Euro Bund Future December 2023


Trading Metrics calculated at close of trading on 06-Sep-2023
Day Change Summary
Previous Current
05-Sep-2023 06-Sep-2023 Change Change % Previous Week
Open 131.33 130.86 -0.47 -0.4% 131.48
High 131.44 131.16 -0.28 -0.2% 132.78
Low 130.79 130.38 -0.41 -0.3% 131.18
Close 131.04 130.51 -0.53 -0.4% 131.83
Range 0.65 0.78 0.13 20.0% 1.60
ATR 0.92 0.91 -0.01 -1.1% 0.00
Volume 688,554 896,262 207,708 30.2% 1,087,939
Daily Pivots for day following 06-Sep-2023
Classic Woodie Camarilla DeMark
R4 133.02 132.55 130.94
R3 132.24 131.77 130.72
R2 131.46 131.46 130.65
R1 130.99 130.99 130.58 130.84
PP 130.68 130.68 130.68 130.61
S1 130.21 130.21 130.44 130.06
S2 129.90 129.90 130.37
S3 129.12 129.43 130.30
S4 128.34 128.65 130.08
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 136.73 135.88 132.71
R3 135.13 134.28 132.27
R2 133.53 133.53 132.12
R1 132.68 132.68 131.98 133.11
PP 131.93 131.93 131.93 132.14
S1 131.08 131.08 131.68 131.51
S2 130.33 130.33 131.54
S3 128.73 129.48 131.39
S4 127.13 127.88 130.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.78 130.38 2.40 1.8% 0.95 0.7% 5% False True 525,319
10 132.78 130.38 2.40 1.8% 0.93 0.7% 5% False True 269,649
20 132.78 129.72 3.06 2.3% 0.83 0.6% 26% False False 136,292
40 134.29 129.72 4.57 3.5% 0.78 0.6% 17% False False 68,350
60 134.29 129.72 4.57 3.5% 0.69 0.5% 17% False False 45,570
80 135.03 129.72 5.31 4.1% 0.58 0.4% 15% False False 34,178
100 135.76 129.72 6.04 4.6% 0.46 0.4% 13% False False 27,342
120 137.00 129.72 7.28 5.6% 0.38 0.3% 11% False False 22,785
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.48
2.618 133.20
1.618 132.42
1.000 131.94
0.618 131.64
HIGH 131.16
0.618 130.86
0.500 130.77
0.382 130.68
LOW 130.38
0.618 129.90
1.000 129.60
1.618 129.12
2.618 128.34
4.250 127.07
Fisher Pivots for day following 06-Sep-2023
Pivot 1 day 3 day
R1 130.77 131.58
PP 130.68 131.22
S1 130.60 130.87

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

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