Euro Bund Future March 2023

Trading Metrics calculated at close of trading on 05-Oct-2022

Day Change Summary
	Previous	Current
	04-Oct-2022	05-Oct-2022	Change	Change %	Previous Week
Open	139.98	138.14	-1.84	-1.3%	137.05
High	140.33	138.26	-2.07	-1.5%	137.55
Low	139.80	138.14	-1.66	-1.2%	134.21
Close	140.00	138.16	-1.84	-1.3%	136.96
Range	0.53	0.12	-0.41	-77.4%	3.34
ATR
Volume	32	4	-28	-87.5%	50

Daily Pivots for day following 05-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	138.55	138.47	138.23
R3	138.43	138.35	138.19
R2	138.31	138.31	138.18
R1	138.23	138.23	138.17	138.27
PP	138.19	138.19	138.19	138.21
S1	138.11	138.11	138.15	138.15
S2	138.07	138.07	138.14
S3	137.95	137.99	138.13
S4	137.83	137.87	138.09

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	135.39	4.94	3.6%	0.76	0.5%	56%	False	False	11
10	140.33	134.21	6.12	4.4%	1.30	0.9%	65%	False	False	13

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.26
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	138.77
2.618	138.57
1.618	138.45
1.000	138.38
0.618	138.33
HIGH	138.26
0.618	138.21
0.500	138.20
0.382	138.19
LOW	138.14
0.618	138.07
1.000	138.02
1.618	137.95
2.618	137.83
4.250	137.63

Fisher Pivots for day following 05-Oct-2022
Pivot	1 day	3 day
R1	138.20	138.89
PP	138.19	138.65
S1	138.17	138.40

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols