Euro Bund Future September 2023


Trading Metrics calculated at close of trading on 25-Jul-2023
Day Change Summary
Previous Current
24-Jul-2023 25-Jul-2023 Change Change % Previous Week
Open 133.12 133.52 0.40 0.3% 132.78
High 134.01 133.77 -0.24 -0.2% 134.88
Low 132.97 133.14 0.17 0.1% 132.60
Close 133.72 133.49 -0.23 -0.2% 133.33
Range 1.04 0.63 -0.41 -39.4% 2.28
ATR 1.06 1.03 -0.03 -2.9% 0.00
Volume 517,824 594,748 76,924 14.9% 3,090,258
Daily Pivots for day following 25-Jul-2023
Classic Woodie Camarilla DeMark
R4 135.36 135.05 133.84
R3 134.73 134.42 133.66
R2 134.10 134.10 133.61
R1 133.79 133.79 133.55 133.63
PP 133.47 133.47 133.47 133.39
S1 133.16 133.16 133.43 133.00
S2 132.84 132.84 133.37
S3 132.21 132.53 133.32
S4 131.58 131.90 133.14
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
5 134.88 132.80 2.08 1.6% 0.95 0.7% 33% False False 589,236
10 134.88 130.99 3.89 2.9% 1.00 0.7% 64% False False 630,537
20 135.00 130.60 4.40 3.3% 1.01 0.8% 66% False False 689,403
40 135.85 130.60 5.25 3.9% 1.05 0.8% 55% False False 681,103
60 136.50 130.60 5.90 4.4% 1.00 0.8% 49% False False 454,917
80 136.97 130.60 6.37 4.8% 0.92 0.7% 45% False False 341,194
100 138.27 130.00 8.27 6.2% 0.92 0.7% 42% False False 272,956
120 138.27 130.00 8.27 6.2% 0.77 0.6% 42% False False 227,464
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 136.45
2.618 135.42
1.618 134.79
1.000 134.40
0.618 134.16
HIGH 133.77
0.618 133.53
0.500 133.46
0.382 133.38
LOW 133.14
0.618 132.75
1.000 132.51
1.618 132.12
2.618 131.49
4.250 130.46
Fisher Pivots for day following 25-Jul-2023
Pivot 1 day 3 day
R1 133.48 133.46
PP 133.47 133.43
S1 133.46 133.41

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

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