Euro Bund Future December 2023


Trading Metrics calculated at close of trading on 12-Sep-2023
Day Change Summary
Previous Current
11-Sep-2023 12-Sep-2023 Change Change % Previous Week
Open 130.84 130.63 -0.21 -0.2% 131.33
High 130.92 130.99 0.07 0.1% 131.47
Low 130.60 130.45 -0.15 -0.1% 130.35
Close 130.64 130.63 -0.01 0.0% 131.09
Range 0.32 0.54 0.22 68.8% 1.12
ATR 0.85 0.83 -0.02 -2.6% 0.00
Volume 410,540 524,767 114,227 27.8% 2,782,170
Daily Pivots for day following 12-Sep-2023
Classic Woodie Camarilla DeMark
R4 132.31 132.01 130.93
R3 131.77 131.47 130.78
R2 131.23 131.23 130.73
R1 130.93 130.93 130.68 130.90
PP 130.69 130.69 130.69 130.68
S1 130.39 130.39 130.58 130.36
S2 130.15 130.15 130.53
S3 129.61 129.85 130.48
S4 129.07 129.31 130.33
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 134.33 133.83 131.71
R3 133.21 132.71 131.40
R2 132.09 132.09 131.30
R1 131.59 131.59 131.19 131.28
PP 130.97 130.97 130.97 130.82
S1 130.47 130.47 130.99 130.16
S2 129.85 129.85 130.88
S3 128.73 129.35 130.78
S4 127.61 128.23 130.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.47 130.35 1.12 0.9% 0.60 0.5% 25% False False 605,784
10 132.78 130.35 2.43 1.9% 0.78 0.6% 12% False False 479,471
20 132.78 129.72 3.06 2.3% 0.80 0.6% 30% False False 242,621
40 134.29 129.72 4.57 3.5% 0.78 0.6% 20% False False 121,665
60 134.29 129.72 4.57 3.5% 0.70 0.5% 20% False False 81,114
80 135.03 129.72 5.31 4.1% 0.60 0.5% 17% False False 60,836
100 135.76 129.72 6.04 4.6% 0.48 0.4% 15% False False 48,669
120 136.80 129.72 7.08 5.4% 0.40 0.3% 13% False False 40,557
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133.29
2.618 132.40
1.618 131.86
1.000 131.53
0.618 131.32
HIGH 130.99
0.618 130.78
0.500 130.72
0.382 130.66
LOW 130.45
0.618 130.12
1.000 129.91
1.618 129.58
2.618 129.04
4.250 128.16
Fisher Pivots for day following 12-Sep-2023
Pivot 1 day 3 day
R1 130.72 130.96
PP 130.69 130.85
S1 130.66 130.74

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

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