Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 12-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
133.78 |
134.20 |
0.42 |
0.3% |
134.68 |
High |
134.37 |
134.77 |
0.40 |
0.3% |
134.95 |
Low |
133.51 |
133.91 |
0.40 |
0.3% |
132.97 |
Close |
134.19 |
134.20 |
0.01 |
0.0% |
134.19 |
Range |
0.86 |
0.86 |
0.00 |
0.0% |
1.98 |
ATR |
1.06 |
1.04 |
-0.01 |
-1.3% |
0.00 |
Volume |
586,756 |
677,613 |
90,857 |
15.5% |
3,705,698 |
|
Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.87 |
136.40 |
134.67 |
|
R3 |
136.01 |
135.54 |
134.44 |
|
R2 |
135.15 |
135.15 |
134.36 |
|
R1 |
134.68 |
134.68 |
134.28 |
134.63 |
PP |
134.29 |
134.29 |
134.29 |
134.27 |
S1 |
133.82 |
133.82 |
134.12 |
133.77 |
S2 |
133.43 |
133.43 |
134.04 |
|
S3 |
132.57 |
132.96 |
133.96 |
|
S4 |
131.71 |
132.10 |
133.73 |
|
|
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% |
1.05 |
0.8% |
62% |
False |
False |
694,823 |
10 |
135.85 |
132.97 |
2.88 |
2.1% |
1.03 |
0.8% |
43% |
False |
False |
609,299 |
20 |
135.85 |
132.12 |
3.73 |
2.8% |
0.94 |
0.7% |
56% |
False |
False |
307,656 |
40 |
136.50 |
132.12 |
4.38 |
3.3% |
0.86 |
0.6% |
47% |
False |
False |
153,981 |
60 |
138.27 |
132.12 |
6.15 |
4.6% |
0.89 |
0.7% |
34% |
False |
False |
102,658 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.76 |
0.6% |
51% |
False |
False |
76,994 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.62 |
0.5% |
51% |
False |
False |
61,596 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.51 |
0.4% |
51% |
False |
False |
51,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.43 |
2.618 |
137.02 |
1.618 |
136.16 |
1.000 |
135.63 |
0.618 |
135.30 |
HIGH |
134.77 |
0.618 |
134.44 |
0.500 |
134.34 |
0.382 |
134.24 |
LOW |
133.91 |
0.618 |
133.38 |
1.000 |
133.05 |
1.618 |
132.52 |
2.618 |
131.66 |
4.250 |
130.26 |
|
|
Fisher Pivots for day following 12-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
134.34 |
134.09 |
PP |
134.29 |
133.98 |
S1 |
134.25 |
133.87 |
|