Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 30-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
Open |
132.30 |
133.45 |
1.15 |
0.9% |
133.66 |
High |
132.82 |
134.75 |
1.93 |
1.5% |
133.92 |
Low |
132.12 |
133.45 |
1.33 |
1.0% |
132.12 |
Close |
132.21 |
134.47 |
2.26 |
1.7% |
132.21 |
Range |
0.70 |
1.30 |
0.60 |
85.7% |
1.80 |
ATR |
0.95 |
1.06 |
0.11 |
12.0% |
0.00 |
Volume |
15,045 |
53,946 |
38,901 |
258.6% |
44,372 |
|
Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.12 |
137.60 |
135.19 |
|
R3 |
136.82 |
136.30 |
134.83 |
|
R2 |
135.52 |
135.52 |
134.71 |
|
R1 |
135.00 |
135.00 |
134.59 |
135.26 |
PP |
134.22 |
134.22 |
134.22 |
134.36 |
S1 |
133.70 |
133.70 |
134.35 |
133.96 |
S2 |
132.92 |
132.92 |
134.23 |
|
S3 |
131.62 |
132.40 |
134.11 |
|
S4 |
130.32 |
131.10 |
133.76 |
|
|
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 |
134.75 |
132.12 |
2.63 |
2.0% |
0.95 |
0.7% |
89% |
True |
False |
18,800 |
10 |
135.53 |
132.12 |
3.41 |
2.5% |
0.95 |
0.7% |
69% |
False |
False |
11,069 |
20 |
136.50 |
132.12 |
4.38 |
3.3% |
0.92 |
0.7% |
54% |
False |
False |
5,946 |
40 |
136.97 |
132.12 |
4.85 |
3.6% |
0.83 |
0.6% |
48% |
False |
False |
3,009 |
60 |
138.27 |
130.00 |
8.27 |
6.2% |
0.86 |
0.6% |
54% |
False |
False |
2,008 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.66 |
0.5% |
54% |
False |
False |
1,506 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.53 |
0.4% |
54% |
False |
False |
1,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.28 |
2.618 |
138.15 |
1.618 |
136.85 |
1.000 |
136.05 |
0.618 |
135.55 |
HIGH |
134.75 |
0.618 |
134.25 |
0.500 |
134.10 |
0.382 |
133.95 |
LOW |
133.45 |
0.618 |
132.65 |
1.000 |
132.15 |
1.618 |
131.35 |
2.618 |
130.05 |
4.250 |
127.93 |
|
|
Fisher Pivots for day following 30-May-2023 |
Pivot |
1 day |
3 day |
R1 |
134.35 |
134.13 |
PP |
134.22 |
133.78 |
S1 |
134.10 |
133.44 |
|