Euro Bund Future September 2023


Trading Metrics calculated at close of trading on 16-May-2023
Day Change Summary
Previous Current
15-May-2023 16-May-2023 Change Change % Previous Week
Open 135.09 135.32 0.23 0.2% 135.20
High 135.22 135.53 0.31 0.2% 136.50
Low 134.96 134.43 -0.53 -0.4% 134.31
Close 135.04 134.56 -0.48 -0.4% 135.46
Range 0.26 1.10 0.84 323.1% 2.19
ATR 0.96 0.97 0.01 1.0% 0.00
Volume 3,383 1,435 -1,948 -57.6% 3,987
Daily Pivots for day following 16-May-2023
Classic Woodie Camarilla DeMark
R4 138.14 137.45 135.17
R3 137.04 136.35 134.86
R2 135.94 135.94 134.76
R1 135.25 135.25 134.66 135.05
PP 134.84 134.84 134.84 134.74
S1 134.15 134.15 134.46 133.95
S2 133.74 133.74 134.36
S3 132.64 133.05 134.26
S4 131.54 131.95 133.96
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 141.99 140.92 136.66
R3 139.80 138.73 136.06
R2 137.61 137.61 135.86
R1 136.54 136.54 135.66 137.08
PP 135.42 135.42 135.42 135.69
S1 134.35 134.35 135.26 134.89
S2 133.23 133.23 135.06
S3 131.04 132.16 134.86
S4 128.85 129.97 134.26
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% 0.86 0.6% 11% False False 1,650
10 136.50 134.31 2.19 1.6% 0.83 0.6% 11% False False 963
20 136.50 132.74 3.76 2.8% 0.80 0.6% 48% False False 546
40 138.27 132.74 5.53 4.1% 0.80 0.6% 33% False False 279
60 138.27 130.00 8.27 6.1% 0.72 0.5% 55% False False 187
80 138.27 130.00 8.27 6.1% 0.56 0.4% 55% False False 141
100 138.27 130.00 8.27 6.1% 0.44 0.3% 55% False False 112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140.21
2.618 138.41
1.618 137.31
1.000 136.63
0.618 136.21
HIGH 135.53
0.618 135.11
0.500 134.98
0.382 134.85
LOW 134.43
0.618 133.75
1.000 133.33
1.618 132.65
2.618 131.55
4.250 129.76
Fisher Pivots for day following 16-May-2023
Pivot 1 day 3 day
R1 134.98 135.21
PP 134.84 134.99
S1 134.70 134.78

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

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