Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 30-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
Open |
133.08 |
134.26 |
1.18 |
0.9% |
134.22 |
High |
133.54 |
135.47 |
1.93 |
1.4% |
134.68 |
Low |
132.83 |
134.15 |
1.32 |
1.0% |
132.83 |
Close |
132.94 |
135.19 |
2.25 |
1.7% |
132.94 |
Range |
0.71 |
1.32 |
0.61 |
85.9% |
1.85 |
ATR |
1.12 |
1.22 |
0.10 |
9.0% |
0.00 |
Volume |
711,021 |
839,624 |
128,603 |
18.1% |
3,674,933 |
|
Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.90 |
138.36 |
135.92 |
|
R3 |
137.58 |
137.04 |
135.55 |
|
R2 |
136.26 |
136.26 |
135.43 |
|
R1 |
135.72 |
135.72 |
135.31 |
135.99 |
PP |
134.94 |
134.94 |
134.94 |
135.07 |
S1 |
134.40 |
134.40 |
135.07 |
134.67 |
S2 |
133.62 |
133.62 |
134.95 |
|
S3 |
132.30 |
133.08 |
134.83 |
|
S4 |
130.98 |
131.76 |
134.46 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.03 |
137.84 |
133.96 |
|
R3 |
137.18 |
135.99 |
133.45 |
|
R2 |
135.33 |
135.33 |
133.28 |
|
R1 |
134.14 |
134.14 |
133.11 |
133.81 |
PP |
133.48 |
133.48 |
133.48 |
133.32 |
S1 |
132.29 |
132.29 |
132.77 |
131.96 |
S2 |
131.63 |
131.63 |
132.60 |
|
S3 |
129.78 |
130.44 |
132.43 |
|
S4 |
127.93 |
128.59 |
131.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135.47 |
132.83 |
2.64 |
2.0% |
0.98 |
0.7% |
89% |
True |
False |
782,405 |
10 |
136.38 |
132.83 |
3.55 |
2.6% |
1.02 |
0.8% |
66% |
False |
False |
726,605 |
20 |
137.29 |
132.83 |
4.46 |
3.3% |
1.07 |
0.8% |
53% |
False |
False |
712,081 |
40 |
138.09 |
132.83 |
5.26 |
3.9% |
1.16 |
0.9% |
45% |
False |
False |
724,068 |
60 |
140.30 |
130.35 |
9.95 |
7.4% |
1.45 |
1.1% |
49% |
False |
False |
814,854 |
80 |
140.30 |
130.35 |
9.95 |
7.4% |
1.36 |
1.0% |
49% |
False |
False |
622,070 |
100 |
140.30 |
130.35 |
9.95 |
7.4% |
1.22 |
0.9% |
49% |
False |
False |
497,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.08 |
2.618 |
138.93 |
1.618 |
137.61 |
1.000 |
136.79 |
0.618 |
136.29 |
HIGH |
135.47 |
0.618 |
134.97 |
0.500 |
134.81 |
0.382 |
134.65 |
LOW |
134.15 |
0.618 |
133.33 |
1.000 |
132.83 |
1.618 |
132.01 |
2.618 |
130.69 |
4.250 |
128.54 |
|
|
Fisher Pivots for day following 30-May-2023 |
Pivot |
1 day |
3 day |
R1 |
135.06 |
134.84 |
PP |
134.94 |
134.50 |
S1 |
134.81 |
134.15 |
|