Euro Bund Future June 2023


Trading Metrics calculated at close of trading on 15-May-2023
Day Change Summary
Previous Current
12-May-2023 15-May-2023 Change Change % Previous Week
Open 136.62 136.01 -0.61 -0.4% 136.04
High 136.75 136.06 -0.69 -0.5% 137.29
Low 135.98 135.61 -0.37 -0.3% 134.99
Close 136.20 135.78 -0.42 -0.3% 136.20
Range 0.77 0.45 -0.32 -41.6% 2.30
ATR 1.30 1.25 -0.05 -3.9% 0.00
Volume 476,992 565,782 88,790 18.6% 3,108,194
Daily Pivots for day following 15-May-2023
Classic Woodie Camarilla DeMark
R4 137.17 136.92 136.03
R3 136.72 136.47 135.90
R2 136.27 136.27 135.86
R1 136.02 136.02 135.82 135.92
PP 135.82 135.82 135.82 135.77
S1 135.57 135.57 135.74 135.47
S2 135.37 135.37 135.70
S3 134.92 135.12 135.66
S4 134.47 134.67 135.53
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 143.06 141.93 137.47
R3 140.76 139.63 136.83
R2 138.46 138.46 136.62
R1 137.33 137.33 136.41 137.90
PP 136.16 136.16 136.16 136.44
S1 135.03 135.03 135.99 135.60
S2 133.86 133.86 135.78
S3 131.56 132.73 135.57
S4 129.26 130.43 134.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.29 134.99 2.30 1.7% 0.93 0.7% 34% False False 670,470
10 137.29 134.35 2.94 2.2% 1.11 0.8% 49% False False 697,557
20 137.29 133.10 4.19 3.1% 1.11 0.8% 64% False False 719,578
40 140.30 133.10 7.20 5.3% 1.41 1.0% 37% False False 765,507
60 140.30 130.35 9.95 7.3% 1.46 1.1% 55% False False 707,597
80 140.30 130.35 9.95 7.3% 1.30 1.0% 55% False False 531,314
100 140.30 130.35 9.95 7.3% 1.14 0.8% 55% False False 425,056
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 137.97
2.618 137.24
1.618 136.79
1.000 136.51
0.618 136.34
HIGH 136.06
0.618 135.89
0.500 135.84
0.382 135.78
LOW 135.61
0.618 135.33
1.000 135.16
1.618 134.88
2.618 134.43
4.250 133.70
Fisher Pivots for day following 15-May-2023
Pivot 1 day 3 day
R1 135.84 136.45
PP 135.82 136.23
S1 135.80 136.00

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

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