Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 31-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
Open |
133.45 |
134.63 |
1.18 |
0.9% |
133.66 |
High |
134.75 |
135.66 |
0.91 |
0.7% |
133.92 |
Low |
133.45 |
134.61 |
1.16 |
0.9% |
132.12 |
Close |
134.47 |
135.32 |
0.85 |
0.6% |
132.21 |
Range |
1.30 |
1.05 |
-0.25 |
-19.2% |
1.80 |
ATR |
1.06 |
1.07 |
0.01 |
0.9% |
0.00 |
Volume |
53,946 |
140,463 |
86,517 |
160.4% |
44,372 |
|
Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.35 |
137.88 |
135.90 |
|
R3 |
137.30 |
136.83 |
135.61 |
|
R2 |
136.25 |
136.25 |
135.51 |
|
R1 |
135.78 |
135.78 |
135.42 |
136.02 |
PP |
135.20 |
135.20 |
135.20 |
135.31 |
S1 |
134.73 |
134.73 |
135.22 |
134.97 |
S2 |
134.15 |
134.15 |
135.13 |
|
S3 |
133.10 |
133.68 |
135.03 |
|
S4 |
132.05 |
132.63 |
134.74 |
|
|
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 |
135.66 |
132.12 |
3.54 |
2.6% |
1.05 |
0.8% |
90% |
True |
False |
45,615 |
10 |
135.66 |
132.12 |
3.54 |
2.6% |
0.95 |
0.7% |
90% |
True |
False |
24,972 |
20 |
136.50 |
132.12 |
4.38 |
3.2% |
0.89 |
0.7% |
73% |
False |
False |
12,967 |
40 |
136.97 |
132.12 |
4.85 |
3.6% |
0.81 |
0.6% |
66% |
False |
False |
6,521 |
60 |
138.27 |
130.00 |
8.27 |
6.1% |
0.88 |
0.6% |
64% |
False |
False |
4,349 |
80 |
138.27 |
130.00 |
8.27 |
6.1% |
0.67 |
0.5% |
64% |
False |
False |
3,262 |
100 |
138.27 |
130.00 |
8.27 |
6.1% |
0.54 |
0.4% |
64% |
False |
False |
2,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.12 |
2.618 |
138.41 |
1.618 |
137.36 |
1.000 |
136.71 |
0.618 |
136.31 |
HIGH |
135.66 |
0.618 |
135.26 |
0.500 |
135.14 |
0.382 |
135.01 |
LOW |
134.61 |
0.618 |
133.96 |
1.000 |
133.56 |
1.618 |
132.91 |
2.618 |
131.86 |
4.250 |
130.15 |
|
|
Fisher Pivots for day following 31-May-2023 |
Pivot |
1 day |
3 day |
R1 |
135.26 |
134.84 |
PP |
135.20 |
134.37 |
S1 |
135.14 |
133.89 |
|