Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 29-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
134.24 |
134.78 |
0.54 |
0.4% |
132.58 |
High |
134.85 |
134.78 |
-0.07 |
-0.1% |
134.68 |
Low |
133.92 |
133.33 |
-0.59 |
-0.4% |
132.47 |
Close |
134.58 |
133.64 |
-0.94 |
-0.7% |
134.28 |
Range |
0.93 |
1.45 |
0.52 |
55.9% |
2.21 |
ATR |
1.09 |
1.12 |
0.03 |
2.3% |
0.00 |
Volume |
723,194 |
807,851 |
84,657 |
11.7% |
3,027,284 |
|
Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.27 |
137.40 |
134.44 |
|
R3 |
136.82 |
135.95 |
134.04 |
|
R2 |
135.37 |
135.37 |
133.91 |
|
R1 |
134.50 |
134.50 |
133.77 |
134.21 |
PP |
133.92 |
133.92 |
133.92 |
133.77 |
S1 |
133.05 |
133.05 |
133.51 |
132.76 |
S2 |
132.47 |
132.47 |
133.37 |
|
S3 |
131.02 |
131.60 |
133.24 |
|
S4 |
129.57 |
130.15 |
132.84 |
|
|
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 |
132.73 |
2.27 |
1.7% |
1.23 |
0.9% |
40% |
False |
False |
799,307 |
10 |
135.00 |
132.18 |
2.82 |
2.1% |
1.18 |
0.9% |
52% |
False |
False |
797,012 |
20 |
135.85 |
132.18 |
3.67 |
2.7% |
1.10 |
0.8% |
40% |
False |
False |
774,281 |
40 |
136.50 |
132.12 |
4.38 |
3.3% |
0.99 |
0.7% |
35% |
False |
False |
393,624 |
60 |
136.97 |
132.12 |
4.85 |
3.6% |
0.91 |
0.7% |
31% |
False |
False |
262,441 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.93 |
0.7% |
44% |
False |
False |
196,832 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.76 |
0.6% |
44% |
False |
False |
157,466 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.63 |
0.5% |
44% |
False |
False |
131,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.94 |
2.618 |
138.58 |
1.618 |
137.13 |
1.000 |
136.23 |
0.618 |
135.68 |
HIGH |
134.78 |
0.618 |
134.23 |
0.500 |
134.06 |
0.382 |
133.88 |
LOW |
133.33 |
0.618 |
132.43 |
1.000 |
131.88 |
1.618 |
130.98 |
2.618 |
129.53 |
4.250 |
127.17 |
|
|
Fisher Pivots for day following 29-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
134.06 |
134.17 |
PP |
133.92 |
133.99 |
S1 |
133.78 |
133.82 |
|