Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 11-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
Open |
135.23 |
135.95 |
0.72 |
0.5% |
135.01 |
High |
136.15 |
137.29 |
1.14 |
0.8% |
137.22 |
Low |
134.99 |
135.78 |
0.79 |
0.6% |
134.35 |
Close |
135.96 |
136.73 |
0.77 |
0.6% |
135.91 |
Range |
1.16 |
1.51 |
0.35 |
30.2% |
2.87 |
ATR |
1.33 |
1.34 |
0.01 |
1.0% |
0.00 |
Volume |
766,631 |
881,677 |
115,046 |
15.0% |
3,301,603 |
|
Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.13 |
140.44 |
137.56 |
|
R3 |
139.62 |
138.93 |
137.15 |
|
R2 |
138.11 |
138.11 |
137.01 |
|
R1 |
137.42 |
137.42 |
136.87 |
137.77 |
PP |
136.60 |
136.60 |
136.60 |
136.77 |
S1 |
135.91 |
135.91 |
136.59 |
136.26 |
S2 |
135.09 |
135.09 |
136.45 |
|
S3 |
133.58 |
134.40 |
136.31 |
|
S4 |
132.07 |
132.89 |
135.90 |
|
|
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 |
137.29 |
134.99 |
2.30 |
1.7% |
1.10 |
0.8% |
76% |
True |
False |
653,335 |
10 |
137.29 |
133.64 |
3.65 |
2.7% |
1.29 |
0.9% |
85% |
True |
False |
761,495 |
20 |
137.29 |
133.10 |
4.19 |
3.1% |
1.15 |
0.8% |
87% |
True |
False |
738,931 |
40 |
140.30 |
133.10 |
7.20 |
5.3% |
1.58 |
1.2% |
50% |
False |
False |
812,529 |
60 |
140.30 |
130.35 |
9.95 |
7.3% |
1.48 |
1.1% |
64% |
False |
False |
690,534 |
80 |
140.30 |
130.35 |
9.95 |
7.3% |
1.33 |
1.0% |
64% |
False |
False |
518,283 |
100 |
140.30 |
130.35 |
9.95 |
7.3% |
1.13 |
0.8% |
64% |
False |
False |
414,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.71 |
2.618 |
141.24 |
1.618 |
139.73 |
1.000 |
138.80 |
0.618 |
138.22 |
HIGH |
137.29 |
0.618 |
136.71 |
0.500 |
136.54 |
0.382 |
136.36 |
LOW |
135.78 |
0.618 |
134.85 |
1.000 |
134.27 |
1.618 |
133.34 |
2.618 |
131.83 |
4.250 |
129.36 |
|
|
Fisher Pivots for day following 11-May-2023 |
Pivot |
1 day |
3 day |
R1 |
136.67 |
136.53 |
PP |
136.60 |
136.34 |
S1 |
136.54 |
136.14 |
|