Euro Bund Future December 2023


Trading Metrics calculated at close of trading on 09-Aug-2023
Day Change Summary
Previous Current
08-Aug-2023 09-Aug-2023 Change Change % Previous Week
Open 131.48 132.65 1.17 0.9% 132.00
High 132.91 132.65 -0.26 -0.2% 132.52
Low 131.48 132.06 0.58 0.4% 130.68
Close 132.65 132.32 -0.33 -0.2% 131.49
Range 1.43 0.59 -0.84 -58.7% 1.84
ATR 0.85 0.83 -0.02 -2.2% 0.00
Volume 1,391 3,680 2,289 164.6% 2,771
Daily Pivots for day following 09-Aug-2023
Classic Woodie Camarilla DeMark
R4 134.11 133.81 132.64
R3 133.52 133.22 132.48
R2 132.93 132.93 132.43
R1 132.63 132.63 132.37 132.49
PP 132.34 132.34 132.34 132.27
S1 132.04 132.04 132.27 131.90
S2 131.75 131.75 132.21
S3 131.16 131.45 132.16
S4 130.57 130.86 132.00
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
5 132.91 130.68 2.23 1.7% 0.91 0.7% 74% False False 1,585
10 133.02 130.68 2.34 1.8% 0.87 0.7% 70% False False 885
20 134.29 130.68 3.61 2.7% 0.71 0.5% 45% False False 591
40 134.29 130.10 4.19 3.2% 0.63 0.5% 53% False False 301
60 135.03 130.10 4.93 3.7% 0.50 0.4% 45% False False 201
80 135.76 130.10 5.66 4.3% 0.38 0.3% 39% False False 151
100 136.80 130.10 6.70 5.1% 0.30 0.2% 33% False False 121
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135.16
2.618 134.19
1.618 133.60
1.000 133.24
0.618 133.01
HIGH 132.65
0.618 132.42
0.500 132.36
0.382 132.29
LOW 132.06
0.618 131.70
1.000 131.47
1.618 131.11
2.618 130.52
4.250 129.55
Fisher Pivots for day following 09-Aug-2023
Pivot 1 day 3 day
R1 132.36 132.19
PP 132.34 132.05
S1 132.33 131.92

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

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