Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 05-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
136.36 |
135.43 |
-0.93 |
-0.7% |
134.26 |
High |
136.36 |
135.43 |
-0.93 |
-0.7% |
136.59 |
Low |
135.45 |
134.58 |
-0.87 |
-0.6% |
134.15 |
Close |
135.64 |
134.84 |
-0.80 |
-0.6% |
135.64 |
Range |
0.91 |
0.85 |
-0.06 |
-6.6% |
2.44 |
ATR |
1.18 |
1.18 |
-0.01 |
-0.8% |
0.00 |
Volume |
1,227,120 |
1,169,815 |
-57,305 |
-4.7% |
4,419,457 |
|
Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.50 |
137.02 |
135.31 |
|
R3 |
136.65 |
136.17 |
135.07 |
|
R2 |
135.80 |
135.80 |
135.00 |
|
R1 |
135.32 |
135.32 |
134.92 |
135.14 |
PP |
134.95 |
134.95 |
134.95 |
134.86 |
S1 |
134.47 |
134.47 |
134.76 |
134.29 |
S2 |
134.10 |
134.10 |
134.68 |
|
S3 |
133.25 |
133.62 |
134.61 |
|
S4 |
132.40 |
132.77 |
134.37 |
|
|
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 |
134.15 |
2.44 |
1.8% |
1.03 |
0.8% |
28% |
False |
False |
1,117,854 |
10 |
136.59 |
132.83 |
3.76 |
2.8% |
0.95 |
0.7% |
53% |
False |
False |
926,420 |
20 |
137.29 |
132.83 |
4.46 |
3.3% |
0.99 |
0.7% |
45% |
False |
False |
784,484 |
40 |
138.09 |
132.83 |
5.26 |
3.9% |
1.10 |
0.8% |
38% |
False |
False |
768,218 |
60 |
140.30 |
130.77 |
9.53 |
7.1% |
1.44 |
1.1% |
43% |
False |
False |
835,200 |
80 |
140.30 |
130.35 |
9.95 |
7.4% |
1.34 |
1.0% |
45% |
False |
False |
681,314 |
100 |
140.30 |
130.35 |
9.95 |
7.4% |
1.24 |
0.9% |
45% |
False |
False |
545,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.04 |
2.618 |
137.66 |
1.618 |
136.81 |
1.000 |
136.28 |
0.618 |
135.96 |
HIGH |
135.43 |
0.618 |
135.11 |
0.500 |
135.01 |
0.382 |
134.90 |
LOW |
134.58 |
0.618 |
134.05 |
1.000 |
133.73 |
1.618 |
133.20 |
2.618 |
132.35 |
4.250 |
130.97 |
|
|
Fisher Pivots for day following 05-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
135.01 |
135.59 |
PP |
134.95 |
135.34 |
S1 |
134.90 |
135.09 |
|