Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 16-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
Open |
135.09 |
135.32 |
0.23 |
0.2% |
135.20 |
High |
135.22 |
135.53 |
0.31 |
0.2% |
136.50 |
Low |
134.96 |
134.43 |
-0.53 |
-0.4% |
134.31 |
Close |
135.04 |
134.56 |
-0.48 |
-0.4% |
135.46 |
Range |
0.26 |
1.10 |
0.84 |
323.1% |
2.19 |
ATR |
0.96 |
0.97 |
0.01 |
1.0% |
0.00 |
Volume |
3,383 |
1,435 |
-1,948 |
-57.6% |
3,987 |
|
Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.14 |
137.45 |
135.17 |
|
R3 |
137.04 |
136.35 |
134.86 |
|
R2 |
135.94 |
135.94 |
134.76 |
|
R1 |
135.25 |
135.25 |
134.66 |
135.05 |
PP |
134.84 |
134.84 |
134.84 |
134.74 |
S1 |
134.15 |
134.15 |
134.46 |
133.95 |
S2 |
133.74 |
133.74 |
134.36 |
|
S3 |
132.64 |
133.05 |
134.26 |
|
S4 |
131.54 |
131.95 |
133.96 |
|
|
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% |
0.86 |
0.6% |
11% |
False |
False |
1,650 |
10 |
136.50 |
134.31 |
2.19 |
1.6% |
0.83 |
0.6% |
11% |
False |
False |
963 |
20 |
136.50 |
132.74 |
3.76 |
2.8% |
0.80 |
0.6% |
48% |
False |
False |
546 |
40 |
138.27 |
132.74 |
5.53 |
4.1% |
0.80 |
0.6% |
33% |
False |
False |
279 |
60 |
138.27 |
130.00 |
8.27 |
6.1% |
0.72 |
0.5% |
55% |
False |
False |
187 |
80 |
138.27 |
130.00 |
8.27 |
6.1% |
0.56 |
0.4% |
55% |
False |
False |
141 |
100 |
138.27 |
130.00 |
8.27 |
6.1% |
0.44 |
0.3% |
55% |
False |
False |
112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.21 |
2.618 |
138.41 |
1.618 |
137.31 |
1.000 |
136.63 |
0.618 |
136.21 |
HIGH |
135.53 |
0.618 |
135.11 |
0.500 |
134.98 |
0.382 |
134.85 |
LOW |
134.43 |
0.618 |
133.75 |
1.000 |
133.33 |
1.618 |
132.65 |
2.618 |
131.55 |
4.250 |
129.76 |
|
|
Fisher Pivots for day following 16-May-2023 |
Pivot |
1 day |
3 day |
R1 |
134.98 |
135.21 |
PP |
134.84 |
134.99 |
S1 |
134.70 |
134.78 |
|