Euro Bund Future December 2023


Trading Metrics calculated at close of trading on 21-Sep-2023
Day Change Summary
Previous Current
20-Sep-2023 21-Sep-2023 Change Change % Previous Week
Open 129.37 129.45 0.08 0.1% 130.84
High 129.97 129.73 -0.24 -0.2% 131.49
Low 129.30 129.11 -0.19 -0.1% 129.95
Close 129.89 129.60 -0.29 -0.2% 130.31
Range 0.67 0.62 -0.05 -7.5% 1.54
ATR 0.82 0.82 0.00 -0.3% 0.00
Volume 659,883 866,978 207,095 31.4% 3,286,880
Daily Pivots for day following 21-Sep-2023
Classic Woodie Camarilla DeMark
R4 131.34 131.09 129.94
R3 130.72 130.47 129.77
R2 130.10 130.10 129.71
R1 129.85 129.85 129.66 129.98
PP 129.48 129.48 129.48 129.54
S1 129.23 129.23 129.54 129.36
S2 128.86 128.86 129.49
S3 128.24 128.61 129.43
S4 127.62 127.99 129.26
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
5 131.27 129.11 2.16 1.7% 0.71 0.6% 23% False True 692,894
10 131.49 129.11 2.38 1.8% 0.70 0.5% 21% False True 656,800
20 132.78 129.11 3.67 2.8% 0.77 0.6% 13% False True 496,709
40 133.02 129.11 3.91 3.0% 0.81 0.6% 13% False True 249,488
60 134.29 129.11 5.18 4.0% 0.73 0.6% 9% False True 166,377
80 135.03 129.11 5.92 4.6% 0.67 0.5% 8% False True 124,784
100 135.76 129.11 6.65 5.1% 0.54 0.4% 7% False True 99,827
120 136.10 129.11 6.99 5.4% 0.45 0.3% 7% False True 83,189
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 False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132.37
2.618 131.35
1.618 130.73
1.000 130.35
0.618 130.11
HIGH 129.73
0.618 129.49
0.500 129.42
0.382 129.35
LOW 129.11
0.618 128.73
1.000 128.49
1.618 128.11
2.618 127.49
4.250 126.48
Fisher Pivots for day following 21-Sep-2023
Pivot 1 day 3 day
R1 129.54 129.61
PP 129.48 129.60
S1 129.42 129.60

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

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