Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 01-Sep-2023

Day Change Summary
	Previous	Current
	31-Aug-2023	01-Sep-2023	Change	Change %	Previous Week
Open	132.07	133.07	1.00	0.8%	132.01
High	133.24	133.34	0.10	0.1%	133.34
Low	131.83	132.18	0.35	0.3%	131.70
Close	133.19	132.38	-0.81	-0.6%	132.38
Range	1.41	1.16	-0.25	-17.7%	1.64
ATR	0.99	1.00	0.01	1.3%	0.00
Volume	1,160,111	1,145,675	-14,436	-1.2%	4,230,082

Daily Pivots for day following 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	136.11	135.41	133.02
R3	134.95	134.25	132.70
R2	133.79	133.79	132.59
R1	133.09	133.09	132.49	132.86
PP	132.63	132.63	132.63	132.52
S1	131.93	131.93	132.27	131.70
S2	131.47	131.47	132.17
S3	130.31	130.77	132.06
S4	129.15	129.61	131.74

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	137.39	136.53	133.28
R3	135.75	134.89	132.83
R2	134.11	134.11	132.68
R1	133.25	133.25	132.53	133.68
PP	132.47	132.47	132.47	132.69
S1	131.61	131.61	132.23	132.04
S2	130.83	130.83	132.08
S3	129.19	129.97	131.93
S4	127.55	128.33	131.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.34	131.70	1.64	1.2%	0.96	0.7%	41%	True	False	846,016
10	133.36	130.46	2.90	2.2%	0.99	0.7%	66%	False	False	724,112
20	133.45	130.14	3.31	2.5%	0.95	0.7%	68%	False	False	636,986
40	134.88	130.14	4.74	3.6%	0.97	0.7%	47%	False	False	651,868
60	135.00	130.14	4.86	3.7%	1.02	0.8%	46%	False	False	693,172
80	136.50	130.14	6.36	4.8%	1.00	0.8%	35%	False	False	572,897
100	136.50	130.14	6.36	4.8%	0.95	0.7%	35%	False	False	458,346
120	138.27	130.14	8.13	6.1%	0.98	0.7%	28%	False	False	381,956

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	0.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	138.27
2.618	136.38
1.618	135.22
1.000	134.50
0.618	134.06
HIGH	133.34
0.618	132.90
0.500	132.76
0.382	132.62
LOW	132.18
0.618	131.46
1.000	131.02
1.618	130.30
2.618	129.14
4.250	127.25

Fisher Pivots for day following 01-Sep-2023
Pivot	1 day	3 day
R1	132.76	132.56
PP	132.63	132.50
S1	132.51	132.44

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