Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 02-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
136.06 |
136.36 |
0.30 |
0.2% |
134.26 |
High |
136.59 |
136.36 |
-0.23 |
-0.2% |
136.59 |
Low |
135.60 |
135.45 |
-0.15 |
-0.1% |
134.15 |
Close |
136.20 |
135.64 |
-0.56 |
-0.4% |
135.64 |
Range |
0.99 |
0.91 |
-0.08 |
-8.1% |
2.44 |
ATR |
1.21 |
1.18 |
-0.02 |
-1.8% |
0.00 |
Volume |
1,129,467 |
1,227,120 |
97,653 |
8.6% |
4,419,457 |
|
Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.55 |
138.00 |
136.14 |
|
R3 |
137.64 |
137.09 |
135.89 |
|
R2 |
136.73 |
136.73 |
135.81 |
|
R1 |
136.18 |
136.18 |
135.72 |
136.00 |
PP |
135.82 |
135.82 |
135.82 |
135.73 |
S1 |
135.27 |
135.27 |
135.56 |
135.09 |
S2 |
134.91 |
134.91 |
135.47 |
|
S3 |
134.00 |
134.36 |
135.39 |
|
S4 |
133.09 |
133.45 |
135.14 |
|
|
Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.78 |
141.65 |
136.98 |
|
R3 |
140.34 |
139.21 |
136.31 |
|
R2 |
137.90 |
137.90 |
136.09 |
|
R1 |
136.77 |
136.77 |
135.86 |
137.34 |
PP |
135.46 |
135.46 |
135.46 |
135.74 |
S1 |
134.33 |
134.33 |
135.42 |
134.90 |
S2 |
133.02 |
133.02 |
135.19 |
|
S3 |
130.58 |
131.89 |
134.97 |
|
S4 |
128.14 |
129.45 |
134.30 |
|
|
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% |
1.00 |
0.7% |
75% |
False |
False |
1,026,095 |
10 |
136.59 |
132.83 |
3.76 |
2.8% |
0.97 |
0.7% |
75% |
False |
False |
878,323 |
20 |
137.29 |
132.83 |
4.46 |
3.3% |
1.00 |
0.7% |
63% |
False |
False |
757,767 |
40 |
138.09 |
132.83 |
5.26 |
3.9% |
1.11 |
0.8% |
53% |
False |
False |
756,553 |
60 |
140.30 |
130.60 |
9.70 |
7.2% |
1.45 |
1.1% |
52% |
False |
False |
831,130 |
80 |
140.30 |
130.35 |
9.95 |
7.3% |
1.34 |
1.0% |
53% |
False |
False |
666,733 |
100 |
140.30 |
130.35 |
9.95 |
7.3% |
1.23 |
0.9% |
53% |
False |
False |
533,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.23 |
2.618 |
138.74 |
1.618 |
137.83 |
1.000 |
137.27 |
0.618 |
136.92 |
HIGH |
136.36 |
0.618 |
136.01 |
0.500 |
135.91 |
0.382 |
135.80 |
LOW |
135.45 |
0.618 |
134.89 |
1.000 |
134.54 |
1.618 |
133.98 |
2.618 |
133.07 |
4.250 |
131.58 |
|
|
Fisher Pivots for day following 02-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
135.91 |
135.95 |
PP |
135.82 |
135.85 |
S1 |
135.73 |
135.74 |
|