Euro Bund Future September 2023


Trading Metrics calculated at close of trading on 24-May-2023
Day Change Summary
Previous Current
23-May-2023 24-May-2023 Change Change % Previous Week
Open 133.33 133.40 0.07 0.1% 135.09
High 133.40 133.71 0.31 0.2% 135.53
Low 132.82 132.74 -0.08 -0.1% 132.80
Close 133.14 133.34 0.20 0.2% 133.51
Range 0.58 0.97 0.39 67.2% 2.73
ATR 0.94 0.94 0.00 0.2% 0.00
Volume 6,390 4,645 -1,745 -27.3% 15,757
Daily Pivots for day following 24-May-2023
Classic Woodie Camarilla DeMark
R4 136.17 135.73 133.87
R3 135.20 134.76 133.61
R2 134.23 134.23 133.52
R1 133.79 133.79 133.43 133.53
PP 133.26 133.26 133.26 133.13
S1 132.82 132.82 133.25 132.56
S2 132.29 132.29 133.16
S3 131.32 131.85 133.07
S4 130.35 130.88 132.81
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 142.14 140.55 135.01
R3 139.41 137.82 134.26
R2 136.68 136.68 134.01
R1 135.09 135.09 133.76 134.52
PP 133.95 133.95 133.95 133.66
S1 132.36 132.36 133.26 131.79
S2 131.22 131.22 133.01
S3 128.49 129.63 132.76
S4 125.76 126.90 132.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.60 132.74 1.86 1.4% 0.94 0.7% 32% False True 4,293
10 136.50 132.74 3.76 2.8% 0.85 0.6% 16% False True 3,264
20 136.50 132.74 3.76 2.8% 0.90 0.7% 16% False True 1,847
40 136.97 132.74 4.23 3.2% 0.76 0.6% 14% False True 936
60 138.27 130.00 8.27 6.2% 0.81 0.6% 40% False False 625
80 138.27 130.00 8.27 6.2% 0.62 0.5% 40% False False 469
100 138.27 130.00 8.27 6.2% 0.50 0.4% 40% False False 375
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 0.15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137.83
2.618 136.25
1.618 135.28
1.000 134.68
0.618 134.31
HIGH 133.71
0.618 133.34
0.500 133.23
0.382 133.11
LOW 132.74
0.618 132.14
1.000 131.77
1.618 131.17
2.618 130.20
4.250 128.62
Fisher Pivots for day following 24-May-2023
Pivot 1 day 3 day
R1 133.30 133.34
PP 133.26 133.33
S1 133.23 133.33

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

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