Euro Bund Future March 2023


Trading Metrics calculated at close of trading on 11-Jan-2023
Day Change Summary
Previous Current
10-Jan-2023 11-Jan-2023 Change Change % Previous Week
Open 136.86 136.51 -0.35 -0.3% 134.19
High 136.93 137.98 1.05 0.8% 137.47
Low 136.04 136.46 0.42 0.3% 133.79
Close 136.20 137.64 1.44 1.1% 137.43
Range 0.89 1.52 0.63 70.8% 3.68
ATR 1.38 1.41 0.03 2.1% 0.00
Volume 765,634 981,849 216,215 28.2% 3,368,206
Daily Pivots for day following 11-Jan-2023
Classic Woodie Camarilla DeMark
R4 141.92 141.30 138.48
R3 140.40 139.78 138.06
R2 138.88 138.88 137.92
R1 138.26 138.26 137.78 138.57
PP 137.36 137.36 137.36 137.52
S1 136.74 136.74 137.50 137.05
S2 135.84 135.84 137.36
S3 134.32 135.22 137.22
S4 132.80 133.70 136.80
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 147.27 146.03 139.45
R3 143.59 142.35 138.44
R2 139.91 139.91 138.10
R1 138.67 138.67 137.77 139.29
PP 136.23 136.23 136.23 136.54
S1 134.99 134.99 137.09 135.61
S2 132.55 132.55 136.76
S3 128.87 131.31 136.42
S4 125.19 127.63 135.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.98 135.55 2.43 1.8% 1.21 0.9% 86% True False 825,374
10 137.98 132.72 5.26 3.8% 1.28 0.9% 94% True False 746,998
20 141.70 132.72 8.98 6.5% 1.35 1.0% 55% False False 667,030
40 142.91 132.72 10.19 7.4% 1.35 1.0% 48% False False 470,997
60 142.91 132.55 10.36 7.5% 1.27 0.9% 49% False False 314,096
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 0.19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 144.44
2.618 141.96
1.618 140.44
1.000 139.50
0.618 138.92
HIGH 137.98
0.618 137.40
0.500 137.22
0.382 137.04
LOW 136.46
0.618 135.52
1.000 134.94
1.618 134.00
2.618 132.48
4.250 130.00
Fisher Pivots for day following 11-Jan-2023
Pivot 1 day 3 day
R1 137.50 137.43
PP 137.36 137.22
S1 137.22 137.01

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

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