Euro Bund Future March 2023


Trading Metrics calculated at close of trading on 05-Jan-2023
Day Change Summary
Previous Current
04-Jan-2023 05-Jan-2023 Change Change % Previous Week
Open 135.34 136.30 0.96 0.7% 134.69
High 136.67 136.48 -0.19 -0.1% 134.75
Low 135.08 135.55 0.47 0.3% 132.72
Close 136.47 135.99 -0.48 -0.4% 132.93
Range 1.59 0.93 -0.66 -41.5% 2.03
ATR 1.45 1.41 -0.04 -2.6% 0.00
Volume 932,356 903,010 -29,346 -3.1% 1,930,105
Daily Pivots for day following 05-Jan-2023
Classic Woodie Camarilla DeMark
R4 138.80 138.32 136.50
R3 137.87 137.39 136.25
R2 136.94 136.94 136.16
R1 136.46 136.46 136.08 136.24
PP 136.01 136.01 136.01 135.89
S1 135.53 135.53 135.90 135.31
S2 135.08 135.08 135.82
S3 134.15 134.60 135.73
S4 133.22 133.67 135.48
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% 1.36 1.0% 83% False False 779,523
10 136.67 132.72 3.95 2.9% 1.19 0.9% 83% False False 564,474
20 142.91 132.72 10.19 7.5% 1.35 1.0% 32% False False 622,243
40 142.91 132.72 10.19 7.5% 1.37 1.0% 32% False False 390,498
60 142.91 132.55 10.36 7.6% 1.25 0.9% 33% False False 260,369
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 140.43
2.618 138.91
1.618 137.98
1.000 137.41
0.618 137.05
HIGH 136.48
0.618 136.12
0.500 136.02
0.382 135.91
LOW 135.55
0.618 134.98
1.000 134.62
1.618 134.05
2.618 133.12
4.250 131.60
Fisher Pivots for day following 05-Jan-2023
Pivot 1 day 3 day
R1 136.02 135.74
PP 136.01 135.48
S1 136.00 135.23

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

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