Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	130.60	131.11	0.51	0.4%	130.84
High	131.49	131.27	-0.22	-0.2%	131.49
Low	130.39	130.21	-0.18	-0.1%	129.95
Close	131.23	130.31	-0.92	-0.7%	130.31
Range	1.10	1.06	-0.04	-3.6%	1.54
ATR	0.85	0.86	0.02	1.8%	0.00
Volume	927,431	700,191	-227,240	-24.5%	3,286,880

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	133.78	133.10	130.89
R3	132.72	132.04	130.60
R2	131.66	131.66	130.50
R1	130.98	130.98	130.41	130.79
PP	130.60	130.60	130.60	130.50
S1	129.92	129.92	130.21	129.73
S2	129.54	129.54	130.12
S3	128.48	128.86	130.02
S4	127.42	127.80	129.73

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	135.20	134.30	131.16
R3	133.66	132.76	130.73
R2	132.12	132.12	130.59
R1	131.22	131.22	130.45	130.90
PP	130.58	130.58	130.58	130.43
S1	129.68	129.68	130.17	129.36
S2	129.04	129.04	130.03
S3	127.50	128.14	129.89
S4	125.96	126.60	129.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131.49	129.95	1.54	1.2%	0.76	0.6%	23%	False	False	657,376
10	132.78	129.95	2.83	2.2%	0.78	0.6%	13%	False	False	663,625
20	132.78	129.93	2.85	2.2%	0.85	0.7%	13%	False	False	359,821
40	133.45	129.72	3.73	2.9%	0.79	0.6%	16%	False	False	180,425
60	134.29	129.72	4.57	3.5%	0.71	0.5%	13%	False	False	120,307
80	135.03	129.72	5.31	4.1%	0.64	0.5%	11%	False	False	90,231
100	135.76	129.72	6.04	4.6%	0.51	0.4%	10%	False	False	72,185
120	136.10	129.72	6.38	4.9%	0.43	0.3%	9%	False	False	60,154

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135.78
2.618	134.05
1.618	132.99
1.000	132.33
0.618	131.93
HIGH	131.27
0.618	130.87
0.500	130.74
0.382	130.61
LOW	130.21
0.618	129.55
1.000	129.15
1.618	128.49
2.618	127.43
4.250	125.71

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	130.74	130.72
PP	130.60	130.58
S1	130.45	130.45

Download as Excel Spreadsheet

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

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