Euro Bund Future September 2023


Trading Metrics calculated at close of trading on 31-Jul-2023
Day Change Summary
Previous Current
28-Jul-2023 31-Jul-2023 Change Change % Previous Week
Open 132.51 132.82 0.31 0.2% 133.12
High 133.34 133.05 -0.29 -0.2% 134.01
Low 131.81 132.42 0.61 0.5% 131.81
Close 132.98 133.00 0.02 0.0% 132.98
Range 1.53 0.63 -0.90 -58.8% 2.20
ATR 1.09 1.06 -0.03 -3.0% 0.00
Volume 610,519 610,519 0 0.0% 3,519,301
Daily Pivots for day following 31-Jul-2023
Classic Woodie Camarilla DeMark
R4 134.71 134.49 133.35
R3 134.08 133.86 133.17
R2 133.45 133.45 133.12
R1 133.23 133.23 133.06 133.34
PP 132.82 132.82 132.82 132.88
S1 132.60 132.60 132.94 132.71
S2 132.19 132.19 132.88
S3 131.56 131.97 132.83
S4 130.93 131.34 132.65
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
5 133.92 131.81 2.11 1.6% 1.05 0.8% 56% False False 722,399
10 134.88 131.81 3.07 2.3% 1.06 0.8% 39% False False 674,094
20 134.88 130.60 4.28 3.2% 1.04 0.8% 56% False False 689,587
40 135.61 130.60 5.01 3.8% 1.06 0.8% 48% False False 732,357
60 136.50 130.60 5.90 4.4% 1.01 0.8% 41% False False 505,181
80 136.97 130.60 6.37 4.8% 0.94 0.7% 38% False False 378,909
100 138.27 130.00 8.27 6.2% 0.96 0.7% 36% False False 303,129
120 138.27 130.00 8.27 6.2% 0.81 0.6% 36% False False 252,607
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135.73
2.618 134.70
1.618 134.07
1.000 133.68
0.618 133.44
HIGH 133.05
0.618 132.81
0.500 132.74
0.382 132.66
LOW 132.42
0.618 132.03
1.000 131.79
1.618 131.40
2.618 130.77
4.250 129.74
Fisher Pivots for day following 31-Jul-2023
Pivot 1 day 3 day
R1 132.91 132.96
PP 132.82 132.91
S1 132.74 132.87

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.