Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 19-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2023 |
19-May-2023 |
Change |
Change % |
Previous Week |
Open |
134.60 |
133.21 |
-1.39 |
-1.0% |
135.09 |
High |
134.60 |
133.79 |
-0.81 |
-0.6% |
135.53 |
Low |
133.16 |
132.80 |
-0.36 |
-0.3% |
132.80 |
Close |
133.30 |
133.51 |
0.21 |
0.2% |
133.51 |
Range |
1.44 |
0.99 |
-0.45 |
-31.3% |
2.73 |
ATR |
0.98 |
0.98 |
0.00 |
0.1% |
0.00 |
Volume |
1,063 |
5,056 |
3,993 |
375.6% |
15,757 |
|
Daily Pivots for day following 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.34 |
135.91 |
134.05 |
|
R3 |
135.35 |
134.92 |
133.78 |
|
R2 |
134.36 |
134.36 |
133.69 |
|
R1 |
133.93 |
133.93 |
133.60 |
134.15 |
PP |
133.37 |
133.37 |
133.37 |
133.47 |
S1 |
132.94 |
132.94 |
133.42 |
133.16 |
S2 |
132.38 |
132.38 |
133.33 |
|
S3 |
131.39 |
131.95 |
133.24 |
|
S4 |
130.40 |
130.96 |
132.97 |
|
|
Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.14 |
140.55 |
135.01 |
|
R3 |
139.41 |
137.82 |
134.26 |
|
R2 |
136.68 |
136.68 |
134.01 |
|
R1 |
135.09 |
135.09 |
133.76 |
134.52 |
PP |
133.95 |
133.95 |
133.95 |
133.66 |
S1 |
132.36 |
132.36 |
133.26 |
131.79 |
S2 |
131.22 |
131.22 |
133.01 |
|
S3 |
128.49 |
129.63 |
132.76 |
|
S4 |
125.76 |
126.90 |
132.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135.53 |
132.80 |
2.73 |
2.0% |
0.85 |
0.6% |
26% |
False |
True |
3,151 |
10 |
136.50 |
132.80 |
3.70 |
2.8% |
0.82 |
0.6% |
19% |
False |
True |
1,974 |
20 |
136.50 |
132.80 |
3.70 |
2.8% |
0.90 |
0.7% |
19% |
False |
True |
1,092 |
40 |
138.10 |
132.74 |
5.36 |
4.0% |
0.77 |
0.6% |
14% |
False |
False |
553 |
60 |
138.27 |
130.00 |
8.27 |
6.2% |
0.77 |
0.6% |
42% |
False |
False |
370 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.59 |
0.4% |
42% |
False |
False |
277 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.47 |
0.4% |
42% |
False |
False |
222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.00 |
2.618 |
136.38 |
1.618 |
135.39 |
1.000 |
134.78 |
0.618 |
134.40 |
HIGH |
133.79 |
0.618 |
133.41 |
0.500 |
133.30 |
0.382 |
133.18 |
LOW |
132.80 |
0.618 |
132.19 |
1.000 |
131.81 |
1.618 |
131.20 |
2.618 |
130.21 |
4.250 |
128.59 |
|
|
Fisher Pivots for day following 19-May-2023 |
Pivot |
1 day |
3 day |
R1 |
133.44 |
133.93 |
PP |
133.37 |
133.79 |
S1 |
133.30 |
133.65 |
|