Euro Bund Future September 2023
| Trading Metrics calculated at close of trading on 03-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2023 |
03-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
135.03 |
135.60 |
0.57 |
0.4% |
136.09 |
| High |
135.40 |
135.80 |
0.40 |
0.3% |
136.09 |
| Low |
135.03 |
135.60 |
0.57 |
0.4% |
134.10 |
| Close |
135.08 |
135.80 |
0.72 |
0.5% |
135.08 |
| Range |
0.37 |
0.20 |
-0.17 |
-45.9% |
1.99 |
| ATR |
1.26 |
1.22 |
-0.04 |
-3.0% |
0.00 |
| Volume |
4 |
6 |
2 |
50.0% |
47 |
|
| Daily Pivots for day following 03-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.33 |
136.27 |
135.91 |
|
| R3 |
136.13 |
136.07 |
135.86 |
|
| R2 |
135.93 |
135.93 |
135.84 |
|
| R1 |
135.87 |
135.87 |
135.82 |
135.90 |
| PP |
135.73 |
135.73 |
135.73 |
135.75 |
| S1 |
135.67 |
135.67 |
135.78 |
135.70 |
| S2 |
135.53 |
135.53 |
135.76 |
|
| S3 |
135.33 |
135.47 |
135.75 |
|
| S4 |
135.13 |
135.27 |
135.69 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.06 |
140.06 |
136.17 |
|
| R3 |
139.07 |
138.07 |
135.63 |
|
| R2 |
137.08 |
137.08 |
135.44 |
|
| R1 |
136.08 |
136.08 |
135.26 |
135.59 |
| PP |
135.09 |
135.09 |
135.09 |
134.84 |
| S1 |
134.09 |
134.09 |
134.90 |
133.60 |
| S2 |
133.10 |
133.10 |
134.72 |
|
| S3 |
131.11 |
132.10 |
134.53 |
|
| S4 |
129.12 |
130.11 |
133.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.80 |
134.10 |
1.70 |
1.3% |
0.60 |
0.4% |
100% |
True |
False |
10 |
| 10 |
138.10 |
134.10 |
4.00 |
2.9% |
0.60 |
0.4% |
43% |
False |
False |
7 |
| 20 |
138.27 |
130.27 |
8.00 |
5.9% |
1.03 |
0.8% |
69% |
False |
False |
7 |
| 40 |
138.27 |
130.00 |
8.27 |
6.1% |
0.53 |
0.4% |
70% |
False |
False |
3 |
| 60 |
138.27 |
130.00 |
8.27 |
6.1% |
0.37 |
0.3% |
70% |
False |
False |
3 |
| 80 |
138.27 |
130.00 |
8.27 |
6.1% |
0.28 |
0.2% |
70% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.65 |
|
2.618 |
136.32 |
|
1.618 |
136.12 |
|
1.000 |
136.00 |
|
0.618 |
135.92 |
|
HIGH |
135.80 |
|
0.618 |
135.72 |
|
0.500 |
135.70 |
|
0.382 |
135.68 |
|
LOW |
135.60 |
|
0.618 |
135.48 |
|
1.000 |
135.40 |
|
1.618 |
135.28 |
|
2.618 |
135.08 |
|
4.250 |
134.75 |
|
|
| Fisher Pivots for day following 03-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
135.77 |
135.52 |
| PP |
135.73 |
135.23 |
| S1 |
135.70 |
134.95 |
|