Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 26-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
Open |
132.92 |
132.30 |
-0.62 |
-0.5% |
133.66 |
High |
133.47 |
132.82 |
-0.65 |
-0.5% |
133.92 |
Low |
132.25 |
132.12 |
-0.13 |
-0.1% |
132.12 |
Close |
132.89 |
132.21 |
-0.68 |
-0.5% |
132.21 |
Range |
1.22 |
0.70 |
-0.52 |
-42.6% |
1.80 |
ATR |
0.96 |
0.95 |
-0.01 |
-1.4% |
0.00 |
Volume |
13,977 |
15,045 |
1,068 |
7.6% |
44,372 |
|
Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.48 |
134.05 |
132.60 |
|
R3 |
133.78 |
133.35 |
132.40 |
|
R2 |
133.08 |
133.08 |
132.34 |
|
R1 |
132.65 |
132.65 |
132.27 |
132.52 |
PP |
132.38 |
132.38 |
132.38 |
132.32 |
S1 |
131.95 |
131.95 |
132.15 |
131.82 |
S2 |
131.68 |
131.68 |
132.08 |
|
S3 |
130.98 |
131.25 |
132.02 |
|
S4 |
130.28 |
130.55 |
131.83 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.15 |
136.98 |
133.20 |
|
R3 |
136.35 |
135.18 |
132.71 |
|
R2 |
134.55 |
134.55 |
132.54 |
|
R1 |
133.38 |
133.38 |
132.38 |
133.07 |
PP |
132.75 |
132.75 |
132.75 |
132.59 |
S1 |
131.58 |
131.58 |
132.05 |
131.27 |
S2 |
130.95 |
130.95 |
131.88 |
|
S3 |
129.15 |
129.78 |
131.72 |
|
S4 |
127.35 |
127.98 |
131.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.92 |
132.12 |
1.80 |
1.4% |
0.84 |
0.6% |
5% |
False |
True |
8,874 |
10 |
135.53 |
132.12 |
3.41 |
2.6% |
0.85 |
0.6% |
3% |
False |
True |
6,012 |
20 |
136.50 |
132.12 |
4.38 |
3.3% |
0.93 |
0.7% |
2% |
False |
True |
3,269 |
40 |
136.97 |
132.12 |
4.85 |
3.7% |
0.80 |
0.6% |
2% |
False |
True |
1,661 |
60 |
138.27 |
130.00 |
8.27 |
6.3% |
0.84 |
0.6% |
27% |
False |
False |
1,109 |
80 |
138.27 |
130.00 |
8.27 |
6.3% |
0.64 |
0.5% |
27% |
False |
False |
832 |
100 |
138.27 |
130.00 |
8.27 |
6.3% |
0.52 |
0.4% |
27% |
False |
False |
666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.80 |
2.618 |
134.65 |
1.618 |
133.95 |
1.000 |
133.52 |
0.618 |
133.25 |
HIGH |
132.82 |
0.618 |
132.55 |
0.500 |
132.47 |
0.382 |
132.39 |
LOW |
132.12 |
0.618 |
131.69 |
1.000 |
131.42 |
1.618 |
130.99 |
2.618 |
130.29 |
4.250 |
129.15 |
|
|
Fisher Pivots for day following 26-May-2023 |
Pivot |
1 day |
3 day |
R1 |
132.47 |
132.92 |
PP |
132.38 |
132.68 |
S1 |
132.30 |
132.45 |
|