Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 22-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2023 |
22-May-2023 |
Change |
Change % |
Previous Week |
Open |
133.21 |
133.66 |
0.45 |
0.3% |
135.09 |
High |
133.79 |
133.92 |
0.13 |
0.1% |
135.53 |
Low |
132.80 |
133.18 |
0.38 |
0.3% |
132.80 |
Close |
133.51 |
133.25 |
-0.26 |
-0.2% |
133.51 |
Range |
0.99 |
0.74 |
-0.25 |
-25.3% |
2.73 |
ATR |
0.98 |
0.97 |
-0.02 |
-1.8% |
0.00 |
Volume |
5,056 |
4,315 |
-741 |
-14.7% |
15,757 |
|
Daily Pivots for day following 22-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.67 |
135.20 |
133.66 |
|
R3 |
134.93 |
134.46 |
133.45 |
|
R2 |
134.19 |
134.19 |
133.39 |
|
R1 |
133.72 |
133.72 |
133.32 |
133.59 |
PP |
133.45 |
133.45 |
133.45 |
133.38 |
S1 |
132.98 |
132.98 |
133.18 |
132.85 |
S2 |
132.71 |
132.71 |
133.11 |
|
S3 |
131.97 |
132.24 |
133.05 |
|
S4 |
131.23 |
131.50 |
132.84 |
|
|
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% |
0.95 |
0.7% |
16% |
False |
False |
3,337 |
10 |
136.50 |
132.80 |
3.70 |
2.8% |
0.85 |
0.6% |
12% |
False |
False |
2,390 |
20 |
136.50 |
132.80 |
3.70 |
2.8% |
0.90 |
0.7% |
12% |
False |
False |
1,307 |
40 |
138.10 |
132.74 |
5.36 |
4.0% |
0.76 |
0.6% |
10% |
False |
False |
660 |
60 |
138.27 |
130.00 |
8.27 |
6.2% |
0.78 |
0.6% |
39% |
False |
False |
441 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.60 |
0.5% |
39% |
False |
False |
331 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.48 |
0.4% |
39% |
False |
False |
265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.07 |
2.618 |
135.86 |
1.618 |
135.12 |
1.000 |
134.66 |
0.618 |
134.38 |
HIGH |
133.92 |
0.618 |
133.64 |
0.500 |
133.55 |
0.382 |
133.46 |
LOW |
133.18 |
0.618 |
132.72 |
1.000 |
132.44 |
1.618 |
131.98 |
2.618 |
131.24 |
4.250 |
130.04 |
|
|
Fisher Pivots for day following 22-May-2023 |
Pivot |
1 day |
3 day |
R1 |
133.55 |
133.70 |
PP |
133.45 |
133.55 |
S1 |
133.35 |
133.40 |
|