Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 14-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
134.35 |
133.35 |
-1.00 |
-0.7% |
134.68 |
High |
134.62 |
133.71 |
-0.91 |
-0.7% |
134.95 |
Low |
133.18 |
132.90 |
-0.28 |
-0.2% |
132.97 |
Close |
133.65 |
133.29 |
-0.36 |
-0.3% |
134.19 |
Range |
1.44 |
0.81 |
-0.63 |
-43.8% |
1.98 |
ATR |
1.07 |
1.05 |
-0.02 |
-1.7% |
0.00 |
Volume |
893,727 |
723,180 |
-170,547 |
-19.1% |
3,705,698 |
|
Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.73 |
135.32 |
133.74 |
|
R3 |
134.92 |
134.51 |
133.51 |
|
R2 |
134.11 |
134.11 |
133.44 |
|
R1 |
133.70 |
133.70 |
133.36 |
133.50 |
PP |
133.30 |
133.30 |
133.30 |
133.20 |
S1 |
132.89 |
132.89 |
133.22 |
132.69 |
S2 |
132.49 |
132.49 |
133.14 |
|
S3 |
131.68 |
132.08 |
133.07 |
|
S4 |
130.87 |
131.27 |
132.84 |
|
|
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 |
132.90 |
1.87 |
1.4% |
0.98 |
0.7% |
21% |
False |
True |
706,396 |
10 |
135.85 |
132.90 |
2.95 |
2.2% |
1.02 |
0.8% |
13% |
False |
True |
751,549 |
20 |
135.85 |
132.12 |
3.73 |
2.8% |
0.98 |
0.7% |
31% |
False |
False |
388,260 |
40 |
136.50 |
132.12 |
4.38 |
3.3% |
0.89 |
0.7% |
27% |
False |
False |
194,403 |
60 |
138.27 |
132.12 |
6.15 |
4.6% |
0.86 |
0.6% |
19% |
False |
False |
129,606 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.79 |
0.6% |
40% |
False |
False |
97,205 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.64 |
0.5% |
40% |
False |
False |
77,765 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.53 |
0.4% |
40% |
False |
False |
64,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.15 |
2.618 |
135.83 |
1.618 |
135.02 |
1.000 |
134.52 |
0.618 |
134.21 |
HIGH |
133.71 |
0.618 |
133.40 |
0.500 |
133.31 |
0.382 |
133.21 |
LOW |
132.90 |
0.618 |
132.40 |
1.000 |
132.09 |
1.618 |
131.59 |
2.618 |
130.78 |
4.250 |
129.46 |
|
|
Fisher Pivots for day following 14-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
133.31 |
133.84 |
PP |
133.30 |
133.65 |
S1 |
133.30 |
133.47 |
|