Euro Bund Future September 2023


Trading Metrics calculated at close of trading on 28-Jul-2023
Day Change Summary
Previous Current
27-Jul-2023 28-Jul-2023 Change Change % Previous Week
Open 133.14 132.51 -0.63 -0.5% 133.12
High 133.92 133.34 -0.58 -0.4% 134.01
Low 132.34 131.81 -0.53 -0.4% 131.81
Close 132.99 132.98 -0.01 0.0% 132.98
Range 1.58 1.53 -0.05 -3.2% 2.20
ATR 1.06 1.09 0.03 3.2% 0.00
Volume 897,454 610,519 -286,935 -32.0% 3,519,301
Daily Pivots for day following 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 137.30 136.67 133.82
R3 135.77 135.14 133.40
R2 134.24 134.24 133.26
R1 133.61 133.61 133.12 133.93
PP 132.71 132.71 132.71 132.87
S1 132.08 132.08 132.84 132.40
S2 131.18 131.18 132.70
S3 129.65 130.55 132.56
S4 128.12 129.02 132.14
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 139.53 138.46 134.19
R3 137.33 136.26 133.59
R2 135.13 135.13 133.38
R1 134.06 134.06 133.18 133.50
PP 132.93 132.93 132.93 132.65
S1 131.86 131.86 132.78 131.30
S2 130.73 130.73 132.58
S3 128.53 129.66 132.38
S4 126.33 127.46 131.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.01 131.81 2.20 1.7% 1.13 0.8% 53% False True 703,860
10 134.88 131.81 3.07 2.3% 1.08 0.8% 38% False True 660,955
20 134.88 130.60 4.28 3.2% 1.05 0.8% 56% False False 697,789
40 135.85 130.60 5.25 3.9% 1.07 0.8% 45% False False 736,035
60 136.50 130.60 5.90 4.4% 1.01 0.8% 40% False False 495,012
80 136.97 130.60 6.37 4.8% 0.94 0.7% 37% False False 371,278
100 138.27 130.00 8.27 6.2% 0.96 0.7% 36% False False 297,023
120 138.27 130.00 8.27 6.2% 0.81 0.6% 36% False False 247,520
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.84
2.618 137.35
1.618 135.82
1.000 134.87
0.618 134.29
HIGH 133.34
0.618 132.76
0.500 132.58
0.382 132.39
LOW 131.81
0.618 130.86
1.000 130.28
1.618 129.33
2.618 127.80
4.250 125.31
Fisher Pivots for day following 28-Jul-2023
Pivot 1 day 3 day
R1 132.85 132.94
PP 132.71 132.90
S1 132.58 132.87

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

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