Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 06-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
134.68 |
134.16 |
-0.52 |
-0.4% |
133.45 |
High |
134.70 |
134.95 |
0.25 |
0.2% |
135.85 |
Low |
133.88 |
133.82 |
-0.06 |
0.0% |
133.45 |
Close |
134.14 |
134.10 |
-0.04 |
0.0% |
134.92 |
Range |
0.82 |
1.13 |
0.31 |
37.8% |
2.40 |
ATR |
1.05 |
1.05 |
0.01 |
0.6% |
0.00 |
Volume |
909,192 |
700,492 |
-208,700 |
-23.0% |
1,709,687 |
|
Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.68 |
137.02 |
134.72 |
|
R3 |
136.55 |
135.89 |
134.41 |
|
R2 |
135.42 |
135.42 |
134.31 |
|
R1 |
134.76 |
134.76 |
134.20 |
134.53 |
PP |
134.29 |
134.29 |
134.29 |
134.17 |
S1 |
133.63 |
133.63 |
134.00 |
133.40 |
S2 |
133.16 |
133.16 |
133.89 |
|
S3 |
132.03 |
132.50 |
133.79 |
|
S4 |
130.90 |
131.37 |
133.48 |
|
|
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 |
133.82 |
2.03 |
1.5% |
0.97 |
0.7% |
14% |
False |
True |
653,085 |
10 |
135.85 |
132.12 |
3.73 |
2.8% |
0.96 |
0.7% |
53% |
False |
False |
335,942 |
20 |
136.50 |
132.12 |
4.38 |
3.3% |
0.91 |
0.7% |
45% |
False |
False |
169,166 |
40 |
136.97 |
132.12 |
4.85 |
3.6% |
0.83 |
0.6% |
41% |
False |
False |
84,644 |
60 |
138.27 |
130.57 |
7.70 |
5.7% |
0.93 |
0.7% |
46% |
False |
False |
56,432 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.71 |
0.5% |
50% |
False |
False |
42,324 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.58 |
0.4% |
50% |
False |
False |
33,859 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.48 |
0.4% |
50% |
False |
False |
28,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.75 |
2.618 |
137.91 |
1.618 |
136.78 |
1.000 |
136.08 |
0.618 |
135.65 |
HIGH |
134.95 |
0.618 |
134.52 |
0.500 |
134.39 |
0.382 |
134.25 |
LOW |
133.82 |
0.618 |
133.12 |
1.000 |
132.69 |
1.618 |
131.99 |
2.618 |
130.86 |
4.250 |
129.02 |
|
|
Fisher Pivots for day following 06-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
134.39 |
134.72 |
PP |
134.29 |
134.51 |
S1 |
134.20 |
134.31 |
|