Euro Bund Future March 2023


Trading Metrics calculated at close of trading on 27-Feb-2023
Day Change Summary
Previous Current
24-Feb-2023 27-Feb-2023 Change Change % Previous Week
Open 134.82 134.19 -0.63 -0.5% 134.87
High 135.30 134.36 -0.94 -0.7% 135.30
Low 133.67 133.40 -0.27 -0.2% 133.63
Close 134.05 133.63 -0.42 -0.3% 134.05
Range 1.63 0.96 -0.67 -41.1% 1.67
ATR 1.27 1.25 -0.02 -1.7% 0.00
Volume 880,713 705,495 -175,218 -19.9% 3,331,354
Daily Pivots for day following 27-Feb-2023
Classic Woodie Camarilla DeMark
R4 136.68 136.11 134.16
R3 135.72 135.15 133.89
R2 134.76 134.76 133.81
R1 134.19 134.19 133.72 134.00
PP 133.80 133.80 133.80 133.70
S1 133.23 133.23 133.54 133.04
S2 132.84 132.84 133.45
S3 131.88 132.27 133.37
S4 130.92 131.31 133.10
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 139.34 138.36 134.97
R3 137.67 136.69 134.51
R2 136.00 136.00 134.36
R1 135.02 135.02 134.20 134.68
PP 134.33 134.33 134.33 134.15
S1 133.35 133.35 133.90 133.01
S2 132.66 132.66 133.74
S3 130.99 131.68 133.59
S4 129.32 130.01 133.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.30 133.40 1.90 1.4% 1.15 0.9% 12% False True 807,369
10 136.56 133.40 3.16 2.4% 1.15 0.9% 7% False True 798,378
20 139.86 133.40 6.46 4.8% 1.23 0.9% 4% False True 823,354
40 140.73 132.72 8.01 6.0% 1.26 0.9% 11% False False 812,717
60 142.91 132.72 10.19 7.6% 1.29 1.0% 9% False False 734,733
80 142.91 132.72 10.19 7.6% 1.28 1.0% 9% False False 552,902
100 142.91 132.55 10.36 7.8% 1.23 0.9% 10% False False 442,332
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 138.44
2.618 136.87
1.618 135.91
1.000 135.32
0.618 134.95
HIGH 134.36
0.618 133.99
0.500 133.88
0.382 133.77
LOW 133.40
0.618 132.81
1.000 132.44
1.618 131.85
2.618 130.89
4.250 129.32
Fisher Pivots for day following 27-Feb-2023
Pivot 1 day 3 day
R1 133.88 134.35
PP 133.80 134.11
S1 133.71 133.87

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

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