Euro Bund Future September 2023


Trading Metrics calculated at close of trading on 26-Jun-2023
Day Change Summary
Previous Current
23-Jun-2023 26-Jun-2023 Change Change % Previous Week
Open 132.78 134.26 1.48 1.1% 132.58
High 134.68 134.94 0.26 0.2% 134.68
Low 132.73 134.04 1.31 1.0% 132.47
Close 134.28 134.76 0.48 0.4% 134.28
Range 1.95 0.90 -1.05 -53.8% 2.21
ATR 1.14 1.12 -0.02 -1.5% 0.00
Volume 878,764 878,764 0 0.0% 3,027,284
Daily Pivots for day following 26-Jun-2023
Classic Woodie Camarilla DeMark
R4 137.28 136.92 135.26
R3 136.38 136.02 135.01
R2 135.48 135.48 134.93
R1 135.12 135.12 134.84 135.30
PP 134.58 134.58 134.58 134.67
S1 134.22 134.22 134.68 134.40
S2 133.68 133.68 134.60
S3 132.78 133.32 134.51
S4 131.88 132.42 134.27
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
5 134.94 132.47 2.47 1.8% 1.23 0.9% 93% True False 781,209
10 134.94 132.18 2.76 2.0% 1.16 0.9% 93% True False 802,563
20 135.85 132.12 3.73 2.8% 1.08 0.8% 71% False False 672,803
40 136.50 132.12 4.38 3.3% 1.00 0.7% 60% False False 337,674
60 136.97 132.12 4.85 3.6% 0.89 0.7% 54% False False 225,124
80 138.27 130.00 8.27 6.1% 0.89 0.7% 58% False False 168,844
100 138.27 130.00 8.27 6.1% 0.72 0.5% 58% False False 135,076
120 138.27 130.00 8.27 6.1% 0.60 0.4% 58% False False 112,563
Crabel Price Patterns
NR True
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 0.21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 138.77
2.618 137.30
1.618 136.40
1.000 135.84
0.618 135.50
HIGH 134.94
0.618 134.60
0.500 134.49
0.382 134.38
LOW 134.04
0.618 133.48
1.000 133.14
1.618 132.58
2.618 131.68
4.250 130.22
Fisher Pivots for day following 26-Jun-2023
Pivot 1 day 3 day
R1 134.67 134.41
PP 134.58 134.06
S1 134.49 133.71

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

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