Euro Bund Future September 2023


Trading Metrics calculated at close of trading on 21-Jul-2023
Day Change Summary
Previous Current
20-Jul-2023 21-Jul-2023 Change Change % Previous Week
Open 133.85 132.93 -0.92 -0.7% 132.78
High 133.87 133.44 -0.43 -0.3% 134.88
Low 132.83 132.80 -0.03 0.0% 132.60
Close 133.01 133.33 0.32 0.2% 133.33
Range 1.04 0.64 -0.40 -38.5% 2.28
ATR 1.09 1.06 -0.03 -3.0% 0.00
Volume 468,832 587,269 118,437 25.3% 3,090,258
Daily Pivots for day following 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 135.11 134.86 133.68
R3 134.47 134.22 133.51
R2 133.83 133.83 133.45
R1 133.58 133.58 133.39 133.71
PP 133.19 133.19 133.19 133.25
S1 132.94 132.94 133.27 133.07
S2 132.55 132.55 133.21
S3 131.91 132.30 133.15
S4 131.27 131.66 132.98
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 140.44 139.17 134.58
R3 138.16 136.89 133.96
R2 135.88 135.88 133.75
R1 134.61 134.61 133.54 135.25
PP 133.60 133.60 133.60 133.92
S1 132.33 132.33 133.12 132.97
S2 131.32 131.32 132.91
S3 129.04 130.05 132.70
S4 126.76 127.77 132.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.88 132.60 2.28 1.7% 1.03 0.8% 32% False False 618,051
10 134.88 130.60 4.28 3.2% 0.97 0.7% 64% False False 642,300
20 135.00 130.60 4.40 3.3% 1.07 0.8% 62% False False 721,651
40 135.85 130.60 5.25 3.9% 1.06 0.8% 52% False False 653,754
60 136.50 130.60 5.90 4.4% 1.01 0.8% 46% False False 436,378
80 138.10 130.60 7.50 5.6% 0.92 0.7% 36% False False 327,287
100 138.27 130.00 8.27 6.2% 0.90 0.7% 40% False False 261,830
120 138.27 130.00 8.27 6.2% 0.76 0.6% 40% False False 218,192
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.18
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 136.16
2.618 135.12
1.618 134.48
1.000 134.08
0.618 133.84
HIGH 133.44
0.618 133.20
0.500 133.12
0.382 133.04
LOW 132.80
0.618 132.40
1.000 132.16
1.618 131.76
2.618 131.12
4.250 130.08
Fisher Pivots for day following 21-Jul-2023
Pivot 1 day 3 day
R1 133.26 133.84
PP 133.19 133.67
S1 133.12 133.50

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

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