Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 24-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
Open |
133.33 |
133.40 |
0.07 |
0.1% |
135.09 |
High |
133.40 |
133.71 |
0.31 |
0.2% |
135.53 |
Low |
132.82 |
132.74 |
-0.08 |
-0.1% |
132.80 |
Close |
133.14 |
133.34 |
0.20 |
0.2% |
133.51 |
Range |
0.58 |
0.97 |
0.39 |
67.2% |
2.73 |
ATR |
0.94 |
0.94 |
0.00 |
0.2% |
0.00 |
Volume |
6,390 |
4,645 |
-1,745 |
-27.3% |
15,757 |
|
Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.17 |
135.73 |
133.87 |
|
R3 |
135.20 |
134.76 |
133.61 |
|
R2 |
134.23 |
134.23 |
133.52 |
|
R1 |
133.79 |
133.79 |
133.43 |
133.53 |
PP |
133.26 |
133.26 |
133.26 |
133.13 |
S1 |
132.82 |
132.82 |
133.25 |
132.56 |
S2 |
132.29 |
132.29 |
133.16 |
|
S3 |
131.32 |
131.85 |
133.07 |
|
S4 |
130.35 |
130.88 |
132.81 |
|
|
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 |
134.60 |
132.74 |
1.86 |
1.4% |
0.94 |
0.7% |
32% |
False |
True |
4,293 |
10 |
136.50 |
132.74 |
3.76 |
2.8% |
0.85 |
0.6% |
16% |
False |
True |
3,264 |
20 |
136.50 |
132.74 |
3.76 |
2.8% |
0.90 |
0.7% |
16% |
False |
True |
1,847 |
40 |
136.97 |
132.74 |
4.23 |
3.2% |
0.76 |
0.6% |
14% |
False |
True |
936 |
60 |
138.27 |
130.00 |
8.27 |
6.2% |
0.81 |
0.6% |
40% |
False |
False |
625 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.62 |
0.5% |
40% |
False |
False |
469 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.50 |
0.4% |
40% |
False |
False |
375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.83 |
2.618 |
136.25 |
1.618 |
135.28 |
1.000 |
134.68 |
0.618 |
134.31 |
HIGH |
133.71 |
0.618 |
133.34 |
0.500 |
133.23 |
0.382 |
133.11 |
LOW |
132.74 |
0.618 |
132.14 |
1.000 |
131.77 |
1.618 |
131.17 |
2.618 |
130.20 |
4.250 |
128.62 |
|
|
Fisher Pivots for day following 24-May-2023 |
Pivot |
1 day |
3 day |
R1 |
133.30 |
133.34 |
PP |
133.26 |
133.33 |
S1 |
133.23 |
133.33 |
|