Euro Bund Future March 2023

Trading Metrics calculated at close of trading on 21-Nov-2022

Day Change Summary
	Previous	Current
	18-Nov-2022	21-Nov-2022	Change	Change %	Previous Week
Open	139.44	139.54	0.10	0.1%	137.71
High	139.57	140.05	0.48	0.3%	140.12
Low	138.34	138.74	0.40	0.3%	137.48
Close	139.38	139.64	0.26	0.2%	139.38
Range	1.23	1.31	0.08	6.5%	2.64
ATR	1.45	1.44	-0.01	-0.7%	0.00
Volume	7,694	4,389	-3,305	-43.0%	40,543

Daily Pivots for day following 21-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	143.41	142.83	140.36
R3	142.10	141.52	140.00
R2	140.79	140.79	139.88
R1	140.21	140.21	139.76	140.50
PP	139.48	139.48	139.48	139.62
S1	138.90	138.90	139.52	139.19
S2	138.17	138.17	139.40
S3	136.86	137.59	139.28
S4	135.55	136.28	138.92

Weekly Pivots for week ending 18-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	146.91	145.79	140.83
R3	144.27	143.15	140.11
R2	141.63	141.63	139.86
R1	140.51	140.51	139.62	141.07
PP	138.99	138.99	138.99	139.28
S1	137.87	137.87	139.14	138.43
S2	136.35	136.35	138.90
S3	133.71	135.23	138.65
S4	131.07	132.59	137.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140.12	137.68	2.44	1.7%	1.42	1.0%	80%	False	False	8,979
10	140.12	134.50	5.62	4.0%	1.45	1.0%	91%	False	False	4,945
20	140.12	134.50	5.62	4.0%	1.25	0.9%	91%	False	False	2,529
40	140.33	132.55	7.78	5.6%	1.15	0.8%	91%	False	False	1,277

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	0.30
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	145.62
2.618	143.48
1.618	142.17
1.000	141.36
0.618	140.86
HIGH	140.05
0.618	139.55
0.500	139.40
0.382	139.24
LOW	138.74
0.618	137.93
1.000	137.43
1.618	136.62
2.618	135.31
4.250	133.17

Fisher Pivots for day following 21-Nov-2022
Pivot	1 day	3 day
R1	139.56	139.50
PP	139.48	139.37
S1	139.40	139.23

Download as Excel Spreadsheet

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

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