Euro Bund Future March 2024

Trading Metrics calculated at close of trading on 05-Sep-2023

Day Change Summary
	Previous	Current
	04-Sep-2023	05-Sep-2023	Change	Change %	Previous Week
Open	131.70	131.28	-0.42	-0.3%	131.66
High	131.78	131.68	-0.10	-0.1%	132.82
Low	131.70	130.89	-0.81	-0.6%	131.66
Close	131.78	131.37	-0.41	-0.3%	132.11
Range	0.08	0.79	0.71	887.5%	1.16
ATR	0.65	0.66	0.02	2.7%	0.00
Volume	2	28	26	1,300.0%	3

Daily Pivots for day following 05-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	133.68	133.32	131.80
R3	132.89	132.53	131.59
R2	132.10	132.10	131.51
R1	131.74	131.74	131.44	131.92
PP	131.31	131.31	131.31	131.41
S1	130.95	130.95	131.30	131.13
S2	130.52	130.52	131.23
S3	129.73	130.16	131.15
S4	128.94	129.37	130.94

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	135.68	135.05	132.75
R3	134.52	133.89	132.43
R2	133.36	133.36	132.32
R1	132.73	132.73	132.22	133.05
PP	132.20	132.20	132.20	132.35
S1	131.57	131.57	132.00	131.89
S2	131.04	131.04	131.90
S3	129.88	130.41	131.79
S4	128.72	129.25	131.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132.82	130.89	1.93	1.5%	0.32	0.2%	25%	False	True	6
10	132.88	130.89	1.99	1.5%	0.29	0.2%	24%	False	True	3
20	132.88	130.12	2.76	2.1%	0.14	0.1%	45%	False	False	1
40	133.74	130.12	3.62	2.8%	0.07	0.1%	35%	False	False
60	134.24	130.12	4.12	3.1%	0.05	0.0%	30%	False	False

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	0.04
Widest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	135.04
2.618	133.75
1.618	132.96
1.000	132.47
0.618	132.17
HIGH	131.68
0.618	131.38
0.500	131.29
0.382	131.19
LOW	130.89
0.618	130.40
1.000	130.10
1.618	129.61
2.618	128.82
4.250	127.53

Fisher Pivots for day following 05-Sep-2023
Pivot	1 day	3 day
R1	131.34	131.86
PP	131.31	131.69
S1	131.29	131.53

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