Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 05-Jun-2023

Day Change Summary
	Previous	Current
	02-Jun-2023	05-Jun-2023	Change	Change %	Previous Week
Open	134.44	134.45	0.01	0.0%	133.02
High	134.44	134.45	0.01	0.0%	135.00
Low	134.44	132.73	-1.71	-1.3%	133.02
Close	134.44	133.64	-0.80	-0.6%	134.44
Range	0.00	1.72	1.72		1.98
ATR	0.61	0.69	0.08	13.1%	0.00
Volume	0	4	4		0

Daily Pivots for day following 05-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	138.77	137.92	134.59
R3	137.05	136.20	134.11
R2	135.33	135.33	133.96
R1	134.48	134.48	133.80	134.05
PP	133.61	133.61	133.61	133.39
S1	132.76	132.76	133.48	132.33
S2	131.89	131.89	133.32
S3	130.17	131.04	133.17
S4	128.45	129.32	132.69

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	140.09	139.25	135.53
R3	138.11	137.27	134.98
R2	136.13	136.13	134.80
R1	135.29	135.29	134.62	135.71
PP	134.15	134.15	134.15	134.37
S1	133.31	133.31	134.26	133.73
S2	132.17	132.17	134.08
S3	130.19	131.33	133.90
S4	128.21	129.35	133.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135.00	132.73	2.27	1.7%	0.34	0.3%	40%	False	True
10	135.00	131.74	3.26	2.4%	0.17	0.1%	58%	False	False
20	135.53	131.74	3.79	2.8%	0.09	0.1%	50%	False	False
40	136.10	131.74	4.36	3.3%	0.04	0.0%	44%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00
Widest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	141.76
2.618	138.95
1.618	137.23
1.000	136.17
0.618	135.51
HIGH	134.45
0.618	133.79
0.500	133.59
0.382	133.39
LOW	132.73
0.618	131.67
1.000	131.01
1.618	129.95
2.618	128.23
4.250	125.42

Fisher Pivots for day following 05-Jun-2023
Pivot	1 day	3 day
R1	133.62	133.87
PP	133.61	133.79
S1	133.59	133.72

Download as Excel Spreadsheet

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

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