Euro Bund Future March 2023

Trading Metrics calculated at close of trading on 15-Nov-2022

Day Change Summary
	Previous	Current
	14-Nov-2022	15-Nov-2022	Change	Change %	Previous Week
Open	137.71	137.89	0.18	0.1%	135.38
High	138.10	138.95	0.85	0.6%	139.50
Low	137.48	137.68	0.20	0.1%	134.50
Close	137.48	138.33	0.85	0.6%	137.49
Range	0.62	1.27	0.65	104.8%	5.00
ATR	1.43	1.44	0.00	0.2%	0.00
Volume	37	4,360	4,323	11,683.8%	4,635

Daily Pivots for day following 15-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	142.13	141.50	139.03
R3	140.86	140.23	138.68
R2	139.59	139.59	138.56
R1	138.96	138.96	138.45	139.28
PP	138.32	138.32	138.32	138.48
S1	137.69	137.69	138.21	138.01
S2	137.05	137.05	138.10
S3	135.78	136.42	137.98
S4	134.51	135.15	137.63

Weekly Pivots for week ending 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	152.16	149.83	140.24
R3	147.16	144.83	138.87
R2	142.16	142.16	138.41
R1	139.83	139.83	137.95	141.00
PP	137.16	137.16	137.16	137.75
S1	134.83	134.83	137.03	136.00
S2	132.16	132.16	136.57
S3	127.16	129.83	136.12
S4	122.16	124.83	134.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.50	136.11	3.39	2.5%	1.43	1.0%	65%	False	False	1,651
10	139.50	134.50	5.00	3.6%	1.11	0.8%	77%	False	False	939
20	139.50	132.55	6.95	5.0%	1.14	0.8%	83%	False	False	507
40	140.33	132.55	7.78	5.6%	1.13	0.8%	74%	False	False	265

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144.35
2.618	142.27
1.618	141.00
1.000	140.22
0.618	139.73
HIGH	138.95
0.618	138.46
0.500	138.32
0.382	138.17
LOW	137.68
0.618	136.90
1.000	136.41
1.618	135.63
2.618	134.36
4.250	132.28

Fisher Pivots for day following 15-Nov-2022
Pivot	1 day	3 day
R1	138.33	138.28
PP	138.32	138.23
S1	138.32	138.19

Download as Excel Spreadsheet

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

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