Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 22-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
133.69 |
133.65 |
-0.04 |
0.0% |
134.20 |
High |
133.85 |
133.71 |
-0.14 |
-0.1% |
134.77 |
Low |
133.12 |
132.47 |
-0.65 |
-0.5% |
132.18 |
Close |
133.42 |
132.68 |
-0.74 |
-0.6% |
133.15 |
Range |
0.73 |
1.24 |
0.51 |
69.9% |
2.59 |
ATR |
1.06 |
1.07 |
0.01 |
1.2% |
0.00 |
Volume |
691,013 |
747,975 |
56,962 |
8.2% |
4,119,589 |
|
Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.67 |
135.92 |
133.36 |
|
R3 |
135.43 |
134.68 |
133.02 |
|
R2 |
134.19 |
134.19 |
132.91 |
|
R1 |
133.44 |
133.44 |
132.79 |
133.20 |
PP |
132.95 |
132.95 |
132.95 |
132.83 |
S1 |
132.20 |
132.20 |
132.57 |
131.96 |
S2 |
131.71 |
131.71 |
132.45 |
|
S3 |
130.47 |
130.96 |
132.34 |
|
S4 |
129.23 |
129.72 |
132.00 |
|
|
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% |
1.12 |
0.8% |
29% |
False |
False |
794,717 |
10 |
134.77 |
132.18 |
2.59 |
2.0% |
1.05 |
0.8% |
19% |
False |
False |
750,557 |
20 |
135.85 |
132.12 |
3.73 |
2.8% |
1.05 |
0.8% |
15% |
False |
False |
585,858 |
40 |
136.50 |
132.12 |
4.38 |
3.3% |
0.98 |
0.7% |
13% |
False |
False |
293,742 |
60 |
138.10 |
132.12 |
5.98 |
4.5% |
0.86 |
0.7% |
9% |
False |
False |
195,832 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.86 |
0.6% |
32% |
False |
False |
146,875 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.70 |
0.5% |
32% |
False |
False |
117,500 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.58 |
0.4% |
32% |
False |
False |
97,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.98 |
2.618 |
136.96 |
1.618 |
135.72 |
1.000 |
134.95 |
0.618 |
134.48 |
HIGH |
133.71 |
0.618 |
133.24 |
0.500 |
133.09 |
0.382 |
132.94 |
LOW |
132.47 |
0.618 |
131.70 |
1.000 |
131.23 |
1.618 |
130.46 |
2.618 |
129.22 |
4.250 |
127.20 |
|
|
Fisher Pivots for day following 22-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
133.09 |
133.18 |
PP |
132.95 |
133.01 |
S1 |
132.82 |
132.85 |
|