Euro Bund Future March 2023


Trading Metrics calculated at close of trading on 17-Nov-2022
Day Change Summary
Previous Current
16-Nov-2022 17-Nov-2022 Change Change % Previous Week
Open 138.74 139.76 1.02 0.7% 135.38
High 139.90 140.12 0.22 0.2% 139.50
Low 137.90 138.85 0.95 0.7% 134.50
Close 139.45 139.13 -0.32 -0.2% 137.49
Range 2.00 1.27 -0.73 -36.5% 5.00
ATR 1.48 1.46 -0.01 -1.0% 0.00
Volume 11,379 17,073 5,694 50.0% 4,635
Daily Pivots for day following 17-Nov-2022
Classic Woodie Camarilla DeMark
R4 143.18 142.42 139.83
R3 141.91 141.15 139.48
R2 140.64 140.64 139.36
R1 139.88 139.88 139.25 139.63
PP 139.37 139.37 139.37 139.24
S1 138.61 138.61 139.01 138.36
S2 138.10 138.10 138.90
S3 136.83 137.34 138.78
S4 135.56 136.07 138.43
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
5 140.12 137.42 2.70 1.9% 1.33 1.0% 63% True False 6,649
10 140.12 134.50 5.62 4.0% 1.31 0.9% 82% True False 3,759
20 140.12 132.55 7.57 5.4% 1.23 0.9% 87% True False 1,927
40 140.33 132.55 7.78 5.6% 1.15 0.8% 85% False False 975
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
4.250 145.52
2.618 143.44
1.618 142.17
1.000 141.39
0.618 140.90
HIGH 140.12
0.618 139.63
0.500 139.49
0.382 139.34
LOW 138.85
0.618 138.07
1.000 137.58
1.618 136.80
2.618 135.53
4.250 133.45
Fisher Pivots for day following 17-Nov-2022
Pivot 1 day 3 day
R1 139.49 139.05
PP 139.37 138.98
S1 139.25 138.90

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

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