Euro Bund Future March 2023


Trading Metrics calculated at close of trading on 04-Jan-2023
Day Change Summary
Previous Current
03-Jan-2023 04-Jan-2023 Change Change % Previous Week
Open 134.19 135.34 1.15 0.9% 134.69
High 135.55 136.67 1.12 0.8% 134.75
Low 133.79 135.08 1.29 1.0% 132.72
Close 135.08 136.47 1.39 1.0% 132.93
Range 1.76 1.59 -0.17 -9.7% 2.03
ATR 1.44 1.45 0.01 0.7% 0.00
Volume 778,978 932,356 153,378 19.7% 1,930,105
Daily Pivots for day following 04-Jan-2023
Classic Woodie Camarilla DeMark
R4 140.84 140.25 137.34
R3 139.25 138.66 136.91
R2 137.66 137.66 136.76
R1 137.07 137.07 136.62 137.37
PP 136.07 136.07 136.07 136.22
S1 135.48 135.48 136.32 135.78
S2 134.48 134.48 136.18
S3 132.89 133.89 136.03
S4 131.30 132.30 135.60
Weekly Pivots for week ending 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 139.56 138.27 134.05
R3 137.53 136.24 133.49
R2 135.50 135.50 133.30
R1 134.21 134.21 133.12 133.84
PP 133.47 133.47 133.47 133.28
S1 132.18 132.18 132.74 131.81
S2 131.44 131.44 132.56
S3 129.41 130.15 132.37
S4 127.38 128.12 131.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.67 132.72 3.95 2.9% 1.34 1.0% 95% True False 668,621
10 137.22 132.72 4.50 3.3% 1.24 0.9% 83% False False 534,114
20 142.91 132.72 10.19 7.5% 1.40 1.0% 37% False False 611,375
40 142.91 132.72 10.19 7.5% 1.38 1.0% 37% False False 367,939
60 142.91 132.55 10.36 7.6% 1.24 0.9% 38% False False 245,318
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.43
2.618 140.83
1.618 139.24
1.000 138.26
0.618 137.65
HIGH 136.67
0.618 136.06
0.500 135.88
0.382 135.69
LOW 135.08
0.618 134.10
1.000 133.49
1.618 132.51
2.618 130.92
4.250 128.32
Fisher Pivots for day following 04-Jan-2023
Pivot 1 day 3 day
R1 136.27 135.88
PP 136.07 135.29
S1 135.88 134.70

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

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