Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 22-Aug-2023

Day Change Summary
	Previous	Current
	21-Aug-2023	22-Aug-2023	Change	Change %	Previous Week
Open	130.65	130.05	-0.60	-0.5%	130.80
High	130.85	130.74	-0.11	-0.1%	131.16
Low	129.93	130.03	0.10	0.1%	129.72
Close	129.96	130.56	0.60	0.5%	130.85
Range	0.92	0.71	-0.21	-22.8%	1.44
ATR	0.84	0.83	0.00	-0.5%	0.00
Volume	5,024	3,399	-1,625	-32.3%	15,629

Daily Pivots for day following 22-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	132.57	132.28	130.95
R3	131.86	131.57	130.76
R2	131.15	131.15	130.69
R1	130.86	130.86	130.63	131.01
PP	130.44	130.44	130.44	130.52
S1	130.15	130.15	130.49	130.30
S2	129.73	129.73	130.43
S3	129.02	129.44	130.36
S4	128.31	128.73	130.17

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	134.90	134.31	131.64
R3	133.46	132.87	131.25
R2	132.02	132.02	131.11
R1	131.43	131.43	130.98	131.73
PP	130.58	130.58	130.58	130.72
S1	129.99	129.99	130.72	130.29
S2	129.14	129.14	130.59
S3	127.70	128.55	130.45
S4	126.26	127.11	130.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131.16	129.88	1.28	1.0%	0.70	0.5%	53%	False	False	3,836
10	132.65	129.72	2.93	2.2%	0.73	0.6%	29%	False	False	2,935
20	133.02	129.72	3.30	2.5%	0.80	0.6%	25%	False	False	1,782
40	134.29	129.72	4.57	3.5%	0.68	0.5%	18%	False	False	941
60	135.03	129.72	5.31	4.1%	0.61	0.5%	16%	False	False	629
80	135.76	129.72	6.04	4.6%	0.46	0.4%	14%	False	False	472
100	136.10	129.72	6.38	4.9%	0.37	0.3%	13%	False	False	377

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	0.10
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133.76
2.618	132.60
1.618	131.89
1.000	131.45
0.618	131.18
HIGH	130.74
0.618	130.47
0.500	130.39
0.382	130.30
LOW	130.03
0.618	129.59
1.000	129.32
1.618	128.88
2.618	128.17
4.250	127.01

Fisher Pivots for day following 22-Aug-2023
Pivot	1 day	3 day
R1	130.50	130.56
PP	130.44	130.55
S1	130.39	130.55

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols