Euro Bund Future September 2023


Trading Metrics calculated at close of trading on 05-Jun-2023
Day Change Summary
Previous Current
02-Jun-2023 05-Jun-2023 Change Change % Previous Week
Open 135.60 134.68 -0.92 -0.7% 133.45
High 135.61 134.70 -0.91 -0.7% 135.85
Low 134.72 133.88 -0.84 -0.6% 133.45
Close 134.92 134.14 -0.78 -0.6% 134.92
Range 0.89 0.82 -0.07 -7.9% 2.40
ATR 1.05 1.05 0.00 -0.1% 0.00
Volume 757,639 909,192 151,553 20.0% 1,709,687
Daily Pivots for day following 05-Jun-2023
Classic Woodie Camarilla DeMark
R4 136.70 136.24 134.59
R3 135.88 135.42 134.37
R2 135.06 135.06 134.29
R1 134.60 134.60 134.22 134.42
PP 134.24 134.24 134.24 134.15
S1 133.78 133.78 134.06 133.60
S2 133.42 133.42 133.99
S3 132.60 132.96 133.91
S4 131.78 132.14 133.69
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 141.94 140.83 136.24
R3 139.54 138.43 135.58
R2 137.14 137.14 135.36
R1 136.03 136.03 135.14 136.59
PP 134.74 134.74 134.74 135.02
S1 133.63 133.63 134.70 134.19
S2 132.34 132.34 134.48
S3 129.94 131.23 134.26
S4 127.54 128.83 133.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.85 133.45 2.40 1.8% 1.00 0.7% 29% False False 523,775
10 135.85 132.12 3.73 2.8% 0.92 0.7% 54% False False 266,325
20 136.50 132.12 4.38 3.3% 0.87 0.7% 46% False False 134,149
40 136.97 132.12 4.85 3.6% 0.84 0.6% 42% False False 67,132
60 138.27 130.57 7.70 5.7% 0.92 0.7% 46% False False 44,757
80 138.27 130.00 8.27 6.2% 0.70 0.5% 50% False False 33,568
100 138.27 130.00 8.27 6.2% 0.57 0.4% 50% False False 26,854
120 138.27 130.00 8.27 6.2% 0.47 0.4% 50% False False 22,379
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 138.19
2.618 136.85
1.618 136.03
1.000 135.52
0.618 135.21
HIGH 134.70
0.618 134.39
0.500 134.29
0.382 134.19
LOW 133.88
0.618 133.37
1.000 133.06
1.618 132.55
2.618 131.73
4.250 130.40
Fisher Pivots for day following 05-Jun-2023
Pivot 1 day 3 day
R1 134.29 134.87
PP 134.24 134.62
S1 134.19 134.38

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

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