Euro Bund Future June 2023


Trading Metrics calculated at close of trading on 01-Jun-2023
Day Change Summary
Previous Current
31-May-2023 01-Jun-2023 Change Change % Previous Week
Open 135.31 136.06 0.75 0.6% 134.22
High 136.40 136.59 0.19 0.1% 134.68
Low 135.31 135.60 0.29 0.2% 132.83
Close 136.05 136.20 0.15 0.1% 132.94
Range 1.09 0.99 -0.10 -9.2% 1.85
ATR 1.22 1.21 -0.02 -1.4% 0.00
Volume 1,223,246 1,129,467 -93,779 -7.7% 3,674,933
Daily Pivots for day following 01-Jun-2023
Classic Woodie Camarilla DeMark
R4 139.10 138.64 136.74
R3 138.11 137.65 136.47
R2 137.12 137.12 136.38
R1 136.66 136.66 136.29 136.89
PP 136.13 136.13 136.13 136.25
S1 135.67 135.67 136.11 135.90
S2 135.14 135.14 136.02
S3 134.15 134.68 135.93
S4 133.16 133.69 135.66
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 139.03 137.84 133.96
R3 137.18 135.99 133.45
R2 135.33 135.33 133.28
R1 134.14 134.14 133.11 133.81
PP 133.48 133.48 133.48 133.32
S1 132.29 132.29 132.77 131.96
S2 131.63 131.63 132.60
S3 129.78 130.44 132.43
S4 127.93 128.59 131.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.59 132.83 3.76 2.8% 1.08 0.8% 90% True False 951,605
10 136.59 132.83 3.76 2.8% 1.04 0.8% 90% True False 818,467
20 137.29 132.83 4.46 3.3% 1.03 0.8% 76% False False 748,242
40 138.09 132.83 5.26 3.9% 1.12 0.8% 64% False False 741,912
60 140.30 130.55 9.75 7.2% 1.46 1.1% 58% False False 825,104
80 140.30 130.35 9.95 7.3% 1.33 1.0% 59% False False 651,452
100 140.30 130.35 9.95 7.3% 1.22 0.9% 59% False False 521,243
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 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140.80
2.618 139.18
1.618 138.19
1.000 137.58
0.618 137.20
HIGH 136.59
0.618 136.21
0.500 136.10
0.382 135.98
LOW 135.60
0.618 134.99
1.000 134.61
1.618 134.00
2.618 133.01
4.250 131.39
Fisher Pivots for day following 01-Jun-2023
Pivot 1 day 3 day
R1 136.17 135.92
PP 136.13 135.65
S1 136.10 135.37

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

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