Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 13-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
134.20 |
134.35 |
0.15 |
0.1% |
134.68 |
High |
134.77 |
134.62 |
-0.15 |
-0.1% |
134.95 |
Low |
133.91 |
133.18 |
-0.73 |
-0.5% |
132.97 |
Close |
134.20 |
133.65 |
-0.55 |
-0.4% |
134.19 |
Range |
0.86 |
1.44 |
0.58 |
67.4% |
1.98 |
ATR |
1.04 |
1.07 |
0.03 |
2.7% |
0.00 |
Volume |
677,613 |
893,727 |
216,114 |
31.9% |
3,705,698 |
|
Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.14 |
137.33 |
134.44 |
|
R3 |
136.70 |
135.89 |
134.05 |
|
R2 |
135.26 |
135.26 |
133.91 |
|
R1 |
134.45 |
134.45 |
133.78 |
134.14 |
PP |
133.82 |
133.82 |
133.82 |
133.66 |
S1 |
133.01 |
133.01 |
133.52 |
132.70 |
S2 |
132.38 |
132.38 |
133.39 |
|
S3 |
130.94 |
131.57 |
133.25 |
|
S4 |
129.50 |
130.13 |
132.86 |
|
|
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 |
134.77 |
132.97 |
1.80 |
1.3% |
1.11 |
0.8% |
38% |
False |
False |
733,470 |
10 |
135.85 |
132.97 |
2.88 |
2.2% |
1.04 |
0.8% |
24% |
False |
False |
693,277 |
20 |
135.85 |
132.12 |
3.73 |
2.8% |
1.00 |
0.7% |
41% |
False |
False |
352,173 |
40 |
136.50 |
132.12 |
4.38 |
3.3% |
0.87 |
0.7% |
35% |
False |
False |
176,324 |
60 |
138.27 |
132.12 |
6.15 |
4.6% |
0.85 |
0.6% |
25% |
False |
False |
117,553 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.78 |
0.6% |
44% |
False |
False |
88,166 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.63 |
0.5% |
44% |
False |
False |
70,533 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.53 |
0.4% |
44% |
False |
False |
58,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.74 |
2.618 |
138.39 |
1.618 |
136.95 |
1.000 |
136.06 |
0.618 |
135.51 |
HIGH |
134.62 |
0.618 |
134.07 |
0.500 |
133.90 |
0.382 |
133.73 |
LOW |
133.18 |
0.618 |
132.29 |
1.000 |
131.74 |
1.618 |
130.85 |
2.618 |
129.41 |
4.250 |
127.06 |
|
|
Fisher Pivots for day following 13-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
133.90 |
133.98 |
PP |
133.82 |
133.87 |
S1 |
133.73 |
133.76 |
|