Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 26-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
132.78 |
134.26 |
1.48 |
1.1% |
132.58 |
High |
134.68 |
134.94 |
0.26 |
0.2% |
134.68 |
Low |
132.73 |
134.04 |
1.31 |
1.0% |
132.47 |
Close |
134.28 |
134.76 |
0.48 |
0.4% |
134.28 |
Range |
1.95 |
0.90 |
-1.05 |
-53.8% |
2.21 |
ATR |
1.14 |
1.12 |
-0.02 |
-1.5% |
0.00 |
Volume |
878,764 |
878,764 |
0 |
0.0% |
3,027,284 |
|
Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.28 |
136.92 |
135.26 |
|
R3 |
136.38 |
136.02 |
135.01 |
|
R2 |
135.48 |
135.48 |
134.93 |
|
R1 |
135.12 |
135.12 |
134.84 |
135.30 |
PP |
134.58 |
134.58 |
134.58 |
134.67 |
S1 |
134.22 |
134.22 |
134.68 |
134.40 |
S2 |
133.68 |
133.68 |
134.60 |
|
S3 |
132.78 |
133.32 |
134.51 |
|
S4 |
131.88 |
132.42 |
134.27 |
|
|
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 |
134.94 |
132.47 |
2.47 |
1.8% |
1.23 |
0.9% |
93% |
True |
False |
781,209 |
10 |
134.94 |
132.18 |
2.76 |
2.0% |
1.16 |
0.9% |
93% |
True |
False |
802,563 |
20 |
135.85 |
132.12 |
3.73 |
2.8% |
1.08 |
0.8% |
71% |
False |
False |
672,803 |
40 |
136.50 |
132.12 |
4.38 |
3.3% |
1.00 |
0.7% |
60% |
False |
False |
337,674 |
60 |
136.97 |
132.12 |
4.85 |
3.6% |
0.89 |
0.7% |
54% |
False |
False |
225,124 |
80 |
138.27 |
130.00 |
8.27 |
6.1% |
0.89 |
0.7% |
58% |
False |
False |
168,844 |
100 |
138.27 |
130.00 |
8.27 |
6.1% |
0.72 |
0.5% |
58% |
False |
False |
135,076 |
120 |
138.27 |
130.00 |
8.27 |
6.1% |
0.60 |
0.4% |
58% |
False |
False |
112,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.77 |
2.618 |
137.30 |
1.618 |
136.40 |
1.000 |
135.84 |
0.618 |
135.50 |
HIGH |
134.94 |
0.618 |
134.60 |
0.500 |
134.49 |
0.382 |
134.38 |
LOW |
134.04 |
0.618 |
133.48 |
1.000 |
133.14 |
1.618 |
132.58 |
2.618 |
131.68 |
4.250 |
130.22 |
|
|
Fisher Pivots for day following 26-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
134.67 |
134.41 |
PP |
134.58 |
134.06 |
S1 |
134.49 |
133.71 |
|