Euro Bund Future June 2023
| Trading Metrics calculated at close of trading on 17-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
| Open |
135.85 |
135.39 |
-0.46 |
-0.3% |
136.04 |
| High |
136.38 |
135.88 |
-0.50 |
-0.4% |
137.29 |
| Low |
135.14 |
135.19 |
0.05 |
0.0% |
134.99 |
| Close |
135.30 |
135.47 |
0.17 |
0.1% |
136.20 |
| Range |
1.24 |
0.69 |
-0.55 |
-44.4% |
2.30 |
| ATR |
1.25 |
1.21 |
-0.04 |
-3.2% |
0.00 |
| Volume |
782,651 |
651,445 |
-131,206 |
-16.8% |
3,108,194 |
|
| Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.58 |
137.22 |
135.85 |
|
| R3 |
136.89 |
136.53 |
135.66 |
|
| R2 |
136.20 |
136.20 |
135.60 |
|
| R1 |
135.84 |
135.84 |
135.53 |
136.02 |
| PP |
135.51 |
135.51 |
135.51 |
135.61 |
| S1 |
135.15 |
135.15 |
135.41 |
135.33 |
| S2 |
134.82 |
134.82 |
135.34 |
|
| S3 |
134.13 |
134.46 |
135.28 |
|
| S4 |
133.44 |
133.77 |
135.09 |
|
|
| 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 |
135.14 |
2.15 |
1.6% |
0.93 |
0.7% |
15% |
False |
False |
671,709 |
| 10 |
137.29 |
134.99 |
2.30 |
1.7% |
1.03 |
0.8% |
21% |
False |
False |
678,017 |
| 20 |
137.29 |
133.10 |
4.19 |
3.1% |
1.12 |
0.8% |
57% |
False |
False |
725,937 |
| 40 |
140.30 |
133.10 |
7.20 |
5.3% |
1.34 |
1.0% |
33% |
False |
False |
745,934 |
| 60 |
140.30 |
130.35 |
9.95 |
7.3% |
1.46 |
1.1% |
51% |
False |
False |
731,328 |
| 80 |
140.30 |
130.35 |
9.95 |
7.3% |
1.32 |
1.0% |
51% |
False |
False |
549,238 |
| 100 |
140.30 |
130.35 |
9.95 |
7.3% |
1.15 |
0.9% |
51% |
False |
False |
439,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.81 |
|
2.618 |
137.69 |
|
1.618 |
137.00 |
|
1.000 |
136.57 |
|
0.618 |
136.31 |
|
HIGH |
135.88 |
|
0.618 |
135.62 |
|
0.500 |
135.54 |
|
0.382 |
135.45 |
|
LOW |
135.19 |
|
0.618 |
134.76 |
|
1.000 |
134.50 |
|
1.618 |
134.07 |
|
2.618 |
133.38 |
|
4.250 |
132.26 |
|
|
| Fisher Pivots for day following 17-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
135.54 |
135.76 |
| PP |
135.51 |
135.66 |
| S1 |
135.49 |
135.57 |
|