Euro Bund Future September 2023


Trading Metrics calculated at close of trading on 09-Jun-2023
Day Change Summary
Previous Current
08-Jun-2023 09-Jun-2023 Change Change % Previous Week
Open 133.38 133.78 0.40 0.3% 134.68
High 133.90 134.37 0.47 0.4% 134.95
Low 132.97 133.51 0.54 0.4% 132.97
Close 133.68 134.19 0.51 0.4% 134.19
Range 0.93 0.86 -0.07 -7.5% 1.98
ATR 1.07 1.06 -0.02 -1.4% 0.00
Volume 650,706 586,756 -63,950 -9.8% 3,705,698
Daily Pivots for day following 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 136.60 136.26 134.66
R3 135.74 135.40 134.43
R2 134.88 134.88 134.35
R1 134.54 134.54 134.27 134.71
PP 134.02 134.02 134.02 134.11
S1 133.68 133.68 134.11 133.85
S2 133.16 133.16 134.03
S3 132.30 132.82 133.95
S4 131.44 131.96 133.72
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 139.98 139.06 135.28
R3 138.00 137.08 134.73
R2 136.02 136.02 134.55
R1 135.10 135.10 134.37 134.57
PP 134.04 134.04 134.04 133.77
S1 133.12 133.12 134.01 132.59
S2 132.06 132.06 133.83
S3 130.08 131.14 133.65
S4 128.10 129.16 133.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.95 132.97 1.98 1.5% 1.04 0.8% 62% False False 741,139
10 135.85 132.12 3.73 2.8% 1.01 0.8% 55% False False 543,043
20 135.98 132.12 3.86 2.9% 0.93 0.7% 54% False False 273,783
40 136.50 132.12 4.38 3.3% 0.85 0.6% 47% False False 137,042
60 138.27 132.12 6.15 4.6% 0.92 0.7% 34% False False 91,365
80 138.27 130.00 8.27 6.2% 0.75 0.6% 51% False False 68,524
100 138.27 130.00 8.27 6.2% 0.61 0.5% 51% False False 54,819
120 138.27 130.00 8.27 6.2% 0.51 0.4% 51% False False 45,683
Crabel Price Patterns
NR True
NR4 True
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 0.18
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 138.03
2.618 136.62
1.618 135.76
1.000 135.23
0.618 134.90
HIGH 134.37
0.618 134.04
0.500 133.94
0.382 133.84
LOW 133.51
0.618 132.98
1.000 132.65
1.618 132.12
2.618 131.26
4.250 129.86
Fisher Pivots for day following 09-Jun-2023
Pivot 1 day 3 day
R1 134.11 134.07
PP 134.02 133.94
S1 133.94 133.82

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

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