Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 16-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
133.26 |
132.77 |
-0.49 |
-0.4% |
134.20 |
High |
133.44 |
133.24 |
-0.20 |
-0.1% |
134.77 |
Low |
132.20 |
132.18 |
-0.02 |
0.0% |
132.18 |
Close |
132.69 |
133.15 |
0.46 |
0.3% |
133.15 |
Range |
1.24 |
1.06 |
-0.18 |
-14.5% |
2.59 |
ATR |
1.07 |
1.07 |
0.00 |
0.0% |
0.00 |
Volume |
1,070,333 |
754,736 |
-315,597 |
-29.5% |
4,119,589 |
|
Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.04 |
135.65 |
133.73 |
|
R3 |
134.98 |
134.59 |
133.44 |
|
R2 |
133.92 |
133.92 |
133.34 |
|
R1 |
133.53 |
133.53 |
133.25 |
133.73 |
PP |
132.86 |
132.86 |
132.86 |
132.95 |
S1 |
132.47 |
132.47 |
133.05 |
132.67 |
S2 |
131.80 |
131.80 |
132.96 |
|
S3 |
130.74 |
131.41 |
132.86 |
|
S4 |
129.68 |
130.35 |
132.57 |
|
|
Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.14 |
139.73 |
134.57 |
|
R3 |
138.55 |
137.14 |
133.86 |
|
R2 |
135.96 |
135.96 |
133.62 |
|
R1 |
134.55 |
134.55 |
133.39 |
133.96 |
PP |
133.37 |
133.37 |
133.37 |
133.07 |
S1 |
131.96 |
131.96 |
132.91 |
131.37 |
S2 |
130.78 |
130.78 |
132.68 |
|
S3 |
128.19 |
129.37 |
132.44 |
|
S4 |
125.60 |
126.78 |
131.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.77 |
132.18 |
2.59 |
1.9% |
1.08 |
0.8% |
37% |
False |
True |
823,917 |
10 |
134.95 |
132.18 |
2.77 |
2.1% |
1.06 |
0.8% |
35% |
False |
True |
782,528 |
20 |
135.85 |
132.12 |
3.73 |
2.8% |
1.00 |
0.8% |
28% |
False |
False |
479,220 |
40 |
136.50 |
132.12 |
4.38 |
3.3% |
0.94 |
0.7% |
24% |
False |
False |
240,030 |
60 |
138.10 |
132.12 |
5.98 |
4.5% |
0.84 |
0.6% |
17% |
False |
False |
160,024 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.82 |
0.6% |
38% |
False |
False |
120,019 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.66 |
0.5% |
38% |
False |
False |
96,015 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.55 |
0.4% |
38% |
False |
False |
80,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.75 |
2.618 |
136.02 |
1.618 |
134.96 |
1.000 |
134.30 |
0.618 |
133.90 |
HIGH |
133.24 |
0.618 |
132.84 |
0.500 |
132.71 |
0.382 |
132.58 |
LOW |
132.18 |
0.618 |
131.52 |
1.000 |
131.12 |
1.618 |
130.46 |
2.618 |
129.40 |
4.250 |
127.68 |
|
|
Fisher Pivots for day following 16-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
133.00 |
133.08 |
PP |
132.86 |
133.01 |
S1 |
132.71 |
132.95 |
|