Euro Bund Future March 2023

Trading Metrics calculated at close of trading on 16-Nov-2022

Day Change Summary
	Previous	Current
	15-Nov-2022	16-Nov-2022	Change	Change %	Previous Week
Open	137.89	138.74	0.85	0.6%	135.38
High	138.95	139.90	0.95	0.7%	139.50
Low	137.68	137.90	0.22	0.2%	134.50
Close	138.33	139.45	1.12	0.8%	137.49
Range	1.27	2.00	0.73	57.5%	5.00
ATR	1.44	1.48	0.04	2.8%	0.00
Volume	4,360	11,379	7,019	161.0%	4,635

Daily Pivots for day following 16-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	145.08	144.27	140.55
R3	143.08	142.27	140.00
R2	141.08	141.08	139.82
R1	140.27	140.27	139.63	140.68
PP	139.08	139.08	139.08	139.29
S1	138.27	138.27	139.27	138.68
S2	137.08	137.08	139.08
S3	135.08	136.27	138.90
S4	133.08	134.27	138.35

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	139.90	136.80	3.10	2.2%	1.61	1.2%	85%	True	False	3,397
10	139.90	134.50	5.40	3.9%	1.24	0.9%	92%	True	False	2,072
20	139.90	132.55	7.35	5.3%	1.21	0.9%	94%	True	False	1,074
40	140.33	132.55	7.78	5.6%	1.17	0.8%	89%	False	False	549

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	148.40
2.618	145.14
1.618	143.14
1.000	141.90
0.618	141.14
HIGH	139.90
0.618	139.14
0.500	138.90
0.382	138.66
LOW	137.90
0.618	136.66
1.000	135.90
1.618	134.66
2.618	132.66
4.250	129.40

Fisher Pivots for day following 16-Nov-2022
Pivot	1 day	3 day
R1	139.27	139.20
PP	139.08	138.94
S1	138.90	138.69

Download as Excel Spreadsheet

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

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