Euro Bund Future June 2023


Trading Metrics calculated at close of trading on 16-May-2023
Day Change Summary
Previous Current
15-May-2023 16-May-2023 Change Change % Previous Week
Open 136.01 135.85 -0.16 -0.1% 136.04
High 136.06 136.38 0.32 0.2% 137.29
Low 135.61 135.14 -0.47 -0.3% 134.99
Close 135.78 135.30 -0.48 -0.4% 136.20
Range 0.45 1.24 0.79 175.6% 2.30
ATR 1.25 1.25 0.00 0.0% 0.00
Volume 565,782 782,651 216,869 38.3% 3,108,194
Daily Pivots for day following 16-May-2023
Classic Woodie Camarilla DeMark
R4 139.33 138.55 135.98
R3 138.09 137.31 135.64
R2 136.85 136.85 135.53
R1 136.07 136.07 135.41 135.84
PP 135.61 135.61 135.61 135.49
S1 134.83 134.83 135.19 134.60
S2 134.37 134.37 135.07
S3 133.13 133.59 134.96
S4 131.89 132.35 134.62
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% 1.03 0.8% 13% False False 694,746
10 137.29 134.99 2.30 1.7% 1.04 0.8% 13% False False 687,345
20 137.29 133.10 4.19 3.1% 1.13 0.8% 53% False False 729,075
40 140.30 133.10 7.20 5.3% 1.39 1.0% 31% False False 752,931
60 140.30 130.35 9.95 7.4% 1.47 1.1% 50% False False 720,553
80 140.30 130.35 9.95 7.4% 1.31 1.0% 50% False False 541,096
100 140.30 130.35 9.95 7.4% 1.15 0.9% 50% False False 432,882
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141.65
2.618 139.63
1.618 138.39
1.000 137.62
0.618 137.15
HIGH 136.38
0.618 135.91
0.500 135.76
0.382 135.61
LOW 135.14
0.618 134.37
1.000 133.90
1.618 133.13
2.618 131.89
4.250 129.87
Fisher Pivots for day following 16-May-2023
Pivot 1 day 3 day
R1 135.76 135.95
PP 135.61 135.73
S1 135.45 135.52

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

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