Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 22-Jun-2023

Day Change Summary
	Previous	Current
	21-Jun-2023	22-Jun-2023	Change	Change %	Previous Week
Open	133.69	133.65	-0.04	0.0%	134.20
High	133.85	133.71	-0.14	-0.1%	134.77
Low	133.12	132.47	-0.65	-0.5%	132.18
Close	133.42	132.68	-0.74	-0.6%	133.15
Range	0.73	1.24	0.51	69.9%	2.59
ATR	1.06	1.07	0.01	1.2%	0.00
Volume	691,013	747,975	56,962	8.2%	4,119,589

Daily Pivots for day following 22-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	136.67	135.92	133.36
R3	135.43	134.68	133.02
R2	134.19	134.19	132.91
R1	133.44	133.44	132.79	133.20
PP	132.95	132.95	132.95	132.83
S1	132.20	132.20	132.57	131.96
S2	131.71	131.71	132.45
S3	130.47	130.96	132.34
S4	129.23	129.72	132.00

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	141.14	139.73	134.57
R3	138.55	137.14	133.86
R2	135.96	135.96	133.62
R1	134.55	134.55	133.39	133.96
PP	133.37	133.37	133.37	133.07
S1	131.96	131.96	132.91	131.37
S2	130.78	130.78	132.68
S3	128.19	129.37	132.44
S4	125.60	126.78	131.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.88	132.18	1.70	1.3%	1.12	0.8%	29%	False	False	794,717
10	134.77	132.18	2.59	2.0%	1.05	0.8%	19%	False	False	750,557
20	135.85	132.12	3.73	2.8%	1.05	0.8%	15%	False	False	585,858
40	136.50	132.12	4.38	3.3%	0.98	0.7%	13%	False	False	293,742
60	138.10	132.12	5.98	4.5%	0.86	0.7%	9%	False	False	195,832
80	138.27	130.00	8.27	6.2%	0.86	0.6%	32%	False	False	146,875
100	138.27	130.00	8.27	6.2%	0.70	0.5%	32%	False	False	117,500
120	138.27	130.00	8.27	6.2%	0.58	0.4%	32%	False	False	97,917

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	0.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	138.98
2.618	136.96
1.618	135.72
1.000	134.95
0.618	134.48
HIGH	133.71
0.618	133.24
0.500	133.09
0.382	132.94
LOW	132.47
0.618	131.70
1.000	131.23
1.618	130.46
2.618	129.22
4.250	127.20

Fisher Pivots for day following 22-Jun-2023
Pivot	1 day	3 day
R1	133.09	133.18
PP	132.95	133.01
S1	132.82	132.85

Download as Excel Spreadsheet

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

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