Euro Bund Future December 2023


Trading Metrics calculated at close of trading on 20-Sep-2023
Day Change Summary
Previous Current
19-Sep-2023 20-Sep-2023 Change Change % Previous Week
Open 129.99 129.37 -0.62 -0.5% 130.84
High 130.10 129.97 -0.13 -0.1% 131.49
Low 129.39 129.30 -0.09 -0.1% 129.95
Close 129.56 129.89 0.33 0.3% 130.31
Range 0.71 0.67 -0.04 -5.6% 1.54
ATR 0.83 0.82 -0.01 -1.4% 0.00
Volume 670,789 659,883 -10,906 -1.6% 3,286,880
Daily Pivots for day following 20-Sep-2023
Classic Woodie Camarilla DeMark
R4 131.73 131.48 130.26
R3 131.06 130.81 130.07
R2 130.39 130.39 130.01
R1 130.14 130.14 129.95 130.27
PP 129.72 129.72 129.72 129.78
S1 129.47 129.47 129.83 129.60
S2 129.05 129.05 129.77
S3 128.38 128.80 129.71
S4 127.71 128.13 129.52
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
5 131.49 129.30 2.19 1.7% 0.81 0.6% 27% False True 704,984
10 131.49 129.30 2.19 1.7% 0.71 0.5% 27% False True 638,153
20 132.78 129.30 3.48 2.7% 0.82 0.6% 17% False True 453,901
40 133.02 129.30 3.72 2.9% 0.81 0.6% 16% False True 227,842
60 134.29 129.30 4.99 3.8% 0.72 0.6% 12% False True 151,928
80 135.03 129.30 5.73 4.4% 0.67 0.5% 10% False True 113,947
100 135.76 129.30 6.46 5.0% 0.53 0.4% 9% False True 91,158
120 136.10 129.30 6.80 5.2% 0.44 0.3% 9% False True 75,965
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 True
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.82
2.618 131.72
1.618 131.05
1.000 130.64
0.618 130.38
HIGH 129.97
0.618 129.71
0.500 129.64
0.382 129.56
LOW 129.30
0.618 128.89
1.000 128.63
1.618 128.22
2.618 127.55
4.250 126.45
Fisher Pivots for day following 20-Sep-2023
Pivot 1 day 3 day
R1 129.81 129.85
PP 129.72 129.81
S1 129.64 129.77

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

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