Euro Bund Future June 2023


Trading Metrics calculated at close of trading on 12-May-2023
Day Change Summary
Previous Current
11-May-2023 12-May-2023 Change Change % Previous Week
Open 135.95 136.62 0.67 0.5% 136.04
High 137.29 136.75 -0.54 -0.4% 137.29
Low 135.78 135.98 0.20 0.1% 134.99
Close 136.73 136.20 -0.53 -0.4% 136.20
Range 1.51 0.77 -0.74 -49.0% 2.30
ATR 1.34 1.30 -0.04 -3.0% 0.00
Volume 881,677 476,992 -404,685 -45.9% 3,108,194
Daily Pivots for day following 12-May-2023
Classic Woodie Camarilla DeMark
R4 138.62 138.18 136.62
R3 137.85 137.41 136.41
R2 137.08 137.08 136.34
R1 136.64 136.64 136.27 136.48
PP 136.31 136.31 136.31 136.23
S1 135.87 135.87 136.13 135.71
S2 135.54 135.54 136.06
S3 134.77 135.10 135.99
S4 134.00 134.33 135.78
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 143.06 141.93 137.47
R3 140.76 139.63 136.83
R2 138.46 138.46 136.62
R1 137.33 137.33 136.41 137.90
PP 136.16 136.16 136.16 136.44
S1 135.03 135.03 135.99 135.60
S2 133.86 133.86 135.78
S3 131.56 132.73 135.57
S4 129.26 130.43 134.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.29 134.99 2.30 1.7% 1.04 0.8% 53% False False 621,638
10 137.29 133.64 3.65 2.7% 1.27 0.9% 70% False False 738,052
20 137.29 133.10 4.19 3.1% 1.14 0.8% 74% False False 727,244
40 140.30 133.10 7.20 5.3% 1.51 1.1% 43% False False 793,808
60 140.30 130.35 9.95 7.3% 1.47 1.1% 59% False False 698,317
80 140.30 130.35 9.95 7.3% 1.32 1.0% 59% False False 524,244
100 140.30 130.35 9.95 7.3% 1.13 0.8% 59% False False 419,398
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 True
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 140.02
2.618 138.77
1.618 138.00
1.000 137.52
0.618 137.23
HIGH 136.75
0.618 136.46
0.500 136.37
0.382 136.27
LOW 135.98
0.618 135.50
1.000 135.21
1.618 134.73
2.618 133.96
4.250 132.71
Fisher Pivots for day following 12-May-2023
Pivot 1 day 3 day
R1 136.37 136.18
PP 136.31 136.16
S1 136.26 136.14

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

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