Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 15-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
Open |
136.62 |
136.01 |
-0.61 |
-0.4% |
136.04 |
High |
136.75 |
136.06 |
-0.69 |
-0.5% |
137.29 |
Low |
135.98 |
135.61 |
-0.37 |
-0.3% |
134.99 |
Close |
136.20 |
135.78 |
-0.42 |
-0.3% |
136.20 |
Range |
0.77 |
0.45 |
-0.32 |
-41.6% |
2.30 |
ATR |
1.30 |
1.25 |
-0.05 |
-3.9% |
0.00 |
Volume |
476,992 |
565,782 |
88,790 |
18.6% |
3,108,194 |
|
Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.17 |
136.92 |
136.03 |
|
R3 |
136.72 |
136.47 |
135.90 |
|
R2 |
136.27 |
136.27 |
135.86 |
|
R1 |
136.02 |
136.02 |
135.82 |
135.92 |
PP |
135.82 |
135.82 |
135.82 |
135.77 |
S1 |
135.57 |
135.57 |
135.74 |
135.47 |
S2 |
135.37 |
135.37 |
135.70 |
|
S3 |
134.92 |
135.12 |
135.66 |
|
S4 |
134.47 |
134.67 |
135.53 |
|
|
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% |
0.93 |
0.7% |
34% |
False |
False |
670,470 |
10 |
137.29 |
134.35 |
2.94 |
2.2% |
1.11 |
0.8% |
49% |
False |
False |
697,557 |
20 |
137.29 |
133.10 |
4.19 |
3.1% |
1.11 |
0.8% |
64% |
False |
False |
719,578 |
40 |
140.30 |
133.10 |
7.20 |
5.3% |
1.41 |
1.0% |
37% |
False |
False |
765,507 |
60 |
140.30 |
130.35 |
9.95 |
7.3% |
1.46 |
1.1% |
55% |
False |
False |
707,597 |
80 |
140.30 |
130.35 |
9.95 |
7.3% |
1.30 |
1.0% |
55% |
False |
False |
531,314 |
100 |
140.30 |
130.35 |
9.95 |
7.3% |
1.14 |
0.8% |
55% |
False |
False |
425,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.97 |
2.618 |
137.24 |
1.618 |
136.79 |
1.000 |
136.51 |
0.618 |
136.34 |
HIGH |
136.06 |
0.618 |
135.89 |
0.500 |
135.84 |
0.382 |
135.78 |
LOW |
135.61 |
0.618 |
135.33 |
1.000 |
135.16 |
1.618 |
134.88 |
2.618 |
134.43 |
4.250 |
133.70 |
|
|
Fisher Pivots for day following 15-May-2023 |
Pivot |
1 day |
3 day |
R1 |
135.84 |
136.45 |
PP |
135.82 |
136.23 |
S1 |
135.80 |
136.00 |
|