Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 09-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
133.38 |
133.78 |
0.40 |
0.3% |
134.68 |
High |
133.90 |
134.37 |
0.47 |
0.4% |
134.95 |
Low |
132.97 |
133.51 |
0.54 |
0.4% |
132.97 |
Close |
133.68 |
134.19 |
0.51 |
0.4% |
134.19 |
Range |
0.93 |
0.86 |
-0.07 |
-7.5% |
1.98 |
ATR |
1.07 |
1.06 |
-0.02 |
-1.4% |
0.00 |
Volume |
650,706 |
586,756 |
-63,950 |
-9.8% |
3,705,698 |
|
Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.60 |
136.26 |
134.66 |
|
R3 |
135.74 |
135.40 |
134.43 |
|
R2 |
134.88 |
134.88 |
134.35 |
|
R1 |
134.54 |
134.54 |
134.27 |
134.71 |
PP |
134.02 |
134.02 |
134.02 |
134.11 |
S1 |
133.68 |
133.68 |
134.11 |
133.85 |
S2 |
133.16 |
133.16 |
134.03 |
|
S3 |
132.30 |
132.82 |
133.95 |
|
S4 |
131.44 |
131.96 |
133.72 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.98 |
139.06 |
135.28 |
|
R3 |
138.00 |
137.08 |
134.73 |
|
R2 |
136.02 |
136.02 |
134.55 |
|
R1 |
135.10 |
135.10 |
134.37 |
134.57 |
PP |
134.04 |
134.04 |
134.04 |
133.77 |
S1 |
133.12 |
133.12 |
134.01 |
132.59 |
S2 |
132.06 |
132.06 |
133.83 |
|
S3 |
130.08 |
131.14 |
133.65 |
|
S4 |
128.10 |
129.16 |
133.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.95 |
132.97 |
1.98 |
1.5% |
1.04 |
0.8% |
62% |
False |
False |
741,139 |
10 |
135.85 |
132.12 |
3.73 |
2.8% |
1.01 |
0.8% |
55% |
False |
False |
543,043 |
20 |
135.98 |
132.12 |
3.86 |
2.9% |
0.93 |
0.7% |
54% |
False |
False |
273,783 |
40 |
136.50 |
132.12 |
4.38 |
3.3% |
0.85 |
0.6% |
47% |
False |
False |
137,042 |
60 |
138.27 |
132.12 |
6.15 |
4.6% |
0.92 |
0.7% |
34% |
False |
False |
91,365 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.75 |
0.6% |
51% |
False |
False |
68,524 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.61 |
0.5% |
51% |
False |
False |
54,819 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.51 |
0.4% |
51% |
False |
False |
45,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.03 |
2.618 |
136.62 |
1.618 |
135.76 |
1.000 |
135.23 |
0.618 |
134.90 |
HIGH |
134.37 |
0.618 |
134.04 |
0.500 |
133.94 |
0.382 |
133.84 |
LOW |
133.51 |
0.618 |
132.98 |
1.000 |
132.65 |
1.618 |
132.12 |
2.618 |
131.26 |
4.250 |
129.86 |
|
|
Fisher Pivots for day following 09-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
134.11 |
134.07 |
PP |
134.02 |
133.94 |
S1 |
133.94 |
133.82 |
|