Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 07-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
134.16 |
134.55 |
0.39 |
0.3% |
133.45 |
High |
134.95 |
134.67 |
-0.28 |
-0.2% |
135.85 |
Low |
133.82 |
133.21 |
-0.61 |
-0.5% |
133.45 |
Close |
134.10 |
133.49 |
-0.61 |
-0.5% |
134.92 |
Range |
1.13 |
1.46 |
0.33 |
29.2% |
2.40 |
ATR |
1.05 |
1.08 |
0.03 |
2.7% |
0.00 |
Volume |
700,492 |
858,552 |
158,060 |
22.6% |
1,709,687 |
|
Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.17 |
137.29 |
134.29 |
|
R3 |
136.71 |
135.83 |
133.89 |
|
R2 |
135.25 |
135.25 |
133.76 |
|
R1 |
134.37 |
134.37 |
133.62 |
134.08 |
PP |
133.79 |
133.79 |
133.79 |
133.65 |
S1 |
132.91 |
132.91 |
133.36 |
132.62 |
S2 |
132.33 |
132.33 |
133.22 |
|
S3 |
130.87 |
131.45 |
133.09 |
|
S4 |
129.41 |
129.99 |
132.69 |
|
|
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 |
133.21 |
2.64 |
2.0% |
1.05 |
0.8% |
11% |
False |
True |
796,702 |
10 |
135.85 |
132.12 |
3.73 |
2.8% |
1.05 |
0.8% |
37% |
False |
False |
421,159 |
20 |
136.50 |
132.12 |
4.38 |
3.3% |
0.95 |
0.7% |
31% |
False |
False |
212,074 |
40 |
136.50 |
132.12 |
4.38 |
3.3% |
0.86 |
0.6% |
31% |
False |
False |
106,107 |
60 |
138.27 |
132.12 |
6.15 |
4.6% |
0.95 |
0.7% |
22% |
False |
False |
70,741 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.73 |
0.5% |
42% |
False |
False |
53,056 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.59 |
0.4% |
42% |
False |
False |
42,445 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.49 |
0.4% |
42% |
False |
False |
35,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.88 |
2.618 |
138.49 |
1.618 |
137.03 |
1.000 |
136.13 |
0.618 |
135.57 |
HIGH |
134.67 |
0.618 |
134.11 |
0.500 |
133.94 |
0.382 |
133.77 |
LOW |
133.21 |
0.618 |
132.31 |
1.000 |
131.75 |
1.618 |
130.85 |
2.618 |
129.39 |
4.250 |
127.01 |
|
|
Fisher Pivots for day following 07-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
133.94 |
134.08 |
PP |
133.79 |
133.88 |
S1 |
133.64 |
133.69 |
|