Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 28-Sep-2023

Day Change Summary
	Previous	Current
	27-Sep-2023	28-Sep-2023	Change	Change %	Previous Week
Open	128.93	128.32	-0.61	-0.5%	130.20
High	129.23	128.59	-0.64	-0.5%	130.24
Low	128.06	127.01	-1.05	-0.8%	129.11
Close	128.64	127.09	-1.55	-1.2%	129.56
Range	1.17	1.58	0.41	35.0%	1.13
ATR	0.83	0.89	0.06	6.8%	0.00
Volume	936,112	1,487,699	551,587	58.9%	3,525,428

Daily Pivots for day following 28-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	132.30	131.28	127.96
R3	130.72	129.70	127.52
R2	129.14	129.14	127.38
R1	128.12	128.12	127.23	127.84
PP	127.56	127.56	127.56	127.43
S1	126.54	126.54	126.95	126.26
S2	125.98	125.98	126.80
S3	124.40	124.96	126.66
S4	122.82	123.38	126.22

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	133.03	132.42	130.18
R3	131.90	131.29	129.87
R2	130.77	130.77	129.77
R1	130.16	130.16	129.66	129.90
PP	129.64	129.64	129.64	129.51
S1	129.03	129.03	129.46	128.77
S2	128.51	128.51	129.35
S3	127.38	127.90	129.25
S4	126.25	126.77	128.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.19	127.01	3.18	2.5%	1.02	0.8%	3%	False	True	970,177
10	131.27	127.01	4.26	3.4%	0.87	0.7%	2%	False	True	831,535
20	132.78	127.01	5.77	4.5%	0.84	0.7%	1%	False	True	729,347
40	132.91	127.01	5.90	4.6%	0.83	0.7%	1%	False	True	370,737
60	134.29	127.01	7.28	5.7%	0.78	0.6%	1%	False	True	247,224
80	134.29	127.01	7.28	5.7%	0.70	0.5%	1%	False	True	185,420
100	135.53	127.01	8.52	6.7%	0.59	0.5%	1%	False	True	148,336
120	135.76	127.01	8.75	6.9%	0.49	0.4%	1%	False	True	123,614

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 82 trading days

Fibonacci Retracements and Extensions
4.250	135.31
2.618	132.73
1.618	131.15
1.000	130.17
0.618	129.57
HIGH	128.59
0.618	127.99
0.500	127.80
0.382	127.61
LOW	127.01
0.618	126.03
1.000	125.43
1.618	124.45
2.618	122.87
4.250	120.30

Fisher Pivots for day following 28-Sep-2023
Pivot	1 day	3 day
R1	127.80	128.16
PP	127.56	127.80
S1	127.33	127.45

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