Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 23-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2023 |
23-May-2023 |
Change |
Change % |
Previous Week |
Open |
133.66 |
133.33 |
-0.33 |
-0.2% |
135.09 |
High |
133.92 |
133.40 |
-0.52 |
-0.4% |
135.53 |
Low |
133.18 |
132.82 |
-0.36 |
-0.3% |
132.80 |
Close |
133.25 |
133.14 |
-0.11 |
-0.1% |
133.51 |
Range |
0.74 |
0.58 |
-0.16 |
-21.6% |
2.73 |
ATR |
0.97 |
0.94 |
-0.03 |
-2.9% |
0.00 |
Volume |
4,315 |
6,390 |
2,075 |
48.1% |
15,757 |
|
Daily Pivots for day following 23-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.86 |
134.58 |
133.46 |
|
R3 |
134.28 |
134.00 |
133.30 |
|
R2 |
133.70 |
133.70 |
133.25 |
|
R1 |
133.42 |
133.42 |
133.19 |
133.27 |
PP |
133.12 |
133.12 |
133.12 |
133.05 |
S1 |
132.84 |
132.84 |
133.09 |
132.69 |
S2 |
132.54 |
132.54 |
133.03 |
|
S3 |
131.96 |
132.26 |
132.98 |
|
S4 |
131.38 |
131.68 |
132.82 |
|
|
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 |
135.06 |
132.80 |
2.26 |
1.7% |
0.84 |
0.6% |
15% |
False |
False |
4,328 |
10 |
136.50 |
132.80 |
3.70 |
2.8% |
0.85 |
0.6% |
9% |
False |
False |
2,989 |
20 |
136.50 |
132.80 |
3.70 |
2.8% |
0.91 |
0.7% |
9% |
False |
False |
1,626 |
40 |
138.10 |
132.74 |
5.36 |
4.0% |
0.77 |
0.6% |
7% |
False |
False |
820 |
60 |
138.27 |
130.00 |
8.27 |
6.2% |
0.79 |
0.6% |
38% |
False |
False |
548 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.61 |
0.5% |
38% |
False |
False |
411 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.49 |
0.4% |
38% |
False |
False |
329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.87 |
2.618 |
134.92 |
1.618 |
134.34 |
1.000 |
133.98 |
0.618 |
133.76 |
HIGH |
133.40 |
0.618 |
133.18 |
0.500 |
133.11 |
0.382 |
133.04 |
LOW |
132.82 |
0.618 |
132.46 |
1.000 |
132.24 |
1.618 |
131.88 |
2.618 |
131.30 |
4.250 |
130.36 |
|
|
Fisher Pivots for day following 23-May-2023 |
Pivot |
1 day |
3 day |
R1 |
133.13 |
133.36 |
PP |
133.12 |
133.29 |
S1 |
133.11 |
133.21 |
|