Euro Bund Future September 2023


Trading Metrics calculated at close of trading on 05-Sep-2023
Day Change Summary
Previous Current
01-Sep-2023 05-Sep-2023 Change Change % Previous Week
Open 133.07 131.83 -1.24 -0.9% 132.01
High 133.34 131.98 -1.36 -1.0% 133.34
Low 132.18 131.33 -0.85 -0.6% 131.70
Close 132.38 131.57 -0.81 -0.6% 132.38
Range 1.16 0.65 -0.51 -44.0% 1.64
ATR 1.00 1.00 0.00 0.4% 0.00
Volume 1,145,675 793,695 -351,980 -30.7% 4,230,082
Daily Pivots for day following 05-Sep-2023
Classic Woodie Camarilla DeMark
R4 133.58 133.22 131.93
R3 132.93 132.57 131.75
R2 132.28 132.28 131.69
R1 131.92 131.92 131.63 131.78
PP 131.63 131.63 131.63 131.55
S1 131.27 131.27 131.51 131.13
S2 130.98 130.98 131.45
S3 130.33 130.62 131.39
S4 129.68 129.97 131.21
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 137.39 136.53 133.28
R3 135.75 134.89 132.83
R2 134.11 134.11 132.68
R1 133.25 133.25 132.53 133.68
PP 132.47 132.47 132.47 132.69
S1 131.61 131.61 132.23 132.04
S2 130.83 130.83 132.08
S3 129.19 129.97 131.93
S4 127.55 128.33 131.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.34 131.33 2.01 1.5% 0.97 0.7% 12% False True 938,698
10 133.36 130.54 2.82 2.1% 0.96 0.7% 37% False False 757,862
20 133.45 130.14 3.31 2.5% 0.93 0.7% 43% False False 648,990
40 134.88 130.14 4.74 3.6% 0.97 0.7% 30% False False 658,048
60 135.00 130.14 4.86 3.7% 1.01 0.8% 29% False False 695,555
80 136.50 130.14 6.36 4.8% 1.00 0.8% 22% False False 582,795
100 136.50 130.14 6.36 4.8% 0.95 0.7% 22% False False 466,282
120 138.27 130.14 8.13 6.2% 0.98 0.7% 18% False False 388,570
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 134.74
2.618 133.68
1.618 133.03
1.000 132.63
0.618 132.38
HIGH 131.98
0.618 131.73
0.500 131.66
0.382 131.58
LOW 131.33
0.618 130.93
1.000 130.68
1.618 130.28
2.618 129.63
4.250 128.57
Fisher Pivots for day following 05-Sep-2023
Pivot 1 day 3 day
R1 131.66 132.34
PP 131.63 132.08
S1 131.60 131.83

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

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