Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 15-Jun-2023

Day Change Summary
	Previous	Current
	14-Jun-2023	15-Jun-2023	Change	Change %	Previous Week
Open	133.35	133.26	-0.09	-0.1%	134.68
High	133.71	133.44	-0.27	-0.2%	134.95
Low	132.90	132.20	-0.70	-0.5%	132.97
Close	133.29	132.69	-0.60	-0.5%	134.19
Range	0.81	1.24	0.43	53.1%	1.98
ATR	1.05	1.07	0.01	1.3%	0.00
Volume	723,180	1,070,333	347,153	48.0%	3,705,698

Daily Pivots for day following 15-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	136.50	135.83	133.37
R3	135.26	134.59	133.03
R2	134.02	134.02	132.92
R1	133.35	133.35	132.80	133.07
PP	132.78	132.78	132.78	132.63
S1	132.11	132.11	132.58	131.83
S2	131.54	131.54	132.46
S3	130.30	130.87	132.35
S4	129.06	129.63	132.01

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	134.77	132.20	2.57	1.9%	1.04	0.8%	19%	False	True	790,321
10	135.61	132.20	3.41	2.6%	1.04	0.8%	14%	False	True	782,819
20	135.85	132.12	3.73	2.8%	1.02	0.8%	15%	False	False	441,536
40	136.50	132.12	4.38	3.3%	0.91	0.7%	13%	False	False	221,161
60	138.27	132.12	6.15	4.6%	0.84	0.6%	9%	False	False	147,445
80	138.27	130.00	8.27	6.2%	0.80	0.6%	33%	False	False	110,585
100	138.27	130.00	8.27	6.2%	0.65	0.5%	33%	False	False	88,468
120	138.27	130.00	8.27	6.2%	0.54	0.4%	33%	False	False	73,723

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	138.71
2.618	136.69
1.618	135.45
1.000	134.68
0.618	134.21
HIGH	133.44
0.618	132.97
0.500	132.82
0.382	132.67
LOW	132.20
0.618	131.43
1.000	130.96
1.618	130.19
2.618	128.95
4.250	126.93

Fisher Pivots for day following 15-Jun-2023
Pivot	1 day	3 day
R1	132.82	133.41
PP	132.78	133.17
S1	132.73	132.93

Download as Excel Spreadsheet

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

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