Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 01-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
135.31 |
136.06 |
0.75 |
0.6% |
134.22 |
High |
136.40 |
136.59 |
0.19 |
0.1% |
134.68 |
Low |
135.31 |
135.60 |
0.29 |
0.2% |
132.83 |
Close |
136.05 |
136.20 |
0.15 |
0.1% |
132.94 |
Range |
1.09 |
0.99 |
-0.10 |
-9.2% |
1.85 |
ATR |
1.22 |
1.21 |
-0.02 |
-1.4% |
0.00 |
Volume |
1,223,246 |
1,129,467 |
-93,779 |
-7.7% |
3,674,933 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.10 |
138.64 |
136.74 |
|
R3 |
138.11 |
137.65 |
136.47 |
|
R2 |
137.12 |
137.12 |
136.38 |
|
R1 |
136.66 |
136.66 |
136.29 |
136.89 |
PP |
136.13 |
136.13 |
136.13 |
136.25 |
S1 |
135.67 |
135.67 |
136.11 |
135.90 |
S2 |
135.14 |
135.14 |
136.02 |
|
S3 |
134.15 |
134.68 |
135.93 |
|
S4 |
133.16 |
133.69 |
135.66 |
|
|
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 |
136.59 |
132.83 |
3.76 |
2.8% |
1.08 |
0.8% |
90% |
True |
False |
951,605 |
10 |
136.59 |
132.83 |
3.76 |
2.8% |
1.04 |
0.8% |
90% |
True |
False |
818,467 |
20 |
137.29 |
132.83 |
4.46 |
3.3% |
1.03 |
0.8% |
76% |
False |
False |
748,242 |
40 |
138.09 |
132.83 |
5.26 |
3.9% |
1.12 |
0.8% |
64% |
False |
False |
741,912 |
60 |
140.30 |
130.55 |
9.75 |
7.2% |
1.46 |
1.1% |
58% |
False |
False |
825,104 |
80 |
140.30 |
130.35 |
9.95 |
7.3% |
1.33 |
1.0% |
59% |
False |
False |
651,452 |
100 |
140.30 |
130.35 |
9.95 |
7.3% |
1.22 |
0.9% |
59% |
False |
False |
521,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.80 |
2.618 |
139.18 |
1.618 |
138.19 |
1.000 |
137.58 |
0.618 |
137.20 |
HIGH |
136.59 |
0.618 |
136.21 |
0.500 |
136.10 |
0.382 |
135.98 |
LOW |
135.60 |
0.618 |
134.99 |
1.000 |
134.61 |
1.618 |
134.00 |
2.618 |
133.01 |
4.250 |
131.39 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
136.17 |
135.92 |
PP |
136.13 |
135.65 |
S1 |
136.10 |
135.37 |
|