Euro Bund Future September 2023


Trading Metrics calculated at close of trading on 12-Jun-2023
Day Change Summary
Previous Current
09-Jun-2023 12-Jun-2023 Change Change % Previous Week
Open 133.78 134.20 0.42 0.3% 134.68
High 134.37 134.77 0.40 0.3% 134.95
Low 133.51 133.91 0.40 0.3% 132.97
Close 134.19 134.20 0.01 0.0% 134.19
Range 0.86 0.86 0.00 0.0% 1.98
ATR 1.06 1.04 -0.01 -1.3% 0.00
Volume 586,756 677,613 90,857 15.5% 3,705,698
Daily Pivots for day following 12-Jun-2023
Classic Woodie Camarilla DeMark
R4 136.87 136.40 134.67
R3 136.01 135.54 134.44
R2 135.15 135.15 134.36
R1 134.68 134.68 134.28 134.63
PP 134.29 134.29 134.29 134.27
S1 133.82 133.82 134.12 133.77
S2 133.43 133.43 134.04
S3 132.57 132.96 133.96
S4 131.71 132.10 133.73
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% 1.05 0.8% 62% False False 694,823
10 135.85 132.97 2.88 2.1% 1.03 0.8% 43% False False 609,299
20 135.85 132.12 3.73 2.8% 0.94 0.7% 56% False False 307,656
40 136.50 132.12 4.38 3.3% 0.86 0.6% 47% False False 153,981
60 138.27 132.12 6.15 4.6% 0.89 0.7% 34% False False 102,658
80 138.27 130.00 8.27 6.2% 0.76 0.6% 51% False False 76,994
100 138.27 130.00 8.27 6.2% 0.62 0.5% 51% False False 61,596
120 138.27 130.00 8.27 6.2% 0.51 0.4% 51% False False 51,330
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 138.43
2.618 137.02
1.618 136.16
1.000 135.63
0.618 135.30
HIGH 134.77
0.618 134.44
0.500 134.34
0.382 134.24
LOW 133.91
0.618 133.38
1.000 133.05
1.618 132.52
2.618 131.66
4.250 130.26
Fisher Pivots for day following 12-Jun-2023
Pivot 1 day 3 day
R1 134.34 134.09
PP 134.29 133.98
S1 134.25 133.87

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

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