Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 11-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
Open |
134.31 |
135.24 |
0.93 |
0.7% |
134.19 |
High |
135.26 |
136.50 |
1.24 |
0.9% |
136.33 |
Low |
134.31 |
135.24 |
0.93 |
0.7% |
133.87 |
Close |
135.25 |
135.99 |
0.74 |
0.5% |
135.19 |
Range |
0.95 |
1.26 |
0.31 |
32.6% |
2.46 |
ATR |
1.00 |
1.01 |
0.02 |
1.9% |
0.00 |
Volume |
1,896 |
1,376 |
-520 |
-27.4% |
870 |
|
Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.69 |
139.10 |
136.68 |
|
R3 |
138.43 |
137.84 |
136.34 |
|
R2 |
137.17 |
137.17 |
136.22 |
|
R1 |
136.58 |
136.58 |
136.11 |
136.88 |
PP |
135.91 |
135.91 |
135.91 |
136.06 |
S1 |
135.32 |
135.32 |
135.87 |
135.62 |
S2 |
134.65 |
134.65 |
135.76 |
|
S3 |
133.39 |
134.06 |
135.64 |
|
S4 |
132.13 |
132.80 |
135.30 |
|
|
Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.51 |
141.31 |
136.54 |
|
R3 |
140.05 |
138.85 |
135.87 |
|
R2 |
137.59 |
137.59 |
135.64 |
|
R1 |
136.39 |
136.39 |
135.42 |
136.99 |
PP |
135.13 |
135.13 |
135.13 |
135.43 |
S1 |
133.93 |
133.93 |
134.96 |
134.53 |
S2 |
132.67 |
132.67 |
134.74 |
|
S3 |
130.21 |
131.47 |
134.51 |
|
S4 |
127.75 |
129.01 |
133.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
136.50 |
134.31 |
2.19 |
1.6% |
0.84 |
0.6% |
77% |
True |
False |
802 |
10 |
136.50 |
133.29 |
3.21 |
2.4% |
0.97 |
0.7% |
84% |
True |
False |
567 |
20 |
136.50 |
132.74 |
3.76 |
2.8% |
0.76 |
0.6% |
86% |
True |
False |
300 |
40 |
138.27 |
132.70 |
5.57 |
4.1% |
0.91 |
0.7% |
59% |
False |
False |
155 |
60 |
138.27 |
130.00 |
8.27 |
6.1% |
0.69 |
0.5% |
72% |
False |
False |
104 |
80 |
138.27 |
130.00 |
8.27 |
6.1% |
0.53 |
0.4% |
72% |
False |
False |
78 |
100 |
138.27 |
130.00 |
8.27 |
6.1% |
0.42 |
0.3% |
72% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.86 |
2.618 |
139.80 |
1.618 |
138.54 |
1.000 |
137.76 |
0.618 |
137.28 |
HIGH |
136.50 |
0.618 |
136.02 |
0.500 |
135.87 |
0.382 |
135.72 |
LOW |
135.24 |
0.618 |
134.46 |
1.000 |
133.98 |
1.618 |
133.20 |
2.618 |
131.94 |
4.250 |
129.89 |
|
|
Fisher Pivots for day following 11-May-2023 |
Pivot |
1 day |
3 day |
R1 |
135.95 |
135.80 |
PP |
135.91 |
135.60 |
S1 |
135.87 |
135.41 |
|