Euro Bund Future September 2023


Trading Metrics calculated at close of trading on 11-May-2023
Day Change Summary
Previous Current
10-May-2023 11-May-2023 Change Change % Previous Week
Open 134.31 135.24 0.93 0.7% 134.19
High 135.26 136.50 1.24 0.9% 136.33
Low 134.31 135.24 0.93 0.7% 133.87
Close 135.25 135.99 0.74 0.5% 135.19
Range 0.95 1.26 0.31 32.6% 2.46
ATR 1.00 1.01 0.02 1.9% 0.00
Volume 1,896 1,376 -520 -27.4% 870
Daily Pivots for day following 11-May-2023
Classic Woodie Camarilla DeMark
R4 139.69 139.10 136.68
R3 138.43 137.84 136.34
R2 137.17 137.17 136.22
R1 136.58 136.58 136.11 136.88
PP 135.91 135.91 135.91 136.06
S1 135.32 135.32 135.87 135.62
S2 134.65 134.65 135.76
S3 133.39 134.06 135.64
S4 132.13 132.80 135.30
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 142.51 141.31 136.54
R3 140.05 138.85 135.87
R2 137.59 137.59 135.64
R1 136.39 136.39 135.42 136.99
PP 135.13 135.13 135.13 135.43
S1 133.93 133.93 134.96 134.53
S2 132.67 132.67 134.74
S3 130.21 131.47 134.51
S4 127.75 129.01 133.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.50 134.31 2.19 1.6% 0.84 0.6% 77% True False 802
10 136.50 133.29 3.21 2.4% 0.97 0.7% 84% True False 567
20 136.50 132.74 3.76 2.8% 0.76 0.6% 86% True False 300
40 138.27 132.70 5.57 4.1% 0.91 0.7% 59% False False 155
60 138.27 130.00 8.27 6.1% 0.69 0.5% 72% False False 104
80 138.27 130.00 8.27 6.1% 0.53 0.4% 72% False False 78
100 138.27 130.00 8.27 6.1% 0.42 0.3% 72% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 141.86
2.618 139.80
1.618 138.54
1.000 137.76
0.618 137.28
HIGH 136.50
0.618 136.02
0.500 135.87
0.382 135.72
LOW 135.24
0.618 134.46
1.000 133.98
1.618 133.20
2.618 131.94
4.250 129.89
Fisher Pivots for day following 11-May-2023
Pivot 1 day 3 day
R1 135.95 135.80
PP 135.91 135.60
S1 135.87 135.41

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

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