Euro Bund Future September 2023


Trading Metrics calculated at close of trading on 20-Mar-2023
Day Change Summary
Previous Current
17-Mar-2023 20-Mar-2023 Change Change % Previous Week
Open 135.18 136.95 1.77 1.3% 132.99
High 137.36 138.27 0.91 0.7% 137.36
Low 135.18 136.95 1.77 1.3% 132.70
Close 137.36 137.13 -0.23 -0.2% 137.36
Range 2.18 1.32 -0.86 -39.4% 4.66
ATR 1.23 1.23 0.01 0.5% 0.00
Volume 4 3 -1 -25.0% 45
Daily Pivots for day following 20-Mar-2023
Classic Woodie Camarilla DeMark
R4 141.41 140.59 137.86
R3 140.09 139.27 137.49
R2 138.77 138.77 137.37
R1 137.95 137.95 137.25 138.36
PP 137.45 137.45 137.45 137.66
S1 136.63 136.63 137.01 137.04
S2 136.13 136.13 136.89
S3 134.81 135.31 136.77
S4 133.49 133.99 136.40
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 149.79 148.23 139.92
R3 145.13 143.57 138.64
R2 140.47 140.47 138.21
R1 138.91 138.91 137.79 139.69
PP 135.81 135.81 135.81 136.20
S1 134.25 134.25 136.93 135.03
S2 131.15 131.15 136.51
S3 126.49 129.59 136.08
S4 121.83 124.93 134.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.27 132.70 5.57 4.1% 2.00 1.5% 80% True False 6
10 138.27 130.27 8.00 5.8% 1.46 1.1% 86% True False 7
20 138.27 130.00 8.27 6.0% 0.75 0.5% 86% True False 3
40 138.27 130.00 8.27 6.0% 0.40 0.3% 86% True False 2
60 138.27 130.00 8.27 6.0% 0.27 0.2% 86% True False 1
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 False
Bear Hook False
Bull Hook False
Stretch 0.02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.88
2.618 141.73
1.618 140.41
1.000 139.59
0.618 139.09
HIGH 138.27
0.618 137.77
0.500 137.61
0.382 137.45
LOW 136.95
0.618 136.13
1.000 135.63
1.618 134.81
2.618 133.49
4.250 131.34
Fisher Pivots for day following 20-Mar-2023
Pivot 1 day 3 day
R1 137.61 137.00
PP 137.45 136.86
S1 137.29 136.73

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

View Archives - Comment on this page... - Back to Index of Symbols