Euro Bund Future June 2023


Trading Metrics calculated at close of trading on 20-Mar-2023
Day Change Summary
Previous Current
17-Mar-2023 20-Mar-2023 Change Change % Previous Week
Open 135.94 137.60 1.66 1.2% 133.61
High 138.48 140.30 1.82 1.3% 138.48
Low 135.76 137.10 1.34 1.0% 133.17
Close 138.20 137.97 -0.23 -0.2% 138.20
Range 2.72 3.20 0.48 17.6% 5.31
ATR 1.85 1.95 0.10 5.2% 0.00
Volume 931,328 960,158 28,830 3.1% 6,988,518
Daily Pivots for day following 20-Mar-2023
Classic Woodie Camarilla DeMark
R4 148.06 146.21 139.73
R3 144.86 143.01 138.85
R2 141.66 141.66 138.56
R1 139.81 139.81 138.26 140.74
PP 138.46 138.46 138.46 138.92
S1 136.61 136.61 137.68 137.54
S2 135.26 135.26 137.38
S3 132.06 133.41 137.09
S4 128.86 130.21 136.21
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 152.55 150.68 141.12
R3 147.24 145.37 139.66
R2 141.93 141.93 139.17
R1 140.06 140.06 138.69 141.00
PP 136.62 136.62 136.62 137.08
S1 134.75 134.75 137.71 135.69
S2 131.31 131.31 137.23
S3 126.00 129.44 136.74
S4 120.69 124.13 135.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.30 133.33 6.97 5.1% 3.19 2.3% 67% True False 1,220,169
10 140.30 130.60 9.70 7.0% 2.55 1.8% 76% True False 1,157,882
20 140.30 130.35 9.95 7.2% 1.84 1.3% 77% True False 749,779
40 140.30 130.35 9.95 7.2% 1.37 1.0% 77% True False 376,539
60 140.30 130.35 9.95 7.2% 1.08 0.8% 77% True False 251,041
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 0.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 153.90
2.618 148.68
1.618 145.48
1.000 143.50
0.618 142.28
HIGH 140.30
0.618 139.08
0.500 138.70
0.382 138.32
LOW 137.10
0.618 135.12
1.000 133.90
1.618 131.92
2.618 128.72
4.250 123.50
Fisher Pivots for day following 20-Mar-2023
Pivot 1 day 3 day
R1 138.70 138.02
PP 138.46 138.00
S1 138.21 137.99

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

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