Euro Bund Future March 2023


Trading Metrics calculated at close of trading on 28-Dec-2022
Day Change Summary
Previous Current
27-Dec-2022 28-Dec-2022 Change Change % Previous Week
Open 134.69 133.48 -1.21 -0.9% 137.57
High 134.75 134.11 -0.64 -0.5% 137.76
Low 133.25 133.29 0.04 0.0% 134.62
Close 133.45 133.52 0.07 0.1% 134.95
Range 1.50 0.82 -0.68 -45.3% 3.14
ATR 1.40 1.36 -0.04 -3.0% 0.00
Volume 298,332 348,500 50,168 16.8% 2,148,999
Daily Pivots for day following 28-Dec-2022
Classic Woodie Camarilla DeMark
R4 136.10 135.63 133.97
R3 135.28 134.81 133.75
R2 134.46 134.46 133.67
R1 133.99 133.99 133.60 134.23
PP 133.64 133.64 133.64 133.76
S1 133.17 133.17 133.44 133.41
S2 132.82 132.82 133.37
S3 132.00 132.35 133.29
S4 131.18 131.53 133.07
Weekly Pivots for week ending 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 145.20 143.21 136.68
R3 142.06 140.07 135.81
R2 138.92 138.92 135.53
R1 136.93 136.93 135.24 136.36
PP 135.78 135.78 135.78 135.49
S1 133.79 133.79 134.66 133.22
S2 132.64 132.64 134.37
S3 129.50 130.65 134.09
S4 126.36 127.51 133.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.32 133.25 3.07 2.3% 1.01 0.8% 9% False False 349,426
10 141.06 133.25 7.81 5.8% 1.32 1.0% 3% False False 550,034
20 142.91 133.25 9.66 7.2% 1.34 1.0% 3% False False 578,764
40 142.91 133.25 9.66 7.2% 1.29 1.0% 3% False False 293,086
60 142.91 132.55 10.36 7.8% 1.21 0.9% 9% False False 195,409
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.60
2.618 136.26
1.618 135.44
1.000 134.93
0.618 134.62
HIGH 134.11
0.618 133.80
0.500 133.70
0.382 133.60
LOW 133.29
0.618 132.78
1.000 132.47
1.618 131.96
2.618 131.14
4.250 129.81
Fisher Pivots for day following 28-Dec-2022
Pivot 1 day 3 day
R1 133.70 134.33
PP 133.64 134.06
S1 133.58 133.79

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

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