2 |
138.70 |
138.70 |
136.44 |
|
| R1 |
137.30 |
137.30 |
136.17 |
138.00 |
| PP |
135.83 |
135.83 |
135.83 |
136.18 |
| S1 |
134.43 |
134.43 |
135.65 |
135.13 |
| S2 |
132.96 |
132.96 |
135.38 |
|
| S3 |
130.09 |
131.56 |
135.12 |
|
| S4 |
127.22 |
128.69 |
134.33 |
|
|
| 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% |
1.50 |
1.1% |
63% |
False |
False |
854,466 |
| 10 |
137.22 |
133.28 |
3.94 |
2.9% |
1.35 |
1.0% |
67% |
False |
False |
804,047 |
| 20 |
138.09 |
133.10 |
4.99 |
3.7% |
1.21 |
0.9% |
56% |
False |
False |
751,952 |
| 40 |
140.30 |
130.77 |
9.53 |
7.0% |
1.67 |
1.2% |
54% |
False |
False |
860,559 |
| 60 |
140.30 |
130.35 |
9.95 |
7.3% |
1.45 |
1.1% |
56% |
False |
False |
646,924 |
| 80 |
140.30 |
130.35 |
9.95 |
7.3% |
1.30 |
1.0% |
56% |
False |
False |
485,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.25 |
|
2.618 |
139.52 |
|
1.618 |
138.46 |
|
1.000 |
137.80 |
|
0.618 |
137.40 |
|
HIGH |
136.74 |
|
0.618 |
136.34 |
|
0.500 |
136.21 |
|
0.382 |
136.08 |
|
LOW |
135.68 |
|
0.618 |
135.02 |
|
1.000 |
134.62 |
|
1.618 |
133.96 |
|
2.618 |
132.90 |
|
4.250 |
131.18 |
|
|
| Fisher Pivots for day following 05-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
136.21 |
136.42 |
| PP |
136.11 |
136.25 |
| S1 |
136.01 |
136.08 |
|