Euro Bund Future September 2023


Trading Metrics calculated at close of trading on 01-Aug-2023
Day Change Summary
Previous Current
31-Jul-2023 01-Aug-2023 Change Change % Previous Week
Open 132.82 132.92 0.10 0.1% 133.12
High 133.05 133.06 0.01 0.0% 134.01
Low 132.42 132.10 -0.32 -0.2% 131.81
Close 133.00 132.22 -0.78 -0.6% 132.98
Range 0.63 0.96 0.33 52.4% 2.20
ATR 1.06 1.05 -0.01 -0.7% 0.00
Volume 610,519 540,220 -70,299 -11.5% 3,519,301
Daily Pivots for day following 01-Aug-2023
Classic Woodie Camarilla DeMark
R4 135.34 134.74 132.75
R3 134.38 133.78 132.48
R2 133.42 133.42 132.40
R1 132.82 132.82 132.31 132.64
PP 132.46 132.46 132.46 132.37
S1 131.86 131.86 132.13 131.68
S2 131.50 131.50 132.04
S3 130.54 130.90 131.96
S4 129.58 129.94 131.69
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% 1.11 0.8% 19% False False 711,493
10 134.88 131.81 3.07 2.3% 1.03 0.8% 13% False False 650,365
20 134.88 130.60 4.28 3.2% 1.03 0.8% 38% False False 685,054
40 135.00 130.60 4.40 3.3% 1.07 0.8% 37% False False 726,921
60 136.50 130.60 5.90 4.5% 1.00 0.8% 27% False False 514,181
80 136.97 130.60 6.37 4.8% 0.95 0.7% 25% False False 385,662
100 138.27 130.27 8.00 6.1% 0.97 0.7% 24% False False 308,531
120 138.27 130.00 8.27 6.3% 0.81 0.6% 27% False False 257,109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.14
2.618 135.57
1.618 134.61
1.000 134.02
0.618 133.65
HIGH 133.06
0.618 132.69
0.500 132.58
0.382 132.47
LOW 132.10
0.618 131.51
1.000 131.14
1.618 130.55
2.618 129.59
4.250 128.02
Fisher Pivots for day following 01-Aug-2023
Pivot 1 day 3 day
R1 132.58 132.58
PP 132.46 132.46
S1 132.34 132.34

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.