Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 19-Sep-2023

Day Change Summary
	Previous	Current
	18-Sep-2023	19-Sep-2023	Change	Change %	Previous Week
Open	130.20	129.99	-0.21	-0.2%	130.84
High	130.24	130.10	-0.14	-0.1%	131.49
Low	129.73	129.39	-0.34	-0.3%	129.95
Close	129.76	129.56	-0.20	-0.2%	130.31
Range	0.51	0.71	0.20	39.2%	1.54
ATR	0.84	0.83	-0.01	-1.1%	0.00
Volume	566,630	670,789	104,159	18.4%	3,286,880

Daily Pivots for day following 19-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	131.81	131.40	129.95
R3	131.10	130.69	129.76
R2	130.39	130.39	129.69
R1	129.98	129.98	129.63	129.83
PP	129.68	129.68	129.68	129.61
S1	129.27	129.27	129.49	129.12
S2	128.97	128.97	129.43
S3	128.26	128.56	129.36
S4	127.55	127.85	129.17

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	129.39	2.10	1.6%	0.83	0.6%	8%	False	True	717,798
10	131.49	129.39	2.10	1.6%	0.72	0.6%	8%	False	True	661,791
20	132.78	129.39	3.39	2.6%	0.82	0.6%	5%	False	True	421,077
40	133.02	129.39	3.63	2.8%	0.79	0.6%	5%	False	True	211,357
60	134.29	129.39	4.90	3.8%	0.72	0.6%	3%	False	True	140,930
80	135.03	129.39	5.64	4.4%	0.66	0.5%	3%	False	True	105,699
100	135.76	129.39	6.37	4.9%	0.53	0.4%	3%	False	True	84,559
120	136.10	129.39	6.71	5.2%	0.44	0.3%	3%	False	True	70,466

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	0.18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133.12
2.618	131.96
1.618	131.25
1.000	130.81
0.618	130.54
HIGH	130.10
0.618	129.83
0.500	129.75
0.382	129.66
LOW	129.39
0.618	128.95
1.000	128.68
1.618	128.24
2.618	127.53
4.250	126.37

Fisher Pivots for day following 19-Sep-2023
Pivot	1 day	3 day
R1	129.75	130.33
PP	129.68	130.07
S1	129.62	129.82

Download as Excel Spreadsheet

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

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