Euro Bund Future September 2023
Trading Metrics calculated at close of trading on 30-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2023 |
30-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
134.78 |
133.52 |
-1.26 |
-0.9% |
134.26 |
High |
134.78 |
133.93 |
-0.85 |
-0.6% |
135.00 |
Low |
133.33 |
133.09 |
-0.24 |
-0.2% |
133.09 |
Close |
133.64 |
133.74 |
0.10 |
0.1% |
133.74 |
Range |
1.45 |
0.84 |
-0.61 |
-42.1% |
1.91 |
ATR |
1.12 |
1.10 |
-0.02 |
-1.8% |
0.00 |
Volume |
807,851 |
774,562 |
-33,289 |
-4.1% |
3,892,335 |
|
Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.11 |
135.76 |
134.20 |
|
R3 |
135.27 |
134.92 |
133.97 |
|
R2 |
134.43 |
134.43 |
133.89 |
|
R1 |
134.08 |
134.08 |
133.82 |
134.26 |
PP |
133.59 |
133.59 |
133.59 |
133.67 |
S1 |
133.24 |
133.24 |
133.66 |
133.42 |
S2 |
132.75 |
132.75 |
133.59 |
|
S3 |
131.91 |
132.40 |
133.51 |
|
S4 |
131.07 |
131.56 |
133.28 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.67 |
138.62 |
134.79 |
|
R3 |
137.76 |
136.71 |
134.27 |
|
R2 |
135.85 |
135.85 |
134.09 |
|
R1 |
134.80 |
134.80 |
133.92 |
134.37 |
PP |
133.94 |
133.94 |
133.94 |
133.73 |
S1 |
132.89 |
132.89 |
133.56 |
132.46 |
S2 |
132.03 |
132.03 |
133.39 |
|
S3 |
130.12 |
130.98 |
133.21 |
|
S4 |
128.21 |
129.07 |
132.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135.00 |
133.09 |
1.91 |
1.4% |
1.01 |
0.8% |
34% |
False |
True |
778,467 |
10 |
135.00 |
132.18 |
2.82 |
2.1% |
1.14 |
0.8% |
55% |
False |
False |
767,435 |
20 |
135.61 |
132.18 |
3.43 |
2.6% |
1.09 |
0.8% |
45% |
False |
False |
775,127 |
40 |
136.50 |
132.12 |
4.38 |
3.3% |
1.00 |
0.7% |
37% |
False |
False |
412,978 |
60 |
136.97 |
132.12 |
4.85 |
3.6% |
0.91 |
0.7% |
33% |
False |
False |
275,350 |
80 |
138.27 |
130.00 |
8.27 |
6.2% |
0.94 |
0.7% |
45% |
False |
False |
206,514 |
100 |
138.27 |
130.00 |
8.27 |
6.2% |
0.77 |
0.6% |
45% |
False |
False |
165,211 |
120 |
138.27 |
130.00 |
8.27 |
6.2% |
0.64 |
0.5% |
45% |
False |
False |
137,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.50 |
2.618 |
136.13 |
1.618 |
135.29 |
1.000 |
134.77 |
0.618 |
134.45 |
HIGH |
133.93 |
0.618 |
133.61 |
0.500 |
133.51 |
0.382 |
133.41 |
LOW |
133.09 |
0.618 |
132.57 |
1.000 |
132.25 |
1.618 |
131.73 |
2.618 |
130.89 |
4.250 |
129.52 |
|
|
Fisher Pivots for day following 30-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
133.66 |
133.97 |
PP |
133.59 |
133.89 |
S1 |
133.51 |
133.82 |
|