Euro Bund Future March 2023


Trading Metrics calculated at close of trading on 16-Dec-2022
Day Change Summary
Previous Current
15-Dec-2022 16-Dec-2022 Change Change % Previous Week
Open 140.06 138.46 -1.60 -1.1% 140.41
High 140.78 138.62 -2.16 -1.5% 141.70
Low 138.12 136.96 -1.16 -0.8% 136.96
Close 138.65 137.43 -1.22 -0.9% 137.43
Range 2.66 1.66 -1.00 -37.6% 4.74
ATR 1.53 1.54 0.01 0.7% 0.00
Volume 1,081,768 870,204 -211,564 -19.6% 3,901,910
Daily Pivots for day following 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 142.65 141.70 138.34
R3 140.99 140.04 137.89
R2 139.33 139.33 137.73
R1 138.38 138.38 137.58 138.03
PP 137.67 137.67 137.67 137.49
S1 136.72 136.72 137.28 136.37
S2 136.01 136.01 137.13
S3 134.35 135.06 136.97
S4 132.69 133.40 136.52
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 152.92 149.91 140.04
R3 148.18 145.17 138.73
R2 143.44 143.44 138.30
R1 140.43 140.43 137.86 139.57
PP 138.70 138.70 138.70 138.26
S1 135.69 135.69 137.00 134.83
S2 133.96 133.96 136.56
S3 129.22 130.95 136.13
S4 124.48 126.21 134.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.70 136.96 4.74 3.4% 1.77 1.3% 10% False True 780,382
10 142.91 136.96 5.95 4.3% 1.57 1.1% 8% False True 726,124
20 142.91 136.96 5.95 4.3% 1.44 1.0% 8% False True 444,104
40 142.91 134.00 8.91 6.5% 1.33 1.0% 38% False False 223,207
60 142.91 132.55 10.36 7.5% 1.24 0.9% 47% False False 148,813
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.68
2.618 142.97
1.618 141.31
1.000 140.28
0.618 139.65
HIGH 138.62
0.618 137.99
0.500 137.79
0.382 137.59
LOW 136.96
0.618 135.93
1.000 135.30
1.618 134.27
2.618 132.61
4.250 129.91
Fisher Pivots for day following 16-Dec-2022
Pivot 1 day 3 day
R1 137.79 139.01
PP 137.67 138.48
S1 137.55 137.96

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

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