Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 24-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
Open |
134.08 |
134.05 |
-0.03 |
0.0% |
136.01 |
High |
134.15 |
134.45 |
0.30 |
0.2% |
136.38 |
Low |
133.53 |
133.46 |
-0.07 |
-0.1% |
133.50 |
Close |
133.87 |
134.07 |
0.20 |
0.1% |
134.24 |
Range |
0.62 |
0.99 |
0.37 |
59.7% |
2.88 |
ATR |
1.15 |
1.14 |
-0.01 |
-1.0% |
0.00 |
Volume |
755,627 |
751,087 |
-4,540 |
-0.6% |
3,317,282 |
|
Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.96 |
136.51 |
134.61 |
|
R3 |
135.97 |
135.52 |
134.34 |
|
R2 |
134.98 |
134.98 |
134.25 |
|
R1 |
134.53 |
134.53 |
134.16 |
134.76 |
PP |
133.99 |
133.99 |
133.99 |
134.11 |
S1 |
133.54 |
133.54 |
133.98 |
133.77 |
S2 |
133.00 |
133.00 |
133.89 |
|
S3 |
132.01 |
132.55 |
133.80 |
|
S4 |
131.02 |
131.56 |
133.53 |
|
|
Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.35 |
141.67 |
135.82 |
|
R3 |
140.47 |
138.79 |
135.03 |
|
R2 |
137.59 |
137.59 |
134.77 |
|
R1 |
135.91 |
135.91 |
134.50 |
135.31 |
PP |
134.71 |
134.71 |
134.71 |
134.41 |
S1 |
133.03 |
133.03 |
133.98 |
132.43 |
S2 |
131.83 |
131.83 |
133.71 |
|
S3 |
128.95 |
130.15 |
133.45 |
|
S4 |
126.07 |
127.27 |
132.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135.44 |
133.46 |
1.98 |
1.5% |
1.00 |
0.7% |
31% |
False |
True |
685,329 |
10 |
137.29 |
133.46 |
3.83 |
2.9% |
0.97 |
0.7% |
16% |
False |
True |
678,519 |
20 |
137.29 |
133.46 |
3.83 |
2.9% |
1.12 |
0.8% |
16% |
False |
True |
724,999 |
40 |
138.09 |
133.10 |
4.99 |
3.7% |
1.17 |
0.9% |
19% |
False |
False |
718,635 |
60 |
140.30 |
130.35 |
9.95 |
7.4% |
1.46 |
1.1% |
37% |
False |
False |
786,766 |
80 |
140.30 |
130.35 |
9.95 |
7.4% |
1.35 |
1.0% |
37% |
False |
False |
592,040 |
100 |
140.30 |
130.35 |
9.95 |
7.4% |
1.19 |
0.9% |
37% |
False |
False |
473,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.66 |
2.618 |
137.04 |
1.618 |
136.05 |
1.000 |
135.44 |
0.618 |
135.06 |
HIGH |
134.45 |
0.618 |
134.07 |
0.500 |
133.96 |
0.382 |
133.84 |
LOW |
133.46 |
0.618 |
132.85 |
1.000 |
132.47 |
1.618 |
131.86 |
2.618 |
130.87 |
4.250 |
129.25 |
|
|
Fisher Pivots for day following 24-May-2023 |
Pivot |
1 day |
3 day |
R1 |
134.03 |
134.07 |
PP |
133.99 |
134.07 |
S1 |
133.96 |
134.07 |
|