Euro Bund Future December 2023


Trading Metrics calculated at close of trading on 15-Aug-2023
Day Change Summary
Previous Current
14-Aug-2023 15-Aug-2023 Change Change % Previous Week
Open 130.80 130.60 -0.20 -0.2% 131.74
High 131.07 130.60 -0.47 -0.4% 132.91
Low 130.58 129.72 -0.86 -0.7% 130.79
Close 130.72 130.28 -0.44 -0.3% 130.92
Range 0.49 0.88 0.39 79.6% 2.12
ATR 0.83 0.84 0.01 1.5% 0.00
Volume 770 4,099 3,329 432.3% 7,364
Daily Pivots for day following 15-Aug-2023
Classic Woodie Camarilla DeMark
R4 132.84 132.44 130.76
R3 131.96 131.56 130.52
R2 131.08 131.08 130.44
R1 130.68 130.68 130.36 130.44
PP 130.20 130.20 130.20 130.08
S1 129.80 129.80 130.20 129.56
S2 129.32 129.32 130.12
S3 128.44 128.92 130.04
S4 127.56 128.04 129.80
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
5 132.65 129.72 2.93 2.2% 0.77 0.6% 19% False True 2,034
10 132.91 129.72 3.19 2.4% 0.81 0.6% 18% False True 1,461
20 134.29 129.72 4.57 3.5% 0.78 0.6% 12% False True 913
40 134.29 129.72 4.57 3.5% 0.65 0.5% 12% False True 463
60 135.03 129.72 5.31 4.1% 0.56 0.4% 11% False True 310
80 135.76 129.72 6.04 4.6% 0.42 0.3% 9% False True 232
100 136.80 129.72 7.08 5.4% 0.33 0.3% 8% False True 186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.34
2.618 132.90
1.618 132.02
1.000 131.48
0.618 131.14
HIGH 130.60
0.618 130.26
0.500 130.16
0.382 130.06
LOW 129.72
0.618 129.18
1.000 128.84
1.618 128.30
2.618 127.42
4.250 125.98
Fisher Pivots for day following 15-Aug-2023
Pivot 1 day 3 day
R1 130.24 130.75
PP 130.20 130.59
S1 130.16 130.44

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

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