Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 28-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
134.82 |
134.24 |
-0.58 |
-0.4% |
132.58 |
High |
135.00 |
134.85 |
-0.15 |
-0.1% |
134.68 |
Low |
134.08 |
133.92 |
-0.16 |
-0.1% |
132.47 |
Close |
134.16 |
134.58 |
0.42 |
0.3% |
134.28 |
Range |
0.92 |
0.93 |
0.01 |
1.1% |
2.21 |
ATR |
1.11 |
1.09 |
-0.01 |
-1.1% |
0.00 |
Volume |
707,964 |
723,194 |
15,230 |
2.2% |
3,027,284 |
|
Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.24 |
136.84 |
135.09 |
|
R3 |
136.31 |
135.91 |
134.84 |
|
R2 |
135.38 |
135.38 |
134.75 |
|
R1 |
134.98 |
134.98 |
134.67 |
135.18 |
PP |
134.45 |
134.45 |
134.45 |
134.55 |
S1 |
134.05 |
134.05 |
134.49 |
134.25 |
S2 |
133.52 |
133.52 |
134.41 |
|
S3 |
132.59 |
133.12 |
134.32 |
|
S4 |
131.66 |
132.19 |
134.07 |
|
|
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% |
1.19 |
0.9% |
83% |
False |
False |
787,332 |
10 |
135.00 |
132.18 |
2.82 |
2.1% |
1.11 |
0.8% |
85% |
False |
False |
788,545 |
20 |
135.85 |
132.18 |
3.67 |
2.7% |
1.08 |
0.8% |
65% |
False |
False |
740,911 |
40 |
136.50 |
132.12 |
4.38 |
3.3% |
1.00 |
0.7% |
56% |
False |
False |
373,429 |
60 |
136.97 |
132.12 |
4.85 |
3.6% |
0.91 |
0.7% |
51% |
False |
False |
248,976 |
80 |
138.27 |
130.00 |
8.27 |
6.1% |
0.92 |
0.7% |
55% |
False |
False |
186,734 |
100 |
138.27 |
130.00 |
8.27 |
6.1% |
0.74 |
0.6% |
55% |
False |
False |
149,387 |
120 |
138.27 |
130.00 |
8.27 |
6.1% |
0.62 |
0.5% |
55% |
False |
False |
124,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.80 |
2.618 |
137.28 |
1.618 |
136.35 |
1.000 |
135.78 |
0.618 |
135.42 |
HIGH |
134.85 |
0.618 |
134.49 |
0.500 |
134.39 |
0.382 |
134.28 |
LOW |
133.92 |
0.618 |
133.35 |
1.000 |
132.99 |
1.618 |
132.42 |
2.618 |
131.49 |
4.250 |
129.97 |
|
|
Fisher Pivots for day following 28-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
134.52 |
134.54 |
PP |
134.45 |
134.50 |
S1 |
134.39 |
134.46 |
|