Euro Bund Future June 2023


Trading Metrics calculated at close of trading on 22-May-2023
Day Change Summary
Previous Current
19-May-2023 22-May-2023 Change Change % Previous Week
Open 133.90 134.22 0.32 0.2% 136.01
High 134.52 134.68 0.16 0.1% 136.38
Low 133.50 133.89 0.39 0.3% 133.50
Close 134.24 133.98 -0.26 -0.2% 134.24
Range 1.02 0.79 -0.23 -22.5% 2.88
ATR 1.22 1.19 -0.03 -2.5% 0.00
Volume 688,847 602,529 -86,318 -12.5% 3,317,282
Daily Pivots for day following 22-May-2023
Classic Woodie Camarilla DeMark
R4 136.55 136.06 134.41
R3 135.76 135.27 134.20
R2 134.97 134.97 134.12
R1 134.48 134.48 134.05 134.33
PP 134.18 134.18 134.18 134.11
S1 133.69 133.69 133.91 133.54
S2 133.39 133.39 133.84
S3 132.60 132.90 133.76
S4 131.81 132.11 133.55
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 143.35 141.67 135.82
R3 140.47 138.79 135.03
R2 137.59 137.59 134.77
R1 135.91 135.91 134.50 135.31
PP 134.71 134.71 134.71 134.41
S1 133.03 133.03 133.98 132.43
S2 131.83 131.83 133.71
S3 128.95 130.15 133.45
S4 126.07 127.27 132.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.38 133.50 2.88 2.1% 1.07 0.8% 17% False False 670,805
10 137.29 133.50 3.79 2.8% 1.00 0.7% 13% False False 670,638
20 137.29 133.28 4.01 3.0% 1.18 0.9% 17% False False 724,336
40 139.54 133.10 6.44 4.8% 1.23 0.9% 14% False False 726,217
60 140.30 130.35 9.95 7.4% 1.47 1.1% 36% False False 762,511
80 140.30 130.35 9.95 7.4% 1.34 1.0% 36% False False 573,229
100 140.30 130.35 9.95 7.4% 1.18 0.9% 36% False False 458,596
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 138.04
2.618 136.75
1.618 135.96
1.000 135.47
0.618 135.17
HIGH 134.68
0.618 134.38
0.500 134.29
0.382 134.19
LOW 133.89
0.618 133.40
1.000 133.10
1.618 132.61
2.618 131.82
4.250 130.53
Fisher Pivots for day following 22-May-2023
Pivot 1 day 3 day
R1 134.29 134.47
PP 134.18 134.31
S1 134.08 134.14

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

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