Euro Bund Future September 2023


Trading Metrics calculated at close of trading on 20-Jun-2023
Day Change Summary
Previous Current
16-Jun-2023 20-Jun-2023 Change Change % Previous Week
Open 132.77 132.58 -0.19 -0.1% 134.20
High 133.24 133.88 0.64 0.5% 134.77
Low 132.18 132.54 0.36 0.3% 132.18
Close 133.15 133.77 0.62 0.5% 133.15
Range 1.06 1.34 0.28 26.4% 2.59
ATR 1.07 1.09 0.02 1.8% 0.00
Volume 754,736 709,532 -45,204 -6.0% 4,119,589
Daily Pivots for day following 20-Jun-2023
Classic Woodie Camarilla DeMark
R4 137.42 136.93 134.51
R3 136.08 135.59 134.14
R2 134.74 134.74 134.02
R1 134.25 134.25 133.89 134.50
PP 133.40 133.40 133.40 133.52
S1 132.91 132.91 133.65 133.16
S2 132.06 132.06 133.52
S3 130.72 131.57 133.40
S4 129.38 130.23 133.03
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 141.14 139.73 134.57
R3 138.55 137.14 133.86
R2 135.96 135.96 133.62
R1 134.55 134.55 133.39 133.96
PP 133.37 133.37 133.37 133.07
S1 131.96 131.96 132.91 131.37
S2 130.78 130.78 132.68
S3 128.19 129.37 132.44
S4 125.60 126.78 131.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.62 132.18 2.44 1.8% 1.18 0.9% 65% False False 830,301
10 134.95 132.18 2.77 2.1% 1.11 0.8% 57% False False 762,562
20 135.85 132.12 3.73 2.8% 1.02 0.8% 44% False False 514,443
40 136.50 132.12 4.38 3.3% 0.96 0.7% 38% False False 257,768
60 138.10 132.12 5.98 4.5% 0.85 0.6% 28% False False 171,849
80 138.27 130.00 8.27 6.2% 0.83 0.6% 46% False False 128,888
100 138.27 130.00 8.27 6.2% 0.68 0.5% 46% False False 103,111
120 138.27 130.00 8.27 6.2% 0.56 0.4% 46% False False 85,925
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 139.58
2.618 137.39
1.618 136.05
1.000 135.22
0.618 134.71
HIGH 133.88
0.618 133.37
0.500 133.21
0.382 133.05
LOW 132.54
0.618 131.71
1.000 131.20
1.618 130.37
2.618 129.03
4.250 126.85
Fisher Pivots for day following 20-Jun-2023
Pivot 1 day 3 day
R1 133.58 133.52
PP 133.40 133.28
S1 133.21 133.03

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

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