Euro Bund Future March 2023


Trading Metrics calculated at close of trading on 12-Jan-2023
Day Change Summary
Previous Current
11-Jan-2023 12-Jan-2023 Change Change % Previous Week
Open 136.51 137.84 1.33 1.0% 134.19
High 137.98 139.09 1.11 0.8% 137.47
Low 136.46 137.63 1.17 0.9% 133.79
Close 137.64 138.22 0.58 0.4% 137.43
Range 1.52 1.46 -0.06 -3.9% 3.68
ATR 1.41 1.41 0.00 0.3% 0.00
Volume 981,849 1,024,609 42,760 4.4% 3,368,206
Daily Pivots for day following 12-Jan-2023
Classic Woodie Camarilla DeMark
R4 142.69 141.92 139.02
R3 141.23 140.46 138.62
R2 139.77 139.77 138.49
R1 139.00 139.00 138.35 139.39
PP 138.31 138.31 138.31 138.51
S1 137.54 137.54 138.09 137.93
S2 136.85 136.85 137.95
S3 135.39 136.08 137.82
S4 133.93 134.62 137.42
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 147.27 146.03 139.45
R3 143.59 142.35 138.44
R2 139.91 139.91 138.10
R1 138.67 138.67 137.77 139.29
PP 136.23 136.23 136.23 136.54
S1 134.99 134.99 137.09 135.61
S2 132.55 132.55 136.76
S3 128.87 131.31 136.42
S4 125.19 127.63 135.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.09 135.74 3.35 2.4% 1.32 1.0% 74% True False 849,694
10 139.09 132.72 6.37 4.6% 1.34 1.0% 86% True False 814,608
20 141.06 132.72 8.34 6.0% 1.33 1.0% 66% False False 682,321
40 142.91 132.72 10.19 7.4% 1.35 1.0% 54% False False 496,503
60 142.91 132.55 10.36 7.5% 1.28 0.9% 55% False False 331,171
80 142.91 132.55 10.36 7.5% 1.24 0.9% 55% False False 248,384
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.30
2.618 142.91
1.618 141.45
1.000 140.55
0.618 139.99
HIGH 139.09
0.618 138.53
0.500 138.36
0.382 138.19
LOW 137.63
0.618 136.73
1.000 136.17
1.618 135.27
2.618 133.81
4.250 131.43
Fisher Pivots for day following 12-Jan-2023
Pivot 1 day 3 day
R1 138.36 138.00
PP 138.31 137.78
S1 138.27 137.57

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

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