Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 08-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
134.55 |
133.38 |
-1.17 |
-0.9% |
133.45 |
High |
134.67 |
133.90 |
-0.77 |
-0.6% |
135.85 |
Low |
133.21 |
132.97 |
-0.24 |
-0.2% |
133.45 |
Close |
133.49 |
133.68 |
0.19 |
0.1% |
134.92 |
Range |
1.46 |
0.93 |
-0.53 |
-36.3% |
2.40 |
ATR |
1.08 |
1.07 |
-0.01 |
-1.0% |
0.00 |
Volume |
858,552 |
650,706 |
-207,846 |
-24.2% |
1,709,687 |
|
Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.31 |
135.92 |
134.19 |
|
R3 |
135.38 |
134.99 |
133.94 |
|
R2 |
134.45 |
134.45 |
133.85 |
|
R1 |
134.06 |
134.06 |
133.77 |
134.26 |
PP |
133.52 |
133.52 |
133.52 |
133.61 |
S1 |
133.13 |
133.13 |
133.59 |
133.33 |
S2 |
132.59 |
132.59 |
133.51 |
|
S3 |
131.66 |
132.20 |
133.42 |
|
S4 |
130.73 |
131.27 |
133.17 |
|
|
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 |
135.61 |
132.97 |
2.64 |
2.0% |
1.05 |
0.8% |
27% |
False |
True |
775,316 |
10 |
135.85 |
132.12 |
3.73 |
2.8% |
1.05 |
0.8% |
42% |
False |
False |
485,765 |
20 |
136.50 |
132.12 |
4.38 |
3.3% |
0.95 |
0.7% |
36% |
False |
False |
244,514 |
40 |
136.50 |
132.12 |
4.38 |
3.3% |
0.86 |
0.6% |
36% |
False |
False |
122,373 |
60 |
138.27 |
132.12 |
6.15 |
4.6% |
0.95 |
0.7% |
25% |
False |
False |
81,586 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.74 |
0.6% |
44% |
False |
False |
61,190 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.60 |
0.4% |
44% |
False |
False |
48,952 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.50 |
0.4% |
44% |
False |
False |
40,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.85 |
2.618 |
136.33 |
1.618 |
135.40 |
1.000 |
134.83 |
0.618 |
134.47 |
HIGH |
133.90 |
0.618 |
133.54 |
0.500 |
133.44 |
0.382 |
133.33 |
LOW |
132.97 |
0.618 |
132.40 |
1.000 |
132.04 |
1.618 |
131.47 |
2.618 |
130.54 |
4.250 |
129.02 |
|
|
Fisher Pivots for day following 08-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
133.60 |
133.96 |
PP |
133.52 |
133.87 |
S1 |
133.44 |
133.77 |
|