Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 15-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
133.35 |
133.26 |
-0.09 |
-0.1% |
134.68 |
High |
133.71 |
133.44 |
-0.27 |
-0.2% |
134.95 |
Low |
132.90 |
132.20 |
-0.70 |
-0.5% |
132.97 |
Close |
133.29 |
132.69 |
-0.60 |
-0.5% |
134.19 |
Range |
0.81 |
1.24 |
0.43 |
53.1% |
1.98 |
ATR |
1.05 |
1.07 |
0.01 |
1.3% |
0.00 |
Volume |
723,180 |
1,070,333 |
347,153 |
48.0% |
3,705,698 |
|
Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.50 |
135.83 |
133.37 |
|
R3 |
135.26 |
134.59 |
133.03 |
|
R2 |
134.02 |
134.02 |
132.92 |
|
R1 |
133.35 |
133.35 |
132.80 |
133.07 |
PP |
132.78 |
132.78 |
132.78 |
132.63 |
S1 |
132.11 |
132.11 |
132.58 |
131.83 |
S2 |
131.54 |
131.54 |
132.46 |
|
S3 |
130.30 |
130.87 |
132.35 |
|
S4 |
129.06 |
129.63 |
132.01 |
|
|
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 |
132.20 |
2.57 |
1.9% |
1.04 |
0.8% |
19% |
False |
True |
790,321 |
10 |
135.61 |
132.20 |
3.41 |
2.6% |
1.04 |
0.8% |
14% |
False |
True |
782,819 |
20 |
135.85 |
132.12 |
3.73 |
2.8% |
1.02 |
0.8% |
15% |
False |
False |
441,536 |
40 |
136.50 |
132.12 |
4.38 |
3.3% |
0.91 |
0.7% |
13% |
False |
False |
221,161 |
60 |
138.27 |
132.12 |
6.15 |
4.6% |
0.84 |
0.6% |
9% |
False |
False |
147,445 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.80 |
0.6% |
33% |
False |
False |
110,585 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.65 |
0.5% |
33% |
False |
False |
88,468 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.54 |
0.4% |
33% |
False |
False |
73,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.71 |
2.618 |
136.69 |
1.618 |
135.45 |
1.000 |
134.68 |
0.618 |
134.21 |
HIGH |
133.44 |
0.618 |
132.97 |
0.500 |
132.82 |
0.382 |
132.67 |
LOW |
132.20 |
0.618 |
131.43 |
1.000 |
130.96 |
1.618 |
130.19 |
2.618 |
128.95 |
4.250 |
126.93 |
|
|
Fisher Pivots for day following 15-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
132.82 |
133.41 |
PP |
132.78 |
133.17 |
S1 |
132.73 |
132.93 |
|