Euro Bund Future September 2023
| Trading Metrics calculated at close of trading on 05-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2023 |
05-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
135.71 |
135.17 |
-0.54 |
-0.4% |
136.09 |
| High |
135.76 |
136.62 |
0.86 |
0.6% |
136.09 |
| Low |
134.99 |
135.17 |
0.18 |
0.1% |
134.10 |
| Close |
135.54 |
136.52 |
0.98 |
0.7% |
135.08 |
| Range |
0.77 |
1.45 |
0.68 |
88.3% |
1.99 |
| ATR |
1.19 |
1.21 |
0.02 |
1.6% |
0.00 |
| Volume |
7 |
15 |
8 |
114.3% |
47 |
|
| Daily Pivots for day following 05-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.45 |
139.94 |
137.32 |
|
| R3 |
139.00 |
138.49 |
136.92 |
|
| R2 |
137.55 |
137.55 |
136.79 |
|
| R1 |
137.04 |
137.04 |
136.65 |
137.30 |
| PP |
136.10 |
136.10 |
136.10 |
136.23 |
| S1 |
135.59 |
135.59 |
136.39 |
135.85 |
| S2 |
134.65 |
134.65 |
136.25 |
|
| S3 |
133.20 |
134.14 |
136.12 |
|
| S4 |
131.75 |
132.69 |
135.72 |
|
|
| 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 |
136.62 |
134.10 |
2.52 |
1.8% |
0.90 |
0.7% |
96% |
True |
False |
7 |
| 10 |
138.10 |
134.10 |
4.00 |
2.9% |
0.67 |
0.5% |
61% |
False |
False |
8 |
| 20 |
138.27 |
130.57 |
7.70 |
5.6% |
1.13 |
0.8% |
77% |
False |
False |
8 |
| 40 |
138.27 |
130.00 |
8.27 |
6.1% |
0.59 |
0.4% |
79% |
False |
False |
4 |
| 60 |
138.27 |
130.00 |
8.27 |
6.1% |
0.40 |
0.3% |
79% |
False |
False |
3 |
| 80 |
138.27 |
130.00 |
8.27 |
6.1% |
0.30 |
0.2% |
79% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.78 |
|
2.618 |
140.42 |
|
1.618 |
138.97 |
|
1.000 |
138.07 |
|
0.618 |
137.52 |
|
HIGH |
136.62 |
|
0.618 |
136.07 |
|
0.500 |
135.90 |
|
0.382 |
135.72 |
|
LOW |
135.17 |
|
0.618 |
134.27 |
|
1.000 |
133.72 |
|
1.618 |
132.82 |
|
2.618 |
131.37 |
|
4.250 |
129.01 |
|
|
| Fisher Pivots for day following 05-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
136.31 |
136.28 |
| PP |
136.10 |
136.04 |
| S1 |
135.90 |
135.81 |
|