Euro Bund Future March 2023


Trading Metrics calculated at close of trading on 20-Jan-2023
Day Change Summary
Previous Current
19-Jan-2023 20-Jan-2023 Change Change % Previous Week
Open 140.27 139.35 -0.92 -0.7% 138.22
High 140.73 139.55 -1.18 -0.8% 140.73
Low 139.12 138.12 -1.00 -0.7% 137.66
Close 139.55 138.27 -1.28 -0.9% 138.27
Range 1.61 1.43 -0.18 -11.2% 3.07
ATR 1.45 1.45 0.00 -0.1% 0.00
Volume 921,825 716,267 -205,558 -22.3% 3,557,273
Daily Pivots for day following 20-Jan-2023
Classic Woodie Camarilla DeMark
R4 142.94 142.03 139.06
R3 141.51 140.60 138.66
R2 140.08 140.08 138.53
R1 139.17 139.17 138.40 138.91
PP 138.65 138.65 138.65 138.52
S1 137.74 137.74 138.14 137.48
S2 137.22 137.22 138.01
S3 135.79 136.31 137.88
S4 134.36 134.88 137.48
Weekly Pivots for week ending 20-Jan-2023
Classic Woodie Camarilla DeMark
R4 148.10 146.25 139.96
R3 145.03 143.18 139.11
R2 141.96 141.96 138.83
R1 140.11 140.11 138.55 141.04
PP 138.89 138.89 138.89 139.35
S1 137.04 137.04 137.99 137.97
S2 135.82 135.82 137.71
S3 132.75 133.97 137.43
S4 129.68 130.90 136.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.73 137.66 3.07 2.2% 1.53 1.1% 20% False False 843,920
10 140.73 135.74 4.99 3.6% 1.42 1.0% 51% False False 846,807
20 140.73 132.72 8.01 5.8% 1.31 0.9% 69% False False 705,641
40 142.91 132.72 10.19 7.4% 1.38 1.0% 54% False False 600,867
60 142.91 132.72 10.19 7.4% 1.32 1.0% 54% False False 401,496
80 142.91 132.55 10.36 7.5% 1.25 0.9% 55% False False 301,128
Crabel Price Patterns
NR True
NR4 True
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 0.27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 145.63
2.618 143.29
1.618 141.86
1.000 140.98
0.618 140.43
HIGH 139.55
0.618 139.00
0.500 138.84
0.382 138.67
LOW 138.12
0.618 137.24
1.000 136.69
1.618 135.81
2.618 134.38
4.250 132.04
Fisher Pivots for day following 20-Jan-2023
Pivot 1 day 3 day
R1 138.84 139.43
PP 138.65 139.04
S1 138.46 138.66

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

View Archives - Comment on this page... - Back to Index of Symbols