Euro Bund Future December 2023


Trading Metrics calculated at close of trading on 02-Aug-2023
Day Change Summary
Previous Current
01-Aug-2023 02-Aug-2023 Change Change % Previous Week
Open 132.46 131.98 -0.48 -0.4% 132.56
High 132.46 132.29 -0.17 -0.1% 133.45
Low 131.68 131.92 0.24 0.2% 131.40
Close 131.70 131.93 0.23 0.2% 132.46
Range 0.78 0.37 -0.41 -52.6% 2.05
ATR 0.77 0.76 -0.01 -1.7% 0.00
Volume 123 200 77 62.6% 2,008
Daily Pivots for day following 02-Aug-2023
Classic Woodie Camarilla DeMark
R4 133.16 132.91 132.13
R3 132.79 132.54 132.03
R2 132.42 132.42 132.00
R1 132.17 132.17 131.96 132.11
PP 132.05 132.05 132.05 132.02
S1 131.80 131.80 131.90 131.74
S2 131.68 131.68 131.86
S3 131.31 131.43 131.83
S4 130.94 131.06 131.73
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 138.59 137.57 133.59
R3 136.54 135.52 133.02
R2 134.49 134.49 132.84
R1 133.47 133.47 132.65 132.96
PP 132.44 132.44 132.44 132.18
S1 131.42 131.42 132.27 130.91
S2 130.39 130.39 132.08
S3 128.34 129.37 131.90
S4 126.29 127.32 131.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.02 131.40 1.62 1.2% 0.84 0.6% 33% False False 185
10 133.45 131.40 2.05 1.6% 0.67 0.5% 26% False False 384
20 134.29 130.10 4.19 3.2% 0.67 0.5% 44% False False 197
40 134.29 130.10 4.19 3.2% 0.56 0.4% 44% False False 104
60 135.53 130.10 5.43 4.1% 0.43 0.3% 34% False False 69
80 135.76 130.10 5.66 4.3% 0.32 0.2% 32% False False 52
100 137.00 130.10 6.90 5.2% 0.26 0.2% 27% False False 41
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 0.06
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 133.86
2.618 133.26
1.618 132.89
1.000 132.66
0.618 132.52
HIGH 132.29
0.618 132.15
0.500 132.11
0.382 132.06
LOW 131.92
0.618 131.69
1.000 131.55
1.618 131.32
2.618 130.95
4.250 130.35
Fisher Pivots for day following 02-Aug-2023
Pivot 1 day 3 day
R1 132.11 132.10
PP 132.05 132.04
S1 131.99 131.99

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

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