Euro Bund Future December 2023


Trading Metrics calculated at close of trading on 27-Jul-2023
Day Change Summary
Previous Current
26-Jul-2023 27-Jul-2023 Change Change % Previous Week
Open 132.98 132.85 -0.13 -0.1% 132.50
High 132.98 133.02 0.04 0.0% 134.29
Low 132.45 131.90 -0.55 -0.4% 132.38
Close 132.52 132.48 -0.04 0.0% 132.83
Range 0.53 1.12 0.59 111.3% 1.91
ATR 0.71 0.74 0.03 4.1% 0.00
Volume 1,131 77 -1,054 -93.2% 1,282
Daily Pivots for day following 27-Jul-2023
Classic Woodie Camarilla DeMark
R4 135.83 135.27 133.10
R3 134.71 134.15 132.79
R2 133.59 133.59 132.69
R1 133.03 133.03 132.58 132.75
PP 132.47 132.47 132.47 132.33
S1 131.91 131.91 132.38 131.63
S2 131.35 131.35 132.27
S3 130.23 130.79 132.17
S4 129.11 129.67 131.86
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 138.90 137.77 133.88
R3 136.99 135.86 133.36
R2 135.08 135.08 133.18
R1 133.95 133.95 133.01 134.52
PP 133.17 133.17 133.17 133.45
S1 132.04 132.04 132.65 132.61
S2 131.26 131.26 132.48
S3 129.35 130.13 132.30
S4 127.44 128.22 131.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.45 131.90 1.55 1.2% 0.58 0.4% 37% False True 369
10 134.29 131.90 2.39 1.8% 0.56 0.4% 24% False True 304
20 134.29 130.10 4.19 3.2% 0.61 0.5% 57% False False 160
40 135.03 130.10 4.93 3.7% 0.56 0.4% 48% False False 83
60 135.53 130.10 5.43 4.1% 0.38 0.3% 44% False False 55
80 136.10 130.10 6.00 4.5% 0.28 0.2% 40% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 137.78
2.618 135.95
1.618 134.83
1.000 134.14
0.618 133.71
HIGH 133.02
0.618 132.59
0.500 132.46
0.382 132.33
LOW 131.90
0.618 131.21
1.000 130.78
1.618 130.09
2.618 128.97
4.250 127.14
Fisher Pivots for day following 27-Jul-2023
Pivot 1 day 3 day
R1 132.47 132.47
PP 132.47 132.47
S1 132.46 132.46

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

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