Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 02-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
135.32 |
135.60 |
0.28 |
0.2% |
133.45 |
High |
135.85 |
135.61 |
-0.24 |
-0.2% |
135.85 |
Low |
134.89 |
134.72 |
-0.17 |
-0.1% |
133.45 |
Close |
135.46 |
134.92 |
-0.54 |
-0.4% |
134.92 |
Range |
0.96 |
0.89 |
-0.07 |
-7.3% |
2.40 |
ATR |
1.06 |
1.05 |
-0.01 |
-1.2% |
0.00 |
Volume |
757,639 |
757,639 |
0 |
0.0% |
1,709,687 |
|
Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.75 |
137.23 |
135.41 |
|
R3 |
136.86 |
136.34 |
135.16 |
|
R2 |
135.97 |
135.97 |
135.08 |
|
R1 |
135.45 |
135.45 |
135.00 |
135.27 |
PP |
135.08 |
135.08 |
135.08 |
134.99 |
S1 |
134.56 |
134.56 |
134.84 |
134.38 |
S2 |
134.19 |
134.19 |
134.76 |
|
S3 |
133.30 |
133.67 |
134.68 |
|
S4 |
132.41 |
132.78 |
134.43 |
|
|
Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.94 |
140.83 |
136.24 |
|
R3 |
139.54 |
138.43 |
135.58 |
|
R2 |
137.14 |
137.14 |
135.36 |
|
R1 |
136.03 |
136.03 |
135.14 |
136.59 |
PP |
134.74 |
134.74 |
134.74 |
135.02 |
S1 |
133.63 |
133.63 |
134.70 |
134.19 |
S2 |
132.34 |
132.34 |
134.48 |
|
S3 |
129.94 |
131.23 |
134.26 |
|
S4 |
127.54 |
128.83 |
133.60 |
|
|
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% |
0.98 |
0.7% |
75% |
False |
False |
344,946 |
10 |
135.85 |
132.12 |
3.73 |
2.8% |
0.94 |
0.7% |
75% |
False |
False |
175,911 |
20 |
136.50 |
132.12 |
4.38 |
3.2% |
0.88 |
0.7% |
64% |
False |
False |
88,699 |
40 |
136.97 |
132.12 |
4.85 |
3.6% |
0.84 |
0.6% |
58% |
False |
False |
44,402 |
60 |
138.27 |
130.27 |
8.00 |
5.9% |
0.91 |
0.7% |
58% |
False |
False |
29,604 |
80 |
138.27 |
130.00 |
8.27 |
6.1% |
0.69 |
0.5% |
59% |
False |
False |
22,203 |
100 |
138.27 |
130.00 |
8.27 |
6.1% |
0.56 |
0.4% |
59% |
False |
False |
17,762 |
120 |
138.27 |
130.00 |
8.27 |
6.1% |
0.46 |
0.3% |
59% |
False |
False |
14,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.39 |
2.618 |
137.94 |
1.618 |
137.05 |
1.000 |
136.50 |
0.618 |
136.16 |
HIGH |
135.61 |
0.618 |
135.27 |
0.500 |
135.17 |
0.382 |
135.06 |
LOW |
134.72 |
0.618 |
134.17 |
1.000 |
133.83 |
1.618 |
133.28 |
2.618 |
132.39 |
4.250 |
130.94 |
|
|
Fisher Pivots for day following 02-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
135.17 |
135.23 |
PP |
135.08 |
135.13 |
S1 |
135.00 |
135.02 |
|