Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 17-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
Open |
135.32 |
134.65 |
-0.67 |
-0.5% |
135.20 |
High |
135.53 |
135.06 |
-0.47 |
-0.3% |
136.50 |
Low |
134.43 |
134.60 |
0.17 |
0.1% |
134.31 |
Close |
134.56 |
134.74 |
0.18 |
0.1% |
135.46 |
Range |
1.10 |
0.46 |
-0.64 |
-58.2% |
2.19 |
ATR |
0.97 |
0.94 |
-0.03 |
-3.5% |
0.00 |
Volume |
1,435 |
4,820 |
3,385 |
235.9% |
3,987 |
|
Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.18 |
135.92 |
134.99 |
|
R3 |
135.72 |
135.46 |
134.87 |
|
R2 |
135.26 |
135.26 |
134.82 |
|
R1 |
135.00 |
135.00 |
134.78 |
135.13 |
PP |
134.80 |
134.80 |
134.80 |
134.87 |
S1 |
134.54 |
134.54 |
134.70 |
134.67 |
S2 |
134.34 |
134.34 |
134.66 |
|
S3 |
133.88 |
134.08 |
134.61 |
|
S4 |
133.42 |
133.62 |
134.49 |
|
|
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 |
134.43 |
2.07 |
1.5% |
0.76 |
0.6% |
15% |
False |
False |
2,234 |
10 |
136.50 |
134.31 |
2.19 |
1.6% |
0.81 |
0.6% |
20% |
False |
False |
1,405 |
20 |
136.50 |
132.74 |
3.76 |
2.8% |
0.80 |
0.6% |
53% |
False |
False |
787 |
40 |
138.27 |
132.74 |
5.53 |
4.1% |
0.75 |
0.6% |
36% |
False |
False |
400 |
60 |
138.27 |
130.00 |
8.27 |
6.1% |
0.73 |
0.5% |
57% |
False |
False |
268 |
80 |
138.27 |
130.00 |
8.27 |
6.1% |
0.56 |
0.4% |
57% |
False |
False |
201 |
100 |
138.27 |
130.00 |
8.27 |
6.1% |
0.45 |
0.3% |
57% |
False |
False |
161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.02 |
2.618 |
136.26 |
1.618 |
135.80 |
1.000 |
135.52 |
0.618 |
135.34 |
HIGH |
135.06 |
0.618 |
134.88 |
0.500 |
134.83 |
0.382 |
134.78 |
LOW |
134.60 |
0.618 |
134.32 |
1.000 |
134.14 |
1.618 |
133.86 |
2.618 |
133.40 |
4.250 |
132.65 |
|
|
Fisher Pivots for day following 17-May-2023 |
Pivot |
1 day |
3 day |
R1 |
134.83 |
134.98 |
PP |
134.80 |
134.90 |
S1 |
134.77 |
134.82 |
|