Euro Bund Future September 2023


Trading Metrics calculated at close of trading on 20-Jul-2023
Day Change Summary
Previous Current
19-Jul-2023 20-Jul-2023 Change Change % Previous Week
Open 134.03 133.85 -0.18 -0.1% 131.02
High 134.88 133.87 -1.01 -0.7% 133.30
Low 133.50 132.83 -0.67 -0.5% 130.60
Close 133.70 133.01 -0.69 -0.5% 132.81
Range 1.38 1.04 -0.34 -24.6% 2.70
ATR 1.10 1.09 0.00 -0.4% 0.00
Volume 777,511 468,832 -308,679 -39.7% 3,332,750
Daily Pivots for day following 20-Jul-2023
Classic Woodie Camarilla DeMark
R4 136.36 135.72 133.58
R3 135.32 134.68 133.30
R2 134.28 134.28 133.20
R1 133.64 133.64 133.11 133.44
PP 133.24 133.24 133.24 133.14
S1 132.60 132.60 132.91 132.40
S2 132.20 132.20 132.82
S3 131.16 131.56 132.72
S4 130.12 130.52 132.44
Weekly Pivots for week ending 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 140.34 139.27 134.30
R3 137.64 136.57 133.55
R2 134.94 134.94 133.31
R1 133.87 133.87 133.06 134.41
PP 132.24 132.24 132.24 132.50
S1 131.17 131.17 132.56 131.71
S2 129.54 129.54 132.32
S3 126.84 128.47 132.07
S4 124.14 125.77 131.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.88 132.60 2.28 1.7% 1.02 0.8% 18% False False 598,465
10 134.88 130.60 4.28 3.2% 1.00 0.7% 56% False False 660,704
20 135.00 130.60 4.40 3.3% 1.10 0.8% 55% False False 729,686
40 135.85 130.60 5.25 3.9% 1.06 0.8% 46% False False 639,232
60 136.50 130.60 5.90 4.4% 1.01 0.8% 41% False False 426,591
80 138.10 130.60 7.50 5.6% 0.91 0.7% 32% False False 319,946
100 138.27 130.00 8.27 6.2% 0.89 0.7% 36% False False 255,958
120 138.27 130.00 8.27 6.2% 0.75 0.6% 36% False False 213,298
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 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 138.29
2.618 136.59
1.618 135.55
1.000 134.91
0.618 134.51
HIGH 133.87
0.618 133.47
0.500 133.35
0.382 133.23
LOW 132.83
0.618 132.19
1.000 131.79
1.618 131.15
2.618 130.11
4.250 128.41
Fisher Pivots for day following 20-Jul-2023
Pivot 1 day 3 day
R1 133.35 133.86
PP 133.24 133.57
S1 133.12 133.29

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

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