Euro Bund Future December 2023


Trading Metrics calculated at close of trading on 09-Oct-2023
Day Change Summary
Previous Current
06-Oct-2023 09-Oct-2023 Change Change % Previous Week
Open 128.14 128.17 0.03 0.0% 128.17
High 128.17 129.45 1.28 1.0% 128.50
Low 127.31 127.93 0.62 0.5% 126.62
Close 127.94 129.25 1.31 1.0% 127.94
Range 0.86 1.52 0.66 76.7% 1.88
ATR 0.96 1.00 0.04 4.2% 0.00
Volume 926,429 814,304 -112,125 -12.1% 4,593,938
Daily Pivots for day following 09-Oct-2023
Classic Woodie Camarilla DeMark
R4 133.44 132.86 130.09
R3 131.92 131.34 129.67
R2 130.40 130.40 129.53
R1 129.82 129.82 129.39 130.11
PP 128.88 128.88 128.88 129.02
S1 128.30 128.30 129.11 128.59
S2 127.36 127.36 128.97
S3 125.84 126.78 128.83
S4 124.32 125.26 128.41
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 133.33 132.51 128.97
R3 131.45 130.63 128.46
R2 129.57 129.57 128.28
R1 128.75 128.75 128.11 128.22
PP 127.69 127.69 127.69 127.42
S1 126.87 126.87 127.77 126.34
S2 125.81 125.81 127.60
S3 123.93 124.99 127.42
S4 122.05 123.11 126.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.45 126.62 2.83 2.2% 1.09 0.8% 93% True False 942,413
10 129.45 126.62 2.83 2.2% 1.10 0.9% 93% True False 985,685
20 131.49 126.62 4.87 3.8% 0.94 0.7% 54% False False 853,947
40 132.78 126.62 6.16 4.8% 0.87 0.7% 43% False False 535,184
60 134.29 126.62 7.67 5.9% 0.83 0.6% 34% False False 357,013
80 134.29 126.62 7.67 5.9% 0.75 0.6% 34% False False 267,763
100 135.03 126.62 8.41 6.5% 0.67 0.5% 31% False False 214,211
120 135.76 126.62 9.14 7.1% 0.55 0.4% 29% False False 178,509
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 0.26
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 135.91
2.618 133.43
1.618 131.91
1.000 130.97
0.618 130.39
HIGH 129.45
0.618 128.87
0.500 128.69
0.382 128.51
LOW 127.93
0.618 126.99
1.000 126.41
1.618 125.47
2.618 123.95
4.250 121.47
Fisher Pivots for day following 09-Oct-2023
Pivot 1 day 3 day
R1 129.06 128.94
PP 128.88 128.64
S1 128.69 128.33

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

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