Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 05-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
135.60 |
134.68 |
-0.92 |
-0.7% |
133.45 |
High |
135.61 |
134.70 |
-0.91 |
-0.7% |
135.85 |
Low |
134.72 |
133.88 |
-0.84 |
-0.6% |
133.45 |
Close |
134.92 |
134.14 |
-0.78 |
-0.6% |
134.92 |
Range |
0.89 |
0.82 |
-0.07 |
-7.9% |
2.40 |
ATR |
1.05 |
1.05 |
0.00 |
-0.1% |
0.00 |
Volume |
757,639 |
909,192 |
151,553 |
20.0% |
1,709,687 |
|
Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.70 |
136.24 |
134.59 |
|
R3 |
135.88 |
135.42 |
134.37 |
|
R2 |
135.06 |
135.06 |
134.29 |
|
R1 |
134.60 |
134.60 |
134.22 |
134.42 |
PP |
134.24 |
134.24 |
134.24 |
134.15 |
S1 |
133.78 |
133.78 |
134.06 |
133.60 |
S2 |
133.42 |
133.42 |
133.99 |
|
S3 |
132.60 |
132.96 |
133.91 |
|
S4 |
131.78 |
132.14 |
133.69 |
|
|
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 |
133.45 |
2.40 |
1.8% |
1.00 |
0.7% |
29% |
False |
False |
523,775 |
10 |
135.85 |
132.12 |
3.73 |
2.8% |
0.92 |
0.7% |
54% |
False |
False |
266,325 |
20 |
136.50 |
132.12 |
4.38 |
3.3% |
0.87 |
0.7% |
46% |
False |
False |
134,149 |
40 |
136.97 |
132.12 |
4.85 |
3.6% |
0.84 |
0.6% |
42% |
False |
False |
67,132 |
60 |
138.27 |
130.57 |
7.70 |
5.7% |
0.92 |
0.7% |
46% |
False |
False |
44,757 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.70 |
0.5% |
50% |
False |
False |
33,568 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.57 |
0.4% |
50% |
False |
False |
26,854 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.47 |
0.4% |
50% |
False |
False |
22,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.19 |
2.618 |
136.85 |
1.618 |
136.03 |
1.000 |
135.52 |
0.618 |
135.21 |
HIGH |
134.70 |
0.618 |
134.39 |
0.500 |
134.29 |
0.382 |
134.19 |
LOW |
133.88 |
0.618 |
133.37 |
1.000 |
133.06 |
1.618 |
132.55 |
2.618 |
131.73 |
4.250 |
130.40 |
|
|
Fisher Pivots for day following 05-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
134.29 |
134.87 |
PP |
134.24 |
134.62 |
S1 |
134.19 |
134.38 |
|