Euro Bund Future June 2023


Trading Metrics calculated at close of trading on 31-May-2023
Day Change Summary
Previous Current
30-May-2023 31-May-2023 Change Change % Previous Week
Open 134.26 135.31 1.05 0.8% 134.22
High 135.47 136.40 0.93 0.7% 134.68
Low 134.15 135.31 1.16 0.9% 132.83
Close 135.19 136.05 0.86 0.6% 132.94
Range 1.32 1.09 -0.23 -17.4% 1.85
ATR 1.22 1.22 0.00 -0.1% 0.00
Volume 839,624 1,223,246 383,622 45.7% 3,674,933
Daily Pivots for day following 31-May-2023
Classic Woodie Camarilla DeMark
R4 139.19 138.71 136.65
R3 138.10 137.62 136.35
R2 137.01 137.01 136.25
R1 136.53 136.53 136.15 136.77
PP 135.92 135.92 135.92 136.04
S1 135.44 135.44 135.95 135.68
S2 134.83 134.83 135.85
S3 133.74 134.35 135.75
S4 132.65 133.26 135.45
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 139.03 137.84 133.96
R3 137.18 135.99 133.45
R2 135.33 135.33 133.28
R1 134.14 134.14 133.11 133.81
PP 133.48 133.48 133.48 133.32
S1 132.29 132.29 132.77 131.96
S2 131.63 131.63 132.60
S3 129.78 130.44 132.43
S4 127.93 128.59 131.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.40 132.83 3.57 2.6% 1.08 0.8% 90% True False 875,929
10 136.40 132.83 3.57 2.6% 1.01 0.7% 90% True False 770,665
20 137.29 132.83 4.46 3.3% 1.02 0.8% 72% False False 729,005
40 138.09 132.83 5.26 3.9% 1.14 0.8% 61% False False 733,724
60 140.30 130.47 9.83 7.2% 1.45 1.1% 57% False False 820,083
80 140.30 130.35 9.95 7.3% 1.34 1.0% 57% False False 637,345
100 140.30 130.35 9.95 7.3% 1.23 0.9% 57% False False 509,948
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.03
2.618 139.25
1.618 138.16
1.000 137.49
0.618 137.07
HIGH 136.40
0.618 135.98
0.500 135.86
0.382 135.73
LOW 135.31
0.618 134.64
1.000 134.22
1.618 133.55
2.618 132.46
4.250 130.68
Fisher Pivots for day following 31-May-2023
Pivot 1 day 3 day
R1 135.99 135.57
PP 135.92 135.09
S1 135.86 134.62

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

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