Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 15-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
Open |
135.97 |
135.09 |
-0.88 |
-0.6% |
135.20 |
High |
135.98 |
135.22 |
-0.76 |
-0.6% |
136.50 |
Low |
135.25 |
134.96 |
-0.29 |
-0.2% |
134.31 |
Close |
135.46 |
135.04 |
-0.42 |
-0.3% |
135.46 |
Range |
0.73 |
0.26 |
-0.47 |
-64.4% |
2.19 |
ATR |
0.99 |
0.96 |
-0.04 |
-3.6% |
0.00 |
Volume |
160 |
3,383 |
3,223 |
2,014.4% |
3,987 |
|
Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.85 |
135.71 |
135.18 |
|
R3 |
135.59 |
135.45 |
135.11 |
|
R2 |
135.33 |
135.33 |
135.09 |
|
R1 |
135.19 |
135.19 |
135.06 |
135.13 |
PP |
135.07 |
135.07 |
135.07 |
135.05 |
S1 |
134.93 |
134.93 |
135.02 |
134.87 |
S2 |
134.81 |
134.81 |
134.99 |
|
S3 |
134.55 |
134.67 |
134.97 |
|
S4 |
134.29 |
134.41 |
134.90 |
|
|
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% |
0.76 |
0.6% |
33% |
False |
False |
1,443 |
10 |
136.50 |
133.87 |
2.63 |
1.9% |
0.88 |
0.7% |
44% |
False |
False |
824 |
20 |
136.50 |
132.74 |
3.76 |
2.8% |
0.75 |
0.6% |
61% |
False |
False |
475 |
40 |
138.27 |
132.74 |
5.53 |
4.1% |
0.77 |
0.6% |
42% |
False |
False |
243 |
60 |
138.27 |
130.00 |
8.27 |
6.1% |
0.70 |
0.5% |
61% |
False |
False |
163 |
80 |
138.27 |
130.00 |
8.27 |
6.1% |
0.54 |
0.4% |
61% |
False |
False |
123 |
100 |
138.27 |
130.00 |
8.27 |
6.1% |
0.43 |
0.3% |
61% |
False |
False |
98 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.33 |
2.618 |
135.90 |
1.618 |
135.64 |
1.000 |
135.48 |
0.618 |
135.38 |
HIGH |
135.22 |
0.618 |
135.12 |
0.500 |
135.09 |
0.382 |
135.06 |
LOW |
134.96 |
0.618 |
134.80 |
1.000 |
134.70 |
1.618 |
134.54 |
2.618 |
134.28 |
4.250 |
133.86 |
|
|
Fisher Pivots for day following 15-May-2023 |
Pivot |
1 day |
3 day |
R1 |
135.09 |
135.73 |
PP |
135.07 |
135.50 |
S1 |
135.06 |
135.27 |
|