Euro Bund Future December 2023

Trading Metrics calculated at close of trading on 16-Oct-2023

Day Change Summary
	Previous	Current
	13-Oct-2023	16-Oct-2023	Change	Change %	Previous Week
Open	128.92	129.49	0.57	0.4%	128.17
High	129.96	129.59	-0.37	-0.3%	130.20
Low	128.82	128.92	0.10	0.1%	127.93
Close	129.52	129.08	-0.44	-0.3%	129.52
Range	1.14	0.67	-0.47	-41.2%	2.27
ATR	1.03	1.00	-0.03	-2.5%	0.00
Volume	878,094	694,176	-183,918	-20.9%	5,025,445

Daily Pivots for day following 16-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	131.21	130.81	129.45
R3	130.54	130.14	129.26
R2	129.87	129.87	129.20
R1	129.47	129.47	129.14	129.34
PP	129.20	129.20	129.20	129.13
S1	128.80	128.80	129.02	128.67
S2	128.53	128.53	128.96
S3	127.86	128.13	128.90
S4	127.19	127.46	128.71

Weekly Pivots for week ending 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	136.03	135.04	130.77
R3	133.76	132.77	130.14
R2	131.49	131.49	129.94
R1	130.50	130.50	129.73	131.00
PP	129.22	129.22	129.22	129.46
S1	128.23	128.23	129.31	128.73
S2	126.95	126.95	129.10
S3	124.68	125.96	128.90
S4	122.41	123.69	128.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.20	128.61	1.59	1.2%	1.01	0.8%	30%	False	False	981,063
10	130.20	126.62	3.58	2.8%	1.05	0.8%	69%	False	False	961,738
20	130.20	126.62	3.58	2.8%	0.99	0.8%	69%	False	False	927,064
40	132.78	126.62	6.16	4.8%	0.91	0.7%	40%	False	False	657,427
60	133.45	126.62	6.83	5.3%	0.86	0.7%	36%	False	False	438,747
80	134.29	126.62	7.67	5.9%	0.78	0.6%	32%	False	False	329,079
100	135.03	126.62	8.41	6.5%	0.72	0.6%	29%	False	False	263,264
120	135.76	126.62	9.14	7.1%	0.60	0.5%	27%	False	False	219,387

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	132.44
2.618	131.34
1.618	130.67
1.000	130.26
0.618	130.00
HIGH	129.59
0.618	129.33
0.500	129.26
0.382	129.18
LOW	128.92
0.618	128.51
1.000	128.25
1.618	127.84
2.618	127.17
4.250	126.07

Fisher Pivots for day following 16-Oct-2023
Pivot	1 day	3 day
R1	129.26	129.48
PP	129.20	129.35
S1	129.14	129.21

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