Euro Bund Future March 2023


Trading Metrics calculated at close of trading on 27-Dec-2022
Day Change Summary
Previous Current
23-Dec-2022 27-Dec-2022 Change Change % Previous Week
Open 135.38 134.69 -0.69 -0.5% 137.57
High 135.41 134.75 -0.66 -0.5% 137.76
Low 134.62 133.25 -1.37 -1.0% 134.62
Close 134.95 133.45 -1.50 -1.1% 134.95
Range 0.79 1.50 0.71 89.9% 3.14
ATR 1.38 1.40 0.02 1.7% 0.00
Volume 322,593 298,332 -24,261 -7.5% 2,148,999
Daily Pivots for day following 27-Dec-2022
Classic Woodie Camarilla DeMark
R4 138.32 137.38 134.28
R3 136.82 135.88 133.86
R2 135.32 135.32 133.73
R1 134.38 134.38 133.59 134.10
PP 133.82 133.82 133.82 133.68
S1 132.88 132.88 133.31 132.60
S2 132.32 132.32 133.18
S3 130.82 131.38 133.04
S4 129.32 129.88 132.63
Weekly Pivots for week ending 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 145.20 143.21 136.68
R3 142.06 140.07 135.81
R2 138.92 138.92 135.53
R1 136.93 136.93 135.24 136.36
PP 135.78 135.78 135.78 135.49
S1 133.79 133.79 134.66 133.22
S2 132.64 132.64 134.37
S3 129.50 130.65 134.09
S4 126.36 127.51 133.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.22 133.25 3.97 3.0% 1.13 0.8% 5% False True 399,607
10 141.70 133.25 8.45 6.3% 1.43 1.1% 2% False True 587,062
20 142.91 133.25 9.66 7.2% 1.37 1.0% 2% False True 563,358
40 142.91 133.25 9.66 7.2% 1.29 1.0% 2% False True 284,374
60 142.91 132.55 10.36 7.8% 1.20 0.9% 9% False False 189,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 141.13
2.618 138.68
1.618 137.18
1.000 136.25
0.618 135.68
HIGH 134.75
0.618 134.18
0.500 134.00
0.382 133.82
LOW 133.25
0.618 132.32
1.000 131.75
1.618 130.82
2.618 129.32
4.250 126.88
Fisher Pivots for day following 27-Dec-2022
Pivot 1 day 3 day
R1 134.00 134.73
PP 133.82 134.30
S1 133.63 133.88

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

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