Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 12-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
Open |
135.95 |
136.62 |
0.67 |
0.5% |
136.04 |
High |
137.29 |
136.75 |
-0.54 |
-0.4% |
137.29 |
Low |
135.78 |
135.98 |
0.20 |
0.1% |
134.99 |
Close |
136.73 |
136.20 |
-0.53 |
-0.4% |
136.20 |
Range |
1.51 |
0.77 |
-0.74 |
-49.0% |
2.30 |
ATR |
1.34 |
1.30 |
-0.04 |
-3.0% |
0.00 |
Volume |
881,677 |
476,992 |
-404,685 |
-45.9% |
3,108,194 |
|
Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.62 |
138.18 |
136.62 |
|
R3 |
137.85 |
137.41 |
136.41 |
|
R2 |
137.08 |
137.08 |
136.34 |
|
R1 |
136.64 |
136.64 |
136.27 |
136.48 |
PP |
136.31 |
136.31 |
136.31 |
136.23 |
S1 |
135.87 |
135.87 |
136.13 |
135.71 |
S2 |
135.54 |
135.54 |
136.06 |
|
S3 |
134.77 |
135.10 |
135.99 |
|
S4 |
134.00 |
134.33 |
135.78 |
|
|
Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.06 |
141.93 |
137.47 |
|
R3 |
140.76 |
139.63 |
136.83 |
|
R2 |
138.46 |
138.46 |
136.62 |
|
R1 |
137.33 |
137.33 |
136.41 |
137.90 |
PP |
136.16 |
136.16 |
136.16 |
136.44 |
S1 |
135.03 |
135.03 |
135.99 |
135.60 |
S2 |
133.86 |
133.86 |
135.78 |
|
S3 |
131.56 |
132.73 |
135.57 |
|
S4 |
129.26 |
130.43 |
134.94 |
|
|
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% |
1.04 |
0.8% |
53% |
False |
False |
621,638 |
10 |
137.29 |
133.64 |
3.65 |
2.7% |
1.27 |
0.9% |
70% |
False |
False |
738,052 |
20 |
137.29 |
133.10 |
4.19 |
3.1% |
1.14 |
0.8% |
74% |
False |
False |
727,244 |
40 |
140.30 |
133.10 |
7.20 |
5.3% |
1.51 |
1.1% |
43% |
False |
False |
793,808 |
60 |
140.30 |
130.35 |
9.95 |
7.3% |
1.47 |
1.1% |
59% |
False |
False |
698,317 |
80 |
140.30 |
130.35 |
9.95 |
7.3% |
1.32 |
1.0% |
59% |
False |
False |
524,244 |
100 |
140.30 |
130.35 |
9.95 |
7.3% |
1.13 |
0.8% |
59% |
False |
False |
419,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.02 |
2.618 |
138.77 |
1.618 |
138.00 |
1.000 |
137.52 |
0.618 |
137.23 |
HIGH |
136.75 |
0.618 |
136.46 |
0.500 |
136.37 |
0.382 |
136.27 |
LOW |
135.98 |
0.618 |
135.50 |
1.000 |
135.21 |
1.618 |
134.73 |
2.618 |
133.96 |
4.250 |
132.71 |
|
|
Fisher Pivots for day following 12-May-2023 |
Pivot |
1 day |
3 day |
R1 |
136.37 |
136.18 |
PP |
136.31 |
136.16 |
S1 |
136.26 |
136.14 |
|