Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 12-Sep-2023

Day Change Summary
	Previous	Current
	11-Sep-2023	12-Sep-2023	Change	Change %	Previous Week
Open	130.84	130.63	-0.21	-0.2%	131.33
High	130.92	130.99	0.07	0.1%	131.47
Low	130.60	130.45	-0.15	-0.1%	130.35
Close	130.64	130.63	-0.01	0.0%	131.09
Range	0.32	0.54	0.22	68.8%	1.12
ATR	0.85	0.83	-0.02	-2.6%	0.00
Volume	410,540	524,767	114,227	27.8%	2,782,170

Daily Pivots for day following 12-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	132.31	132.01	130.93
R3	131.77	131.47	130.78
R2	131.23	131.23	130.73
R1	130.93	130.93	130.68	130.90
PP	130.69	130.69	130.69	130.68
S1	130.39	130.39	130.58	130.36
S2	130.15	130.15	130.53
S3	129.61	129.85	130.48
S4	129.07	129.31	130.33

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	134.33	133.83	131.71
R3	133.21	132.71	131.40
R2	132.09	132.09	131.30
R1	131.59	131.59	131.19	131.28
PP	130.97	130.97	130.97	130.82
S1	130.47	130.47	130.99	130.16
S2	129.85	129.85	130.88
S3	128.73	129.35	130.78
S4	127.61	128.23	130.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131.47	130.35	1.12	0.9%	0.60	0.5%	25%	False	False	605,784
10	132.78	130.35	2.43	1.9%	0.78	0.6%	12%	False	False	479,471
20	132.78	129.72	3.06	2.3%	0.80	0.6%	30%	False	False	242,621
40	134.29	129.72	4.57	3.5%	0.78	0.6%	20%	False	False	121,665
60	134.29	129.72	4.57	3.5%	0.70	0.5%	20%	False	False	81,114
80	135.03	129.72	5.31	4.1%	0.60	0.5%	17%	False	False	60,836
100	135.76	129.72	6.04	4.6%	0.48	0.4%	15%	False	False	48,669
120	136.80	129.72	7.08	5.4%	0.40	0.3%	13%	False	False	40,557

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133.29
2.618	132.40
1.618	131.86
1.000	131.53
0.618	131.32
HIGH	130.99
0.618	130.78
0.500	130.72
0.382	130.66
LOW	130.45
0.618	130.12
1.000	129.91
1.618	129.58
2.618	129.04
4.250	128.16

Fisher Pivots for day following 12-Sep-2023
Pivot	1 day	3 day
R1	130.72	130.96
PP	130.69	130.85
S1	130.66	130.74

Download as Excel Spreadsheet

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

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