Euro Bund Future June 2023


Trading Metrics calculated at close of trading on 27-Mar-2023
Day Change Summary
Previous Current
24-Mar-2023 27-Mar-2023 Change Change % Previous Week
Open 137.40 137.55 0.15 0.1% 137.60
High 139.54 137.85 -1.69 -1.2% 140.30
Low 137.35 136.17 -1.18 -0.9% 134.80
Close 138.00 136.93 -1.07 -0.8% 138.00
Range 2.19 1.68 -0.51 -23.3% 5.50
ATR 2.05 2.03 -0.02 -0.8% 0.00
Volume 1,031,761 778,699 -253,062 -24.5% 4,518,593
Daily Pivots for day following 27-Mar-2023
Classic Woodie Camarilla DeMark
R4 142.02 141.16 137.85
R3 140.34 139.48 137.39
R2 138.66 138.66 137.24
R1 137.80 137.80 137.08 137.39
PP 136.98 136.98 136.98 136.78
S1 136.12 136.12 136.78 135.71
S2 135.30 135.30 136.62
S3 133.62 134.44 136.47
S4 131.94 132.76 136.01
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 154.20 151.60 141.03
R3 148.70 146.10 139.51
R2 143.20 143.20 139.01
R1 140.60 140.60 138.50 141.90
PP 137.70 137.70 137.70 138.35
S1 135.10 135.10 137.50 136.40
S2 132.20 132.20 136.99
S3 126.70 129.60 136.49
S4 121.20 124.10 134.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.54 134.80 4.74 3.5% 2.06 1.5% 45% False False 867,426
10 140.30 133.33 6.97 5.1% 2.62 1.9% 52% False False 1,043,798
20 140.30 130.35 9.95 7.3% 2.07 1.5% 66% False False 959,125
40 140.30 130.35 9.95 7.3% 1.53 1.1% 66% False False 484,874
60 140.30 130.35 9.95 7.3% 1.24 0.9% 66% False False 323,326
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.49
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 144.99
2.618 142.25
1.618 140.57
1.000 139.53
0.618 138.89
HIGH 137.85
0.618 137.21
0.500 137.01
0.382 136.81
LOW 136.17
0.618 135.13
1.000 134.49
1.618 133.45
2.618 131.77
4.250 129.03
Fisher Pivots for day following 27-Mar-2023
Pivot 1 day 3 day
R1 137.01 137.67
PP 136.98 137.42
S1 136.96 137.18

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

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