Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 01-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
134.63 |
135.32 |
0.69 |
0.5% |
133.66 |
High |
135.66 |
135.85 |
0.19 |
0.1% |
133.92 |
Low |
134.61 |
134.89 |
0.28 |
0.2% |
132.12 |
Close |
135.32 |
135.46 |
0.14 |
0.1% |
132.21 |
Range |
1.05 |
0.96 |
-0.09 |
-8.6% |
1.80 |
ATR |
1.07 |
1.06 |
-0.01 |
-0.7% |
0.00 |
Volume |
140,463 |
757,639 |
617,176 |
439.4% |
44,372 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.28 |
137.83 |
135.99 |
|
R3 |
137.32 |
136.87 |
135.72 |
|
R2 |
136.36 |
136.36 |
135.64 |
|
R1 |
135.91 |
135.91 |
135.55 |
136.14 |
PP |
135.40 |
135.40 |
135.40 |
135.51 |
S1 |
134.95 |
134.95 |
135.37 |
135.18 |
S2 |
134.44 |
134.44 |
135.28 |
|
S3 |
133.48 |
133.99 |
135.20 |
|
S4 |
132.52 |
133.03 |
134.93 |
|
|
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 |
135.85 |
132.12 |
3.73 |
2.8% |
1.05 |
0.8% |
90% |
True |
False |
196,214 |
10 |
135.85 |
132.12 |
3.73 |
2.8% |
1.00 |
0.7% |
90% |
True |
False |
100,253 |
20 |
136.50 |
132.12 |
4.38 |
3.2% |
0.90 |
0.7% |
76% |
False |
False |
50,829 |
40 |
136.97 |
132.12 |
4.85 |
3.6% |
0.82 |
0.6% |
69% |
False |
False |
25,461 |
60 |
138.27 |
130.00 |
8.27 |
6.1% |
0.90 |
0.7% |
66% |
False |
False |
16,977 |
80 |
138.27 |
130.00 |
8.27 |
6.1% |
0.69 |
0.5% |
66% |
False |
False |
12,733 |
100 |
138.27 |
130.00 |
8.27 |
6.1% |
0.55 |
0.4% |
66% |
False |
False |
10,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.93 |
2.618 |
138.36 |
1.618 |
137.40 |
1.000 |
136.81 |
0.618 |
136.44 |
HIGH |
135.85 |
0.618 |
135.48 |
0.500 |
135.37 |
0.382 |
135.26 |
LOW |
134.89 |
0.618 |
134.30 |
1.000 |
133.93 |
1.618 |
133.34 |
2.618 |
132.38 |
4.250 |
130.81 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
135.43 |
135.19 |
PP |
135.40 |
134.92 |
S1 |
135.37 |
134.65 |
|