Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 21-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
132.58 |
133.69 |
1.11 |
0.8% |
134.20 |
High |
133.88 |
133.85 |
-0.03 |
0.0% |
134.77 |
Low |
132.54 |
133.12 |
0.58 |
0.4% |
132.18 |
Close |
133.77 |
133.42 |
-0.35 |
-0.3% |
133.15 |
Range |
1.34 |
0.73 |
-0.61 |
-45.5% |
2.59 |
ATR |
1.09 |
1.06 |
-0.03 |
-2.3% |
0.00 |
Volume |
709,532 |
691,013 |
-18,519 |
-2.6% |
4,119,589 |
|
Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.65 |
135.27 |
133.82 |
|
R3 |
134.92 |
134.54 |
133.62 |
|
R2 |
134.19 |
134.19 |
133.55 |
|
R1 |
133.81 |
133.81 |
133.49 |
133.64 |
PP |
133.46 |
133.46 |
133.46 |
133.38 |
S1 |
133.08 |
133.08 |
133.35 |
132.91 |
S2 |
132.73 |
132.73 |
133.29 |
|
S3 |
132.00 |
132.35 |
133.22 |
|
S4 |
131.27 |
131.62 |
133.02 |
|
|
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 |
133.88 |
132.18 |
1.70 |
1.3% |
1.04 |
0.8% |
73% |
False |
False |
789,758 |
10 |
134.77 |
132.18 |
2.59 |
1.9% |
1.07 |
0.8% |
48% |
False |
False |
761,614 |
20 |
135.85 |
132.12 |
3.73 |
2.8% |
1.02 |
0.8% |
35% |
False |
False |
548,778 |
40 |
136.50 |
132.12 |
4.38 |
3.3% |
0.96 |
0.7% |
30% |
False |
False |
275,043 |
60 |
138.10 |
132.12 |
5.98 |
4.5% |
0.85 |
0.6% |
22% |
False |
False |
183,366 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.84 |
0.6% |
41% |
False |
False |
137,526 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.68 |
0.5% |
41% |
False |
False |
110,021 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.57 |
0.4% |
41% |
False |
False |
91,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.95 |
2.618 |
135.76 |
1.618 |
135.03 |
1.000 |
134.58 |
0.618 |
134.30 |
HIGH |
133.85 |
0.618 |
133.57 |
0.500 |
133.49 |
0.382 |
133.40 |
LOW |
133.12 |
0.618 |
132.67 |
1.000 |
132.39 |
1.618 |
131.94 |
2.618 |
131.21 |
4.250 |
130.02 |
|
|
Fisher Pivots for day following 21-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
133.49 |
133.29 |
PP |
133.46 |
133.16 |
S1 |
133.44 |
133.03 |
|