Euro Bund Future June 2023
Trading Metrics calculated at close of trading on 06-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
135.43 |
134.89 |
-0.54 |
-0.4% |
134.26 |
High |
135.43 |
135.65 |
0.22 |
0.2% |
136.59 |
Low |
134.58 |
134.53 |
-0.05 |
0.0% |
134.15 |
Close |
134.84 |
134.80 |
-0.04 |
0.0% |
135.64 |
Range |
0.85 |
1.12 |
0.27 |
31.8% |
2.44 |
ATR |
1.18 |
1.17 |
0.00 |
-0.3% |
0.00 |
Volume |
1,169,815 |
668,144 |
-501,671 |
-42.9% |
4,419,457 |
|
Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.35 |
137.70 |
135.42 |
|
R3 |
137.23 |
136.58 |
135.11 |
|
R2 |
136.11 |
136.11 |
135.01 |
|
R1 |
135.46 |
135.46 |
134.90 |
135.23 |
PP |
134.99 |
134.99 |
134.99 |
134.88 |
S1 |
134.34 |
134.34 |
134.70 |
134.11 |
S2 |
133.87 |
133.87 |
134.59 |
|
S3 |
132.75 |
133.22 |
134.49 |
|
S4 |
131.63 |
132.10 |
134.18 |
|
|
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 |
134.53 |
2.06 |
1.5% |
0.99 |
0.7% |
13% |
False |
True |
1,083,558 |
10 |
136.59 |
132.83 |
3.76 |
2.8% |
0.99 |
0.7% |
52% |
False |
False |
932,982 |
20 |
137.29 |
132.83 |
4.46 |
3.3% |
0.99 |
0.7% |
44% |
False |
False |
801,810 |
40 |
138.09 |
132.83 |
5.26 |
3.9% |
1.09 |
0.8% |
37% |
False |
False |
763,800 |
60 |
140.30 |
131.07 |
9.23 |
6.8% |
1.44 |
1.1% |
40% |
False |
False |
832,188 |
80 |
140.30 |
130.35 |
9.95 |
7.4% |
1.34 |
1.0% |
45% |
False |
False |
689,649 |
100 |
140.30 |
130.35 |
9.95 |
7.4% |
1.24 |
0.9% |
45% |
False |
False |
551,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.41 |
2.618 |
138.58 |
1.618 |
137.46 |
1.000 |
136.77 |
0.618 |
136.34 |
HIGH |
135.65 |
0.618 |
135.22 |
0.500 |
135.09 |
0.382 |
134.96 |
LOW |
134.53 |
0.618 |
133.84 |
1.000 |
133.41 |
1.618 |
132.72 |
2.618 |
131.60 |
4.250 |
129.77 |
|
|
Fisher Pivots for day following 06-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
135.09 |
135.45 |
PP |
134.99 |
135.23 |
S1 |
134.90 |
135.02 |
|