Euro Bund Future September 2023


Trading Metrics calculated at close of trading on 30-May-2023
Day Change Summary
Previous Current
26-May-2023 30-May-2023 Change Change % Previous Week
Open 132.30 133.45 1.15 0.9% 133.66
High 132.82 134.75 1.93 1.5% 133.92
Low 132.12 133.45 1.33 1.0% 132.12
Close 132.21 134.47 2.26 1.7% 132.21
Range 0.70 1.30 0.60 85.7% 1.80
ATR 0.95 1.06 0.11 12.0% 0.00
Volume 15,045 53,946 38,901 258.6% 44,372
Daily Pivots for day following 30-May-2023
Classic Woodie Camarilla DeMark
R4 138.12 137.60 135.19
R3 136.82 136.30 134.83
R2 135.52 135.52 134.71
R1 135.00 135.00 134.59 135.26
PP 134.22 134.22 134.22 134.36
S1 133.70 133.70 134.35 133.96
S2 132.92 132.92 134.23
S3 131.62 132.40 134.11
S4 130.32 131.10 133.76
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 138.15 136.98 133.20
R3 136.35 135.18 132.71
R2 134.55 134.55 132.54
R1 133.38 133.38 132.38 133.07
PP 132.75 132.75 132.75 132.59
S1 131.58 131.58 132.05 131.27
S2 130.95 130.95 131.88
S3 129.15 129.78 131.72
S4 127.35 127.98 131.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.75 132.12 2.63 2.0% 0.95 0.7% 89% True False 18,800
10 135.53 132.12 3.41 2.5% 0.95 0.7% 69% False False 11,069
20 136.50 132.12 4.38 3.3% 0.92 0.7% 54% False False 5,946
40 136.97 132.12 4.85 3.6% 0.83 0.6% 48% False False 3,009
60 138.27 130.00 8.27 6.2% 0.86 0.6% 54% False False 2,008
80 138.27 130.00 8.27 6.2% 0.66 0.5% 54% False False 1,506
100 138.27 130.00 8.27 6.2% 0.53 0.4% 54% False False 1,205
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 0.20
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 140.28
2.618 138.15
1.618 136.85
1.000 136.05
0.618 135.55
HIGH 134.75
0.618 134.25
0.500 134.10
0.382 133.95
LOW 133.45
0.618 132.65
1.000 132.15
1.618 131.35
2.618 130.05
4.250 127.93
Fisher Pivots for day following 30-May-2023
Pivot 1 day 3 day
R1 134.35 134.13
PP 134.22 133.78
S1 134.10 133.44

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

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