Euro Bund Future September 2023


Trading Metrics calculated at close of trading on 27-Jul-2023
Day Change Summary
Previous Current
26-Jul-2023 27-Jul-2023 Change Change % Previous Week
Open 133.54 133.14 -0.40 -0.3% 132.78
High 133.67 133.92 0.25 0.2% 134.88
Low 132.81 132.34 -0.47 -0.4% 132.60
Close 133.02 132.99 -0.03 0.0% 133.33
Range 0.86 1.58 0.72 83.7% 2.28
ATR 1.02 1.06 0.04 4.0% 0.00
Volume 898,756 897,454 -1,302 -0.1% 3,090,258
Daily Pivots for day following 27-Jul-2023
Classic Woodie Camarilla DeMark
R4 137.82 136.99 133.86
R3 136.24 135.41 133.42
R2 134.66 134.66 133.28
R1 133.83 133.83 133.13 133.46
PP 133.08 133.08 133.08 132.90
S1 132.25 132.25 132.85 131.88
S2 131.50 131.50 132.70
S3 129.92 130.67 132.56
S4 128.34 129.09 132.12
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 140.44 139.17 134.58
R3 138.16 136.89 133.96
R2 135.88 135.88 133.75
R1 134.61 134.61 133.54 135.25
PP 133.60 133.60 133.60 133.92
S1 132.33 132.33 133.12 132.97
S2 131.32 131.32 132.91
S3 129.04 130.05 132.70
S4 126.76 127.77 132.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.01 132.34 1.67 1.3% 0.95 0.7% 39% False True 699,210
10 134.88 132.34 2.54 1.9% 0.99 0.7% 26% False True 648,837
20 134.88 130.60 4.28 3.2% 1.04 0.8% 56% False False 707,656
40 135.85 130.60 5.25 3.9% 1.06 0.8% 46% False False 724,283
60 136.50 130.60 5.90 4.4% 1.01 0.8% 41% False False 484,838
80 136.97 130.60 6.37 4.8% 0.94 0.7% 38% False False 363,646
100 138.27 130.00 8.27 6.2% 0.94 0.7% 36% False False 290,918
120 138.27 130.00 8.27 6.2% 0.79 0.6% 36% False False 242,432
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 140.64
2.618 138.06
1.618 136.48
1.000 135.50
0.618 134.90
HIGH 133.92
0.618 133.32
0.500 133.13
0.382 132.94
LOW 132.34
0.618 131.36
1.000 130.76
1.618 129.78
2.618 128.20
4.250 125.63
Fisher Pivots for day following 27-Jul-2023
Pivot 1 day 3 day
R1 133.13 133.13
PP 133.08 133.08
S1 133.04 133.04

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

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