Euro Bund Future December 2023


Trading Metrics calculated at close of trading on 14-Aug-2023
Day Change Summary
Previous Current
11-Aug-2023 14-Aug-2023 Change Change % Previous Week
Open 131.78 130.80 -0.98 -0.7% 131.74
High 131.78 131.07 -0.71 -0.5% 132.91
Low 130.79 130.58 -0.21 -0.2% 130.79
Close 130.92 130.72 -0.20 -0.2% 130.92
Range 0.99 0.49 -0.50 -50.5% 2.12
ATR 0.85 0.83 -0.03 -3.0% 0.00
Volume 1,544 770 -774 -50.1% 7,364
Daily Pivots for day following 14-Aug-2023
Classic Woodie Camarilla DeMark
R4 132.26 131.98 130.99
R3 131.77 131.49 130.85
R2 131.28 131.28 130.81
R1 131.00 131.00 130.76 130.90
PP 130.79 130.79 130.79 130.74
S1 130.51 130.51 130.68 130.41
S2 130.30 130.30 130.63
S3 129.81 130.02 130.59
S4 129.32 129.53 130.45
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 137.90 136.53 132.09
R3 135.78 134.41 131.50
R2 133.66 133.66 131.31
R1 132.29 132.29 131.11 131.92
PP 131.54 131.54 131.54 131.35
S1 130.17 130.17 130.73 129.80
S2 129.42 129.42 130.53
S3 127.30 128.05 130.34
S4 125.18 125.93 129.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.91 130.58 2.33 1.8% 0.88 0.7% 6% False True 1,492
10 132.91 130.58 2.33 1.8% 0.80 0.6% 6% False True 1,064
20 134.29 130.58 3.71 2.8% 0.77 0.6% 4% False True 709
40 134.29 130.10 4.19 3.2% 0.65 0.5% 15% False False 361
60 135.03 130.10 4.93 3.8% 0.54 0.4% 13% False False 241
80 135.76 130.10 5.66 4.3% 0.41 0.3% 11% False False 181
100 136.80 130.10 6.70 5.1% 0.32 0.2% 9% False False 145
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 133.15
2.618 132.35
1.618 131.86
1.000 131.56
0.618 131.37
HIGH 131.07
0.618 130.88
0.500 130.83
0.382 130.77
LOW 130.58
0.618 130.28
1.000 130.09
1.618 129.79
2.618 129.30
4.250 128.50
Fisher Pivots for day following 14-Aug-2023
Pivot 1 day 3 day
R1 130.83 131.47
PP 130.79 131.22
S1 130.76 130.97

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

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