Euro Bund Future December 2023


Trading Metrics calculated at close of trading on 15-Sep-2023
Day Change Summary
Previous Current
14-Sep-2023 15-Sep-2023 Change Change % Previous Week
Open 130.60 131.11 0.51 0.4% 130.84
High 131.49 131.27 -0.22 -0.2% 131.49
Low 130.39 130.21 -0.18 -0.1% 129.95
Close 131.23 130.31 -0.92 -0.7% 130.31
Range 1.10 1.06 -0.04 -3.6% 1.54
ATR 0.85 0.86 0.02 1.8% 0.00
Volume 927,431 700,191 -227,240 -24.5% 3,286,880
Daily Pivots for day following 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 133.78 133.10 130.89
R3 132.72 132.04 130.60
R2 131.66 131.66 130.50
R1 130.98 130.98 130.41 130.79
PP 130.60 130.60 130.60 130.50
S1 129.92 129.92 130.21 129.73
S2 129.54 129.54 130.12
S3 128.48 128.86 130.02
S4 127.42 127.80 129.73
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 135.20 134.30 131.16
R3 133.66 132.76 130.73
R2 132.12 132.12 130.59
R1 131.22 131.22 130.45 130.90
PP 130.58 130.58 130.58 130.43
S1 129.68 129.68 130.17 129.36
S2 129.04 129.04 130.03
S3 127.50 128.14 129.89
S4 125.96 126.60 129.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.49 129.95 1.54 1.2% 0.76 0.6% 23% False False 657,376
10 132.78 129.95 2.83 2.2% 0.78 0.6% 13% False False 663,625
20 132.78 129.93 2.85 2.2% 0.85 0.7% 13% False False 359,821
40 133.45 129.72 3.73 2.9% 0.79 0.6% 16% False False 180,425
60 134.29 129.72 4.57 3.5% 0.71 0.5% 13% False False 120,307
80 135.03 129.72 5.31 4.1% 0.64 0.5% 11% False False 90,231
100 135.76 129.72 6.04 4.6% 0.51 0.4% 10% False False 72,185
120 136.10 129.72 6.38 4.9% 0.43 0.3% 9% False False 60,154
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.78
2.618 134.05
1.618 132.99
1.000 132.33
0.618 131.93
HIGH 131.27
0.618 130.87
0.500 130.74
0.382 130.61
LOW 130.21
0.618 129.55
1.000 129.15
1.618 128.49
2.618 127.43
4.250 125.71
Fisher Pivots for day following 15-Sep-2023
Pivot 1 day 3 day
R1 130.74 130.72
PP 130.60 130.58
S1 130.45 130.45

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

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