Euro Bund Future March 2023


Trading Metrics calculated at close of trading on 27-Oct-2022
Day Change Summary
Previous Current
26-Oct-2022 27-Oct-2022 Change Change % Previous Week
Open 137.30 136.64 -0.66 -0.5% 135.04
High 137.31 139.15 1.84 1.3% 135.60
Low 137.30 136.11 -1.19 -0.9% 132.55
Close 137.31 138.73 1.42 1.0% 133.46
Range 0.01 3.04 3.03 30,300.0% 3.05
ATR 1.40 1.52 0.12 8.4% 0.00
Volume 185 308 123 66.5% 191
Daily Pivots for day following 27-Oct-2022
Classic Woodie Camarilla DeMark
R4 147.12 145.96 140.40
R3 144.08 142.92 139.57
R2 141.04 141.04 139.29
R1 139.88 139.88 139.01 140.46
PP 138.00 138.00 138.00 138.29
S1 136.84 136.84 138.45 137.42
S2 134.96 134.96 138.17
S3 131.92 133.80 137.89
S4 128.88 130.76 137.06
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 143.02 141.29 135.14
R3 139.97 138.24 134.30
R2 136.92 136.92 134.02
R1 135.19 135.19 133.74 134.53
PP 133.87 133.87 133.87 133.54
S1 132.14 132.14 133.18 131.48
S2 130.82 130.82 132.90
S3 127.77 129.09 132.62
S4 124.72 126.04 131.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.15 132.55 6.60 4.8% 1.33 1.0% 94% True False 112
10 139.15 132.55 6.60 4.8% 1.09 0.8% 94% True False 72
20 140.33 132.55 7.78 5.6% 1.00 0.7% 79% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 152.07
2.618 147.11
1.618 144.07
1.000 142.19
0.618 141.03
HIGH 139.15
0.618 137.99
0.500 137.63
0.382 137.27
LOW 136.11
0.618 134.23
1.000 133.07
1.618 131.19
2.618 128.15
4.250 123.19
Fisher Pivots for day following 27-Oct-2022
Pivot 1 day 3 day
R1 138.36 138.24
PP 138.00 137.74
S1 137.63 137.25

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

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