Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 09-Aug-2023

Day Change Summary
	Previous	Current
	08-Aug-2023	09-Aug-2023	Change	Change %	Previous Week
Open	131.82	133.26	1.44	1.1%	132.82
High	133.45	133.44	-0.01	0.0%	133.06
Low	131.82	132.57	0.75	0.6%	131.12
Close	133.20	132.87	-0.33	-0.2%	132.01
Range	1.63	0.87	-0.76	-46.6%	1.94
ATR	1.08	1.06	-0.01	-1.4%	0.00
Volume	718,431	566,429	-152,002	-21.2%	3,392,715

Daily Pivots for day following 09-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	135.57	135.09	133.35
R3	134.70	134.22	133.11
R2	133.83	133.83	133.03
R1	133.35	133.35	132.95	133.16
PP	132.96	132.96	132.96	132.86
S1	132.48	132.48	132.79	132.29
S2	132.09	132.09	132.71
S3	131.22	131.61	132.63
S4	130.35	130.74	132.39

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	137.88	136.89	133.08
R3	135.94	134.95	132.54
R2	134.00	134.00	132.37
R1	133.01	133.01	132.19	132.54
PP	132.06	132.06	132.06	131.83
S1	131.07	131.07	131.83	130.60
S2	130.12	130.12	131.65
S3	128.18	129.13	131.48
S4	126.24	127.19	130.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.45	131.12	2.33	1.8%	1.14	0.9%	75%	False	False	680,556
10	133.92	131.12	2.80	2.1%	1.10	0.8%	63%	False	False	673,915
20	134.88	131.12	3.76	2.8%	1.04	0.8%	47%	False	False	659,457
40	135.00	130.60	4.40	3.3%	1.07	0.8%	52%	False	False	719,350
60	135.85	130.60	5.25	4.0%	1.03	0.8%	43%	False	False	582,118
80	136.50	130.60	5.90	4.4%	0.97	0.7%	38%	False	False	436,665
100	138.27	130.60	7.67	5.8%	0.96	0.7%	30%	False	False	349,335
120	138.27	130.00	8.27	6.2%	0.86	0.6%	35%	False	False	291,113

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	137.14
2.618	135.72
1.618	134.85
1.000	134.31
0.618	133.98
HIGH	133.44
0.618	133.11
0.500	133.01
0.382	132.90
LOW	132.57
0.618	132.03
1.000	131.70
1.618	131.16
2.618	130.29
4.250	128.87

Fisher Pivots for day following 09-Aug-2023
Pivot	1 day	3 day
R1	133.01	132.71
PP	132.96	132.55
S1	132.92	132.39

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols