Euro Bund Future September 2023


Trading Metrics calculated at close of trading on 31-May-2023
Day Change Summary
Previous Current
30-May-2023 31-May-2023 Change Change % Previous Week
Open 133.45 134.63 1.18 0.9% 133.66
High 134.75 135.66 0.91 0.7% 133.92
Low 133.45 134.61 1.16 0.9% 132.12
Close 134.47 135.32 0.85 0.6% 132.21
Range 1.30 1.05 -0.25 -19.2% 1.80
ATR 1.06 1.07 0.01 0.9% 0.00
Volume 53,946 140,463 86,517 160.4% 44,372
Daily Pivots for day following 31-May-2023
Classic Woodie Camarilla DeMark
R4 138.35 137.88 135.90
R3 137.30 136.83 135.61
R2 136.25 136.25 135.51
R1 135.78 135.78 135.42 136.02
PP 135.20 135.20 135.20 135.31
S1 134.73 134.73 135.22 134.97
S2 134.15 134.15 135.13
S3 133.10 133.68 135.03
S4 132.05 132.63 134.74
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
5 135.66 132.12 3.54 2.6% 1.05 0.8% 90% True False 45,615
10 135.66 132.12 3.54 2.6% 0.95 0.7% 90% True False 24,972
20 136.50 132.12 4.38 3.2% 0.89 0.7% 73% False False 12,967
40 136.97 132.12 4.85 3.6% 0.81 0.6% 66% False False 6,521
60 138.27 130.00 8.27 6.1% 0.88 0.6% 64% False False 4,349
80 138.27 130.00 8.27 6.1% 0.67 0.5% 64% False False 3,262
100 138.27 130.00 8.27 6.1% 0.54 0.4% 64% False False 2,610
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.12
2.618 138.41
1.618 137.36
1.000 136.71
0.618 136.31
HIGH 135.66
0.618 135.26
0.500 135.14
0.382 135.01
LOW 134.61
0.618 133.96
1.000 133.56
1.618 132.91
2.618 131.86
4.250 130.15
Fisher Pivots for day following 31-May-2023
Pivot 1 day 3 day
R1 135.26 134.84
PP 135.20 134.37
S1 135.14 133.89

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

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