Euro Bund Future December 2023


Trading Metrics calculated at close of trading on 07-Aug-2023
Day Change Summary
Previous Current
04-Aug-2023 07-Aug-2023 Change Change % Previous Week
Open 131.22 131.74 0.52 0.4% 132.00
High 131.84 131.77 -0.07 -0.1% 132.52
Low 130.68 130.92 0.24 0.2% 130.68
Close 131.49 131.25 -0.24 -0.2% 131.49
Range 1.16 0.85 -0.31 -26.7% 1.84
ATR 0.78 0.79 0.00 0.6% 0.00
Volume 1,771 670 -1,101 -62.2% 2,771
Daily Pivots for day following 07-Aug-2023
Classic Woodie Camarilla DeMark
R4 133.86 133.41 131.72
R3 133.01 132.56 131.48
R2 132.16 132.16 131.41
R1 131.71 131.71 131.33 131.51
PP 131.31 131.31 131.31 131.22
S1 130.86 130.86 131.17 130.66
S2 130.46 130.46 131.09
S3 129.61 130.01 131.02
S4 128.76 129.16 130.78
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 137.08 136.13 132.50
R3 135.24 134.29 132.00
R2 133.40 133.40 131.83
R1 132.45 132.45 131.66 132.01
PP 131.56 131.56 131.56 131.34
S1 130.61 130.61 131.32 130.17
S2 129.72 129.72 131.15
S3 127.88 128.77 130.98
S4 126.04 126.93 130.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.46 130.68 1.78 1.4% 0.73 0.6% 32% False False 635
10 133.02 130.68 2.34 1.8% 0.73 0.6% 24% False False 541
20 134.29 130.42 3.87 2.9% 0.68 0.5% 21% False False 338
40 134.29 130.10 4.19 3.2% 0.59 0.5% 27% False False 175
60 135.03 130.10 4.93 3.8% 0.47 0.4% 23% False False 117
80 135.76 130.10 5.66 4.3% 0.35 0.3% 20% False False 88
100 137.00 130.10 6.90 5.3% 0.28 0.2% 17% False False 70
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.38
2.618 134.00
1.618 133.15
1.000 132.62
0.618 132.30
HIGH 131.77
0.618 131.45
0.500 131.35
0.382 131.24
LOW 130.92
0.618 130.39
1.000 130.07
1.618 129.54
2.618 128.69
4.250 127.31
Fisher Pivots for day following 07-Aug-2023
Pivot 1 day 3 day
R1 131.35 131.26
PP 131.31 131.26
S1 131.28 131.25

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

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