Euro Bund Future December 2023


Trading Metrics calculated at close of trading on 27-Sep-2023
Day Change Summary
Previous Current
26-Sep-2023 27-Sep-2023 Change Change % Previous Week
Open 128.83 128.93 0.10 0.1% 130.20
High 129.30 129.23 -0.07 -0.1% 130.24
Low 128.69 128.06 -0.63 -0.5% 129.11
Close 128.89 128.64 -0.25 -0.2% 129.56
Range 0.61 1.17 0.56 91.8% 1.13
ATR 0.81 0.83 0.03 3.2% 0.00
Volume 845,596 936,112 90,516 10.7% 3,525,428
Daily Pivots for day following 27-Sep-2023
Classic Woodie Camarilla DeMark
R4 132.15 131.57 129.28
R3 130.98 130.40 128.96
R2 129.81 129.81 128.85
R1 129.23 129.23 128.75 128.94
PP 128.64 128.64 128.64 128.50
S1 128.06 128.06 128.53 127.77
S2 127.47 127.47 128.43
S3 126.30 126.89 128.32
S4 125.13 125.72 128.00
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 133.03 132.42 130.18
R3 131.90 131.29 129.87
R2 130.77 130.77 129.77
R1 130.16 130.16 129.66 129.90
PP 129.64 129.64 129.64 129.51
S1 129.03 129.03 129.46 128.77
S2 128.51 128.51 129.35
S3 127.38 127.90 129.25
S4 126.25 126.77 128.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.19 128.06 2.13 1.7% 0.83 0.6% 27% False True 846,033
10 131.49 128.06 3.43 2.7% 0.82 0.6% 17% False True 775,509
20 132.78 128.06 4.72 3.7% 0.80 0.6% 12% False True 661,915
40 132.91 128.06 4.85 3.8% 0.80 0.6% 12% False True 333,549
60 134.29 128.06 6.23 4.8% 0.77 0.6% 9% False True 222,430
80 134.29 128.06 6.23 4.8% 0.68 0.5% 9% False True 166,824
100 135.53 128.06 7.47 5.8% 0.57 0.4% 8% False True 133,459
120 135.76 128.06 7.70 6.0% 0.48 0.4% 8% False True 111,216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 134.20
2.618 132.29
1.618 131.12
1.000 130.40
0.618 129.95
HIGH 129.23
0.618 128.78
0.500 128.65
0.382 128.51
LOW 128.06
0.618 127.34
1.000 126.89
1.618 126.17
2.618 125.00
4.250 123.09
Fisher Pivots for day following 27-Sep-2023
Pivot 1 day 3 day
R1 128.65 128.81
PP 128.64 128.75
S1 128.64 128.70

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

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