Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 23-Jun-2023

Day Change Summary
	Previous	Current
	22-Jun-2023	23-Jun-2023	Change	Change %	Previous Week
Open	133.65	132.78	-0.87	-0.7%	132.58
High	133.71	134.68	0.97	0.7%	134.68
Low	132.47	132.73	0.26	0.2%	132.47
Close	132.68	134.28	1.60	1.2%	134.28
Range	1.24	1.95	0.71	57.3%	2.21
ATR	1.07	1.14	0.07	6.2%	0.00
Volume	747,975	878,764	130,789	17.5%	3,027,284

Daily Pivots for day following 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	139.75	138.96	135.35
R3	137.80	137.01	134.82
R2	135.85	135.85	134.64
R1	135.06	135.06	134.46	135.46
PP	133.90	133.90	133.90	134.09
S1	133.11	133.11	134.10	133.51
S2	131.95	131.95	133.92
S3	130.00	131.16	133.74
S4	128.05	129.21	133.21

Weekly Pivots for week ending 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	140.44	139.57	135.50
R3	138.23	137.36	134.89
R2	136.02	136.02	134.69
R1	135.15	135.15	134.48	135.59
PP	133.81	133.81	133.81	134.03
S1	132.94	132.94	134.08	133.38
S2	131.60	131.60	133.87
S3	129.39	130.73	133.67
S4	127.18	128.52	133.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.68	132.18	2.50	1.9%	1.26	0.9%	84%	True	False	756,404
10	134.77	132.18	2.59	1.9%	1.15	0.9%	81%	False	False	773,362
20	135.85	132.12	3.73	2.8%	1.10	0.8%	58%	False	False	629,564
40	136.50	132.12	4.38	3.3%	1.00	0.7%	49%	False	False	315,705
60	136.97	132.12	4.85	3.6%	0.88	0.7%	45%	False	False	210,478
80	138.27	130.00	8.27	6.2%	0.88	0.7%	52%	False	False	157,860
100	138.27	130.00	8.27	6.2%	0.72	0.5%	52%	False	False	126,288
120	138.27	130.00	8.27	6.2%	0.60	0.4%	52%	False	False	105,240

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	0.22
Widest range in 65 trading days

Fibonacci Retracements and Extensions
4.250	142.97
2.618	139.79
1.618	137.84
1.000	136.63
0.618	135.89
HIGH	134.68
0.618	133.94
0.500	133.71
0.382	133.47
LOW	132.73
0.618	131.52
1.000	130.78
1.618	129.57
2.618	127.62
4.250	124.44

Fisher Pivots for day following 23-Jun-2023
Pivot	1 day	3 day
R1	134.09	134.05
PP	133.90	133.81
S1	133.71	133.58

Download as Excel Spreadsheet

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

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