Euro Bund Future December 2023


Trading Metrics calculated at close of trading on 22-Aug-2023
Day Change Summary
Previous Current
21-Aug-2023 22-Aug-2023 Change Change % Previous Week
Open 130.65 130.05 -0.60 -0.5% 130.80
High 130.85 130.74 -0.11 -0.1% 131.16
Low 129.93 130.03 0.10 0.1% 129.72
Close 129.96 130.56 0.60 0.5% 130.85
Range 0.92 0.71 -0.21 -22.8% 1.44
ATR 0.84 0.83 0.00 -0.5% 0.00
Volume 5,024 3,399 -1,625 -32.3% 15,629
Daily Pivots for day following 22-Aug-2023
Classic Woodie Camarilla DeMark
R4 132.57 132.28 130.95
R3 131.86 131.57 130.76
R2 131.15 131.15 130.69
R1 130.86 130.86 130.63 131.01
PP 130.44 130.44 130.44 130.52
S1 130.15 130.15 130.49 130.30
S2 129.73 129.73 130.43
S3 129.02 129.44 130.36
S4 128.31 128.73 130.17
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 134.90 134.31 131.64
R3 133.46 132.87 131.25
R2 132.02 132.02 131.11
R1 131.43 131.43 130.98 131.73
PP 130.58 130.58 130.58 130.72
S1 129.99 129.99 130.72 130.29
S2 129.14 129.14 130.59
S3 127.70 128.55 130.45
S4 126.26 127.11 130.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.16 129.88 1.28 1.0% 0.70 0.5% 53% False False 3,836
10 132.65 129.72 2.93 2.2% 0.73 0.6% 29% False False 2,935
20 133.02 129.72 3.30 2.5% 0.80 0.6% 25% False False 1,782
40 134.29 129.72 4.57 3.5% 0.68 0.5% 18% False False 941
60 135.03 129.72 5.31 4.1% 0.61 0.5% 16% False False 629
80 135.76 129.72 6.04 4.6% 0.46 0.4% 14% False False 472
100 136.10 129.72 6.38 4.9% 0.37 0.3% 13% False False 377
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133.76
2.618 132.60
1.618 131.89
1.000 131.45
0.618 131.18
HIGH 130.74
0.618 130.47
0.500 130.39
0.382 130.30
LOW 130.03
0.618 129.59
1.000 129.32
1.618 128.88
2.618 128.17
4.250 127.01
Fisher Pivots for day following 22-Aug-2023
Pivot 1 day 3 day
R1 130.50 130.56
PP 130.44 130.55
S1 130.39 130.55

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

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