Euro Bund Future March 2023

Trading Metrics calculated at close of trading on 04-Oct-2022

Day Change Summary
	Previous	Current
	03-Oct-2022	04-Oct-2022	Change	Change %	Previous Week
Open	137.45	139.98	2.53	1.8%	137.05
High	139.61	140.33	0.72	0.5%	137.55
Low	137.45	139.80	2.35	1.7%	134.21
Close	139.56	140.00	0.44	0.3%	136.96
Range	2.16	0.53	-1.63	-75.5%	3.34
ATR
Volume	14	32	18	128.6%	50

Daily Pivots for day following 04-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	141.63	141.35	140.29
R3	141.10	140.82	140.15
R2	140.57	140.57	140.10
R1	140.29	140.29	140.05	140.43
PP	140.04	140.04	140.04	140.12
S1	139.76	139.76	139.95	139.90
S2	139.51	139.51	139.90
S3	138.98	139.23	139.85
S4	138.45	138.70	139.71

Weekly Pivots for week ending 30-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	146.26	144.95	138.80
R3	142.92	141.61	137.88
R2	139.58	139.58	137.57
R1	138.27	138.27	137.27	137.26
PP	136.24	136.24	136.24	135.73
S1	134.93	134.93	136.65	133.92
S2	132.90	132.90	136.35
S3	129.56	131.59	136.04
S4	126.22	128.25	135.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140.33	134.21	6.12	4.4%	1.32	0.9%	95%	True	False	17
10	140.33	134.21	6.12	4.4%	1.34	1.0%	95%	True	False	14

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	142.58
2.618	141.72
1.618	141.19
1.000	140.86
0.618	140.66
HIGH	140.33
0.618	140.13
0.500	140.07
0.382	140.00
LOW	139.80
0.618	139.47
1.000	139.27
1.618	138.94
2.618	138.41
4.250	137.55

Fisher Pivots for day following 04-Oct-2022
Pivot	1 day	3 day
R1	140.07	139.55
PP	140.04	139.10
S1	140.02	138.65

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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