Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 18-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2023 |
18-May-2023 |
Change |
Change % |
Previous Week |
Open |
134.65 |
134.60 |
-0.05 |
0.0% |
135.20 |
High |
135.06 |
134.60 |
-0.46 |
-0.3% |
136.50 |
Low |
134.60 |
133.16 |
-1.44 |
-1.1% |
134.31 |
Close |
134.74 |
133.30 |
-1.44 |
-1.1% |
135.46 |
Range |
0.46 |
1.44 |
0.98 |
213.0% |
2.19 |
ATR |
0.94 |
0.98 |
0.05 |
4.9% |
0.00 |
Volume |
4,820 |
1,063 |
-3,757 |
-77.9% |
3,987 |
|
Daily Pivots for day following 18-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.01 |
137.09 |
134.09 |
|
R3 |
136.57 |
135.65 |
133.70 |
|
R2 |
135.13 |
135.13 |
133.56 |
|
R1 |
134.21 |
134.21 |
133.43 |
133.95 |
PP |
133.69 |
133.69 |
133.69 |
133.56 |
S1 |
132.77 |
132.77 |
133.17 |
132.51 |
S2 |
132.25 |
132.25 |
133.04 |
|
S3 |
130.81 |
131.33 |
132.90 |
|
S4 |
129.37 |
129.89 |
132.51 |
|
|
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 |
135.98 |
133.16 |
2.82 |
2.1% |
0.80 |
0.6% |
5% |
False |
True |
2,172 |
10 |
136.50 |
133.16 |
3.34 |
2.5% |
0.82 |
0.6% |
4% |
False |
True |
1,487 |
20 |
136.50 |
132.93 |
3.57 |
2.7% |
0.87 |
0.7% |
10% |
False |
False |
840 |
40 |
138.10 |
132.74 |
5.36 |
4.0% |
0.76 |
0.6% |
10% |
False |
False |
426 |
60 |
138.27 |
130.00 |
8.27 |
6.2% |
0.75 |
0.6% |
40% |
False |
False |
285 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.58 |
0.4% |
40% |
False |
False |
214 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.46 |
0.3% |
40% |
False |
False |
171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.72 |
2.618 |
138.37 |
1.618 |
136.93 |
1.000 |
136.04 |
0.618 |
135.49 |
HIGH |
134.60 |
0.618 |
134.05 |
0.500 |
133.88 |
0.382 |
133.71 |
LOW |
133.16 |
0.618 |
132.27 |
1.000 |
131.72 |
1.618 |
130.83 |
2.618 |
129.39 |
4.250 |
127.04 |
|
|
Fisher Pivots for day following 18-May-2023 |
Pivot |
1 day |
3 day |
R1 |
133.88 |
134.35 |
PP |
133.69 |
134.00 |
S1 |
133.49 |
133.65 |
|