Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 23-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
133.65 |
132.78 |
-0.87 |
-0.7% |
132.58 |
High |
133.71 |
134.68 |
0.97 |
0.7% |
134.68 |
Low |
132.47 |
132.73 |
0.26 |
0.2% |
132.47 |
Close |
132.68 |
134.28 |
1.60 |
1.2% |
134.28 |
Range |
1.24 |
1.95 |
0.71 |
57.3% |
2.21 |
ATR |
1.07 |
1.14 |
0.07 |
6.2% |
0.00 |
Volume |
747,975 |
878,764 |
130,789 |
17.5% |
3,027,284 |
|
Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.75 |
138.96 |
135.35 |
|
R3 |
137.80 |
137.01 |
134.82 |
|
R2 |
135.85 |
135.85 |
134.64 |
|
R1 |
135.06 |
135.06 |
134.46 |
135.46 |
PP |
133.90 |
133.90 |
133.90 |
134.09 |
S1 |
133.11 |
133.11 |
134.10 |
133.51 |
S2 |
131.95 |
131.95 |
133.92 |
|
S3 |
130.00 |
131.16 |
133.74 |
|
S4 |
128.05 |
129.21 |
133.21 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.44 |
139.57 |
135.50 |
|
R3 |
138.23 |
137.36 |
134.89 |
|
R2 |
136.02 |
136.02 |
134.69 |
|
R1 |
135.15 |
135.15 |
134.48 |
135.59 |
PP |
133.81 |
133.81 |
133.81 |
134.03 |
S1 |
132.94 |
132.94 |
134.08 |
133.38 |
S2 |
131.60 |
131.60 |
133.87 |
|
S3 |
129.39 |
130.73 |
133.67 |
|
S4 |
127.18 |
128.52 |
133.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.68 |
132.18 |
2.50 |
1.9% |
1.26 |
0.9% |
84% |
True |
False |
756,404 |
10 |
134.77 |
132.18 |
2.59 |
1.9% |
1.15 |
0.9% |
81% |
False |
False |
773,362 |
20 |
135.85 |
132.12 |
3.73 |
2.8% |
1.10 |
0.8% |
58% |
False |
False |
629,564 |
40 |
136.50 |
132.12 |
4.38 |
3.3% |
1.00 |
0.7% |
49% |
False |
False |
315,705 |
60 |
136.97 |
132.12 |
4.85 |
3.6% |
0.88 |
0.7% |
45% |
False |
False |
210,478 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.88 |
0.7% |
52% |
False |
False |
157,860 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.72 |
0.5% |
52% |
False |
False |
126,288 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.60 |
0.4% |
52% |
False |
False |
105,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.97 |
2.618 |
139.79 |
1.618 |
137.84 |
1.000 |
136.63 |
0.618 |
135.89 |
HIGH |
134.68 |
0.618 |
133.94 |
0.500 |
133.71 |
0.382 |
133.47 |
LOW |
132.73 |
0.618 |
131.52 |
1.000 |
130.78 |
1.618 |
129.57 |
2.618 |
127.62 |
4.250 |
124.44 |
|
|
Fisher Pivots for day following 23-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
134.09 |
134.05 |
PP |
133.90 |
133.81 |
S1 |
133.71 |
133.58 |
|