Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 12-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
Open |
135.24 |
135.97 |
0.73 |
0.5% |
135.20 |
High |
136.50 |
135.98 |
-0.52 |
-0.4% |
136.50 |
Low |
135.24 |
135.25 |
0.01 |
0.0% |
134.31 |
Close |
135.99 |
135.46 |
-0.53 |
-0.4% |
135.46 |
Range |
1.26 |
0.73 |
-0.53 |
-42.1% |
2.19 |
ATR |
1.01 |
0.99 |
-0.02 |
-1.9% |
0.00 |
Volume |
1,376 |
160 |
-1,216 |
-88.4% |
3,987 |
|
Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.75 |
137.34 |
135.86 |
|
R3 |
137.02 |
136.61 |
135.66 |
|
R2 |
136.29 |
136.29 |
135.59 |
|
R1 |
135.88 |
135.88 |
135.53 |
135.72 |
PP |
135.56 |
135.56 |
135.56 |
135.49 |
S1 |
135.15 |
135.15 |
135.39 |
134.99 |
S2 |
134.83 |
134.83 |
135.33 |
|
S3 |
134.10 |
134.42 |
135.26 |
|
S4 |
133.37 |
133.69 |
135.06 |
|
|
Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.99 |
140.92 |
136.66 |
|
R3 |
139.80 |
138.73 |
136.06 |
|
R2 |
137.61 |
137.61 |
135.86 |
|
R1 |
136.54 |
136.54 |
135.66 |
137.08 |
PP |
135.42 |
135.42 |
135.42 |
135.69 |
S1 |
134.35 |
134.35 |
135.26 |
134.89 |
S2 |
133.23 |
133.23 |
135.06 |
|
S3 |
131.04 |
132.16 |
134.86 |
|
S4 |
128.85 |
129.97 |
134.26 |
|
|
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% |
0.80 |
0.6% |
53% |
False |
False |
797 |
10 |
136.50 |
133.33 |
3.17 |
2.3% |
1.01 |
0.7% |
67% |
False |
False |
527 |
20 |
136.50 |
132.74 |
3.76 |
2.8% |
0.78 |
0.6% |
72% |
False |
False |
306 |
40 |
138.27 |
132.70 |
5.57 |
4.1% |
0.87 |
0.6% |
50% |
False |
False |
159 |
60 |
138.27 |
130.00 |
8.27 |
6.1% |
0.70 |
0.5% |
66% |
False |
False |
107 |
80 |
138.27 |
130.00 |
8.27 |
6.1% |
0.54 |
0.4% |
66% |
False |
False |
80 |
100 |
138.27 |
130.00 |
8.27 |
6.1% |
0.43 |
0.3% |
66% |
False |
False |
64 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.08 |
2.618 |
137.89 |
1.618 |
137.16 |
1.000 |
136.71 |
0.618 |
136.43 |
HIGH |
135.98 |
0.618 |
135.70 |
0.500 |
135.62 |
0.382 |
135.53 |
LOW |
135.25 |
0.618 |
134.80 |
1.000 |
134.52 |
1.618 |
134.07 |
2.618 |
133.34 |
4.250 |
132.15 |
|
|
Fisher Pivots for day following 12-May-2023 |
Pivot |
1 day |
3 day |
R1 |
135.62 |
135.44 |
PP |
135.56 |
135.42 |
S1 |
135.51 |
135.41 |
|