Euro Bund Future March 2023


Trading Metrics calculated at close of trading on 04-Oct-2022
Day Change Summary
Previous Current
03-Oct-2022 04-Oct-2022 Change Change % Previous Week
Open 137.45 139.98 2.53 1.8% 137.05
High 139.61 140.33 0.72 0.5% 137.55
Low 137.45 139.80 2.35 1.7% 134.21
Close 139.56 140.00 0.44 0.3% 136.96
Range 2.16 0.53 -1.63 -75.5% 3.34
ATR
Volume 14 32 18 128.6% 50
Daily Pivots for day following 04-Oct-2022
Classic Woodie Camarilla DeMark
R4 141.63 141.35 140.29
R3 141.10 140.82 140.15
R2 140.57 140.57 140.10
R1 140.29 140.29 140.05 140.43
PP 140.04 140.04 140.04 140.12
S1 139.76 139.76 139.95 139.90
S2 139.51 139.51 139.90
S3 138.98 139.23 139.85
S4 138.45 138.70 139.71
Weekly Pivots for week ending 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 146.26 144.95 138.80
R3 142.92 141.61 137.88
R2 139.58 139.58 137.57
R1 138.27 138.27 137.27 137.26
PP 136.24 136.24 136.24 135.73
S1 134.93 134.93 136.65 133.92
S2 132.90 132.90 136.35
S3 129.56 131.59 136.04
S4 126.22 128.25 135.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.33 134.21 6.12 4.4% 1.32 0.9% 95% True False 17
10 140.33 134.21 6.12 4.4% 1.34 1.0% 95% True False 14
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.58
2.618 141.72
1.618 141.19
1.000 140.86
0.618 140.66
HIGH 140.33
0.618 140.13
0.500 140.07
0.382 140.00
LOW 139.80
0.618 139.47
1.000 139.27
1.618 138.94
2.618 138.41
4.250 137.55
Fisher Pivots for day following 04-Oct-2022
Pivot 1 day 3 day
R1 140.07 139.55
PP 140.04 139.10
S1 140.02 138.65

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

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