Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 07-Jun-2023

Day Change Summary
	Previous	Current
	06-Jun-2023	07-Jun-2023	Change	Change %	Previous Week
Open	134.16	134.55	0.39	0.3%	133.45
High	134.95	134.67	-0.28	-0.2%	135.85
Low	133.82	133.21	-0.61	-0.5%	133.45
Close	134.10	133.49	-0.61	-0.5%	134.92
Range	1.13	1.46	0.33	29.2%	2.40
ATR	1.05	1.08	0.03	2.7%	0.00
Volume	700,492	858,552	158,060	22.6%	1,709,687

Daily Pivots for day following 07-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	138.17	137.29	134.29
R3	136.71	135.83	133.89
R2	135.25	135.25	133.76
R1	134.37	134.37	133.62	134.08
PP	133.79	133.79	133.79	133.65
S1	132.91	132.91	133.36	132.62
S2	132.33	132.33	133.22
S3	130.87	131.45	133.09
S4	129.41	129.99	132.69

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	133.21	2.64	2.0%	1.05	0.8%	11%	False	True	796,702
10	135.85	132.12	3.73	2.8%	1.05	0.8%	37%	False	False	421,159
20	136.50	132.12	4.38	3.3%	0.95	0.7%	31%	False	False	212,074
40	136.50	132.12	4.38	3.3%	0.86	0.6%	31%	False	False	106,107
60	138.27	132.12	6.15	4.6%	0.95	0.7%	22%	False	False	70,741
80	138.27	130.00	8.27	6.2%	0.73	0.5%	42%	False	False	53,056
100	138.27	130.00	8.27	6.2%	0.59	0.4%	42%	False	False	42,445
120	138.27	130.00	8.27	6.2%	0.49	0.4%	42%	False	False	35,371

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 25 trading days

Fibonacci Retracements and Extensions
4.250	140.88
2.618	138.49
1.618	137.03
1.000	136.13
0.618	135.57
HIGH	134.67
0.618	134.11
0.500	133.94
0.382	133.77
LOW	133.21
0.618	132.31
1.000	131.75
1.618	130.85
2.618	129.39
4.250	127.01

Fisher Pivots for day following 07-Jun-2023
Pivot	1 day	3 day
R1	133.94	134.08
PP	133.79	133.88
S1	133.64	133.69

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols