Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 27-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
134.26 |
134.82 |
0.56 |
0.4% |
132.58 |
High |
134.94 |
135.00 |
0.06 |
0.0% |
134.68 |
Low |
134.04 |
134.08 |
0.04 |
0.0% |
132.47 |
Close |
134.76 |
134.16 |
-0.60 |
-0.4% |
134.28 |
Range |
0.90 |
0.92 |
0.02 |
2.2% |
2.21 |
ATR |
1.12 |
1.11 |
-0.01 |
-1.3% |
0.00 |
Volume |
878,764 |
707,964 |
-170,800 |
-19.4% |
3,027,284 |
|
Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.17 |
136.59 |
134.67 |
|
R3 |
136.25 |
135.67 |
134.41 |
|
R2 |
135.33 |
135.33 |
134.33 |
|
R1 |
134.75 |
134.75 |
134.24 |
134.58 |
PP |
134.41 |
134.41 |
134.41 |
134.33 |
S1 |
133.83 |
133.83 |
134.08 |
133.66 |
S2 |
133.49 |
133.49 |
133.99 |
|
S3 |
132.57 |
132.91 |
133.91 |
|
S4 |
131.65 |
131.99 |
133.65 |
|
|
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 |
135.00 |
132.47 |
2.53 |
1.9% |
1.15 |
0.9% |
67% |
True |
False |
780,896 |
10 |
135.00 |
132.18 |
2.82 |
2.1% |
1.16 |
0.9% |
70% |
True |
False |
805,598 |
20 |
135.85 |
132.18 |
3.67 |
2.7% |
1.09 |
0.8% |
54% |
False |
False |
707,449 |
40 |
136.50 |
132.12 |
4.38 |
3.3% |
1.01 |
0.8% |
47% |
False |
False |
355,359 |
60 |
136.97 |
132.12 |
4.85 |
3.6% |
0.90 |
0.7% |
42% |
False |
False |
236,923 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.90 |
0.7% |
50% |
False |
False |
177,694 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.73 |
0.5% |
50% |
False |
False |
142,155 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.61 |
0.5% |
50% |
False |
False |
118,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.91 |
2.618 |
137.41 |
1.618 |
136.49 |
1.000 |
135.92 |
0.618 |
135.57 |
HIGH |
135.00 |
0.618 |
134.65 |
0.500 |
134.54 |
0.382 |
134.43 |
LOW |
134.08 |
0.618 |
133.51 |
1.000 |
133.16 |
1.618 |
132.59 |
2.618 |
131.67 |
4.250 |
130.17 |
|
|
Fisher Pivots for day following 27-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
134.54 |
134.06 |
PP |
134.41 |
133.96 |
S1 |
134.29 |
133.87 |
|