Euro Bund Future June 2023
| Trading Metrics calculated at close of trading on 08-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2023 |
08-May-2023 |
Change |
Change % |
Previous Week |
| Open |
136.63 |
136.04 |
-0.59 |
-0.4% |
135.01 |
| High |
136.74 |
136.21 |
-0.53 |
-0.4% |
137.22 |
| Low |
135.68 |
135.21 |
-0.47 |
-0.3% |
134.35 |
| Close |
135.91 |
135.54 |
-0.37 |
-0.3% |
135.91 |
| Range |
1.06 |
1.00 |
-0.06 |
-5.7% |
2.87 |
| ATR |
1.41 |
1.38 |
-0.03 |
-2.1% |
0.00 |
| Volume |
635,476 |
321,624 |
-313,852 |
-49.4% |
3,301,603 |
|
| Daily Pivots for day following 08-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.65 |
138.10 |
136.09 |
|
| R3 |
137.65 |
137.10 |
135.82 |
|
| R2 |
136.65 |
136.65 |
135.72 |
|
| R1 |
136.10 |
136.10 |
135.63 |
135.88 |
| PP |
135.65 |
135.65 |
135.65 |
135.54 |
| S1 |
135.10 |
135.10 |
135.45 |
134.88 |
| S2 |
134.65 |
134.65 |
135.36 |
|
| S3 |
133.65 |
134.10 |
135.27 |
|
| S4 |
132.65 |
133.10 |
134.99 |
|
|
| 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 |
134.35 |
2.87 |
2.1% |
1.29 |
1.0% |
41% |
False |
False |
724,645 |
| 10 |
137.22 |
133.28 |
3.94 |
2.9% |
1.36 |
1.0% |
57% |
False |
False |
778,035 |
| 20 |
138.09 |
133.10 |
4.99 |
3.7% |
1.18 |
0.9% |
49% |
False |
False |
725,790 |
| 40 |
140.30 |
131.07 |
9.23 |
6.8% |
1.67 |
1.2% |
48% |
False |
False |
847,377 |
| 60 |
140.30 |
130.35 |
9.95 |
7.3% |
1.46 |
1.1% |
52% |
False |
False |
652,262 |
| 80 |
140.30 |
130.35 |
9.95 |
7.3% |
1.30 |
1.0% |
52% |
False |
False |
489,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.46 |
|
2.618 |
138.83 |
|
1.618 |
137.83 |
|
1.000 |
137.21 |
|
0.618 |
136.83 |
|
HIGH |
136.21 |
|
0.618 |
135.83 |
|
0.500 |
135.71 |
|
0.382 |
135.59 |
|
LOW |
135.21 |
|
0.618 |
134.59 |
|
1.000 |
134.21 |
|
1.618 |
133.59 |
|
2.618 |
132.59 |
|
4.250 |
130.96 |
|
|
| Fisher Pivots for day following 08-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
135.71 |
136.22 |
| PP |
135.65 |
135.99 |
| S1 |
135.60 |
135.77 |
|