Euro Bund Future March 2023


Trading Metrics calculated at close of trading on 01-Dec-2022
Day Change Summary
Previous Current
30-Nov-2022 01-Dec-2022 Change Change % Previous Week
Open 140.38 141.21 0.83 0.6% 139.54
High 141.05 142.03 0.98 0.7% 141.94
Low 139.85 141.06 1.21 0.9% 138.74
Close 140.23 141.72 1.49 1.1% 139.87
Range 1.20 0.97 -0.23 -19.2% 3.20
ATR 1.42 1.44 0.03 1.9% 0.00
Volume 124,351 775,035 650,684 523.3% 37,782
Daily Pivots for day following 01-Dec-2022
Classic Woodie Camarilla DeMark
R4 144.51 144.09 142.25
R3 143.54 143.12 141.99
R2 142.57 142.57 141.90
R1 142.15 142.15 141.81 142.36
PP 141.60 141.60 141.60 141.71
S1 141.18 141.18 141.63 141.39
S2 140.63 140.63 141.54
S3 139.66 140.21 141.45
S4 138.69 139.24 141.19
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 149.78 148.03 141.63
R3 146.58 144.83 140.75
R2 143.38 143.38 140.46
R1 141.63 141.63 140.16 142.51
PP 140.18 140.18 140.18 140.62
S1 138.43 138.43 139.58 139.31
S2 136.98 136.98 139.28
S3 133.78 135.23 138.99
S4 130.58 132.03 138.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.03 139.13 2.90 2.0% 1.35 1.0% 89% True False 194,831
10 142.03 138.34 3.69 2.6% 1.28 0.9% 92% True False 100,970
20 142.03 134.50 7.53 5.3% 1.29 0.9% 96% True False 52,364
40 142.03 132.55 9.48 6.7% 1.18 0.8% 97% True False 26,215
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.26
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 146.15
2.618 144.57
1.618 143.60
1.000 143.00
0.618 142.63
HIGH 142.03
0.618 141.66
0.500 141.55
0.382 141.43
LOW 141.06
0.618 140.46
1.000 140.09
1.618 139.49
2.618 138.52
4.250 136.94
Fisher Pivots for day following 01-Dec-2022
Pivot 1 day 3 day
R1 141.66 141.42
PP 141.60 141.12
S1 141.55 140.83

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

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