Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 25-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2023 |
25-May-2023 |
Change |
Change % |
Previous Week |
Open |
133.40 |
132.92 |
-0.48 |
-0.4% |
135.09 |
High |
133.71 |
133.47 |
-0.24 |
-0.2% |
135.53 |
Low |
132.74 |
132.25 |
-0.49 |
-0.4% |
132.80 |
Close |
133.34 |
132.89 |
-0.45 |
-0.3% |
133.51 |
Range |
0.97 |
1.22 |
0.25 |
25.8% |
2.73 |
ATR |
0.94 |
0.96 |
0.02 |
2.1% |
0.00 |
Volume |
4,645 |
13,977 |
9,332 |
200.9% |
15,757 |
|
Daily Pivots for day following 25-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.53 |
135.93 |
133.56 |
|
R3 |
135.31 |
134.71 |
133.23 |
|
R2 |
134.09 |
134.09 |
133.11 |
|
R1 |
133.49 |
133.49 |
133.00 |
133.18 |
PP |
132.87 |
132.87 |
132.87 |
132.72 |
S1 |
132.27 |
132.27 |
132.78 |
131.96 |
S2 |
131.65 |
131.65 |
132.67 |
|
S3 |
130.43 |
131.05 |
132.55 |
|
S4 |
129.21 |
129.83 |
132.22 |
|
|
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 |
133.92 |
132.25 |
1.67 |
1.3% |
0.90 |
0.7% |
38% |
False |
True |
6,876 |
10 |
135.98 |
132.25 |
3.73 |
2.8% |
0.85 |
0.6% |
17% |
False |
True |
4,524 |
20 |
136.50 |
132.25 |
4.25 |
3.2% |
0.91 |
0.7% |
15% |
False |
True |
2,546 |
40 |
136.97 |
132.25 |
4.72 |
3.6% |
0.79 |
0.6% |
14% |
False |
True |
1,285 |
60 |
138.27 |
130.00 |
8.27 |
6.2% |
0.83 |
0.6% |
35% |
False |
False |
858 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.64 |
0.5% |
35% |
False |
False |
644 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.51 |
0.4% |
35% |
False |
False |
515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.66 |
2.618 |
136.66 |
1.618 |
135.44 |
1.000 |
134.69 |
0.618 |
134.22 |
HIGH |
133.47 |
0.618 |
133.00 |
0.500 |
132.86 |
0.382 |
132.72 |
LOW |
132.25 |
0.618 |
131.50 |
1.000 |
131.03 |
1.618 |
130.28 |
2.618 |
129.06 |
4.250 |
127.07 |
|
|
Fisher Pivots for day following 25-May-2023 |
Pivot |
1 day |
3 day |
R1 |
132.88 |
132.98 |
PP |
132.87 |
132.95 |
S1 |
132.86 |
132.92 |
|