Euro Bund Future March 2023


Trading Metrics calculated at close of trading on 29-Dec-2022
Day Change Summary
Previous Current
28-Dec-2022 29-Dec-2022 Change Change % Previous Week
Open 133.48 133.50 0.02 0.0% 137.57
High 134.11 134.42 0.31 0.2% 137.76
Low 133.29 133.35 0.06 0.0% 134.62
Close 133.52 133.99 0.47 0.4% 134.95
Range 0.82 1.07 0.25 30.5% 3.14
ATR 1.36 1.34 -0.02 -1.5% 0.00
Volume 348,500 903,010 554,510 159.1% 2,148,999
Daily Pivots for day following 29-Dec-2022
Classic Woodie Camarilla DeMark
R4 137.13 136.63 134.58
R3 136.06 135.56 134.28
R2 134.99 134.99 134.19
R1 134.49 134.49 134.09 134.74
PP 133.92 133.92 133.92 134.05
S1 133.42 133.42 133.89 133.67
S2 132.85 132.85 133.79
S3 131.78 132.35 133.70
S4 130.71 131.28 133.40
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
5 136.20 133.25 2.95 2.2% 1.08 0.8% 25% False False 439,005
10 140.78 133.25 7.53 5.6% 1.28 1.0% 10% False False 565,081
20 142.91 133.25 9.66 7.2% 1.33 1.0% 8% False False 617,697
40 142.91 133.25 9.66 7.2% 1.30 1.0% 8% False False 315,660
60 142.91 132.55 10.36 7.7% 1.22 0.9% 14% False False 210,459
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138.97
2.618 137.22
1.618 136.15
1.000 135.49
0.618 135.08
HIGH 134.42
0.618 134.01
0.500 133.89
0.382 133.76
LOW 133.35
0.618 132.69
1.000 132.28
1.618 131.62
2.618 130.55
4.250 128.80
Fisher Pivots for day following 29-Dec-2022
Pivot 1 day 3 day
R1 133.96 134.00
PP 133.92 134.00
S1 133.89 133.99

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

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