Euro Bund Future March 2023


Trading Metrics calculated at close of trading on 16-Nov-2022
Day Change Summary
Previous Current
15-Nov-2022 16-Nov-2022 Change Change % Previous Week
Open 137.89 138.74 0.85 0.6% 135.38
High 138.95 139.90 0.95 0.7% 139.50
Low 137.68 137.90 0.22 0.2% 134.50
Close 138.33 139.45 1.12 0.8% 137.49
Range 1.27 2.00 0.73 57.5% 5.00
ATR 1.44 1.48 0.04 2.8% 0.00
Volume 4,360 11,379 7,019 161.0% 4,635
Daily Pivots for day following 16-Nov-2022
Classic Woodie Camarilla DeMark
R4 145.08 144.27 140.55
R3 143.08 142.27 140.00
R2 141.08 141.08 139.82
R1 140.27 140.27 139.63 140.68
PP 139.08 139.08 139.08 139.29
S1 138.27 138.27 139.27 138.68
S2 137.08 137.08 139.08
S3 135.08 136.27 138.90
S4 133.08 134.27 138.35
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 152.16 149.83 140.24
R3 147.16 144.83 138.87
R2 142.16 142.16 138.41
R1 139.83 139.83 137.95 141.00
PP 137.16 137.16 137.16 137.75
S1 134.83 134.83 137.03 136.00
S2 132.16 132.16 136.57
S3 127.16 129.83 136.12
S4 122.16 124.83 134.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.90 136.80 3.10 2.2% 1.61 1.2% 85% True False 3,397
10 139.90 134.50 5.40 3.9% 1.24 0.9% 92% True False 2,072
20 139.90 132.55 7.35 5.3% 1.21 0.9% 94% True False 1,074
40 140.33 132.55 7.78 5.6% 1.17 0.8% 89% False False 549
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.26
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 148.40
2.618 145.14
1.618 143.14
1.000 141.90
0.618 141.14
HIGH 139.90
0.618 139.14
0.500 138.90
0.382 138.66
LOW 137.90
0.618 136.66
1.000 135.90
1.618 134.66
2.618 132.66
4.250 129.40
Fisher Pivots for day following 16-Nov-2022
Pivot 1 day 3 day
R1 139.27 139.20
PP 139.08 138.94
S1 138.90 138.69

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

View Archives - Comment on this page... - Back to Index of Symbols