Euro Bund Future September 2023


Trading Metrics calculated at close of trading on 18-May-2023
Day Change Summary
Previous Current
17-May-2023 18-May-2023 Change Change % Previous Week
Open 134.65 134.60 -0.05 0.0% 135.20
High 135.06 134.60 -0.46 -0.3% 136.50
Low 134.60 133.16 -1.44 -1.1% 134.31
Close 134.74 133.30 -1.44 -1.1% 135.46
Range 0.46 1.44 0.98 213.0% 2.19
ATR 0.94 0.98 0.05 4.9% 0.00
Volume 4,820 1,063 -3,757 -77.9% 3,987
Daily Pivots for day following 18-May-2023
Classic Woodie Camarilla DeMark
R4 138.01 137.09 134.09
R3 136.57 135.65 133.70
R2 135.13 135.13 133.56
R1 134.21 134.21 133.43 133.95
PP 133.69 133.69 133.69 133.56
S1 132.77 132.77 133.17 132.51
S2 132.25 132.25 133.04
S3 130.81 131.33 132.90
S4 129.37 129.89 132.51
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
5 135.98 133.16 2.82 2.1% 0.80 0.6% 5% False True 2,172
10 136.50 133.16 3.34 2.5% 0.82 0.6% 4% False True 1,487
20 136.50 132.93 3.57 2.7% 0.87 0.7% 10% False False 840
40 138.10 132.74 5.36 4.0% 0.76 0.6% 10% False False 426
60 138.27 130.00 8.27 6.2% 0.75 0.6% 40% False False 285
80 138.27 130.00 8.27 6.2% 0.58 0.4% 40% False False 214
100 138.27 130.00 8.27 6.2% 0.46 0.3% 40% False False 171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 140.72
2.618 138.37
1.618 136.93
1.000 136.04
0.618 135.49
HIGH 134.60
0.618 134.05
0.500 133.88
0.382 133.71
LOW 133.16
0.618 132.27
1.000 131.72
1.618 130.83
2.618 129.39
4.250 127.04
Fisher Pivots for day following 18-May-2023
Pivot 1 day 3 day
R1 133.88 134.35
PP 133.69 134.00
S1 133.49 133.65

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

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