Euro Bund Future March 2023


Trading Metrics calculated at close of trading on 20-Dec-2022
Day Change Summary
Previous Current
19-Dec-2022 20-Dec-2022 Change Change % Previous Week
Open 137.57 137.20 -0.37 -0.3% 140.41
High 137.76 137.22 -0.54 -0.4% 141.70
Low 136.81 135.78 -1.03 -0.8% 136.96
Close 137.15 135.91 -1.24 -0.9% 137.43
Range 0.95 1.44 0.49 51.6% 4.74
ATR 1.50 1.50 0.00 -0.3% 0.00
Volume 449,294 599,407 150,113 33.4% 3,901,910
Daily Pivots for day following 20-Dec-2022
Classic Woodie Camarilla DeMark
R4 140.62 139.71 136.70
R3 139.18 138.27 136.31
R2 137.74 137.74 136.17
R1 136.83 136.83 136.04 136.57
PP 136.30 136.30 136.30 136.17
S1 135.39 135.39 135.78 135.13
S2 134.86 134.86 135.65
S3 133.42 133.95 135.51
S4 131.98 132.51 135.12
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 152.92 149.91 140.04
R3 148.18 145.17 138.73
R2 143.44 143.44 138.30
R1 140.43 140.43 137.86 139.57
PP 138.70 138.70 138.70 138.26
S1 135.69 135.69 137.00 134.83
S2 133.96 133.96 136.56
S3 129.22 130.95 136.13
S4 124.48 126.21 134.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.06 135.78 5.28 3.9% 1.62 1.2% 2% False True 750,642
10 142.91 135.78 7.13 5.2% 1.52 1.1% 2% False True 680,012
20 142.91 135.78 7.13 5.2% 1.46 1.1% 2% False True 496,093
40 142.91 134.50 8.41 6.2% 1.33 1.0% 17% False False 249,424
60 142.91 132.55 10.36 7.6% 1.23 0.9% 32% False False 166,291
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.34
2.618 140.99
1.618 139.55
1.000 138.66
0.618 138.11
HIGH 137.22
0.618 136.67
0.500 136.50
0.382 136.33
LOW 135.78
0.618 134.89
1.000 134.34
1.618 133.45
2.618 132.01
4.250 129.66
Fisher Pivots for day following 20-Dec-2022
Pivot 1 day 3 day
R1 136.50 137.20
PP 136.30 136.77
S1 136.11 136.34

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

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