Euro Bund Future December 2023


Trading Metrics calculated at close of trading on 26-Sep-2023
Day Change Summary
Previous Current
25-Sep-2023 26-Sep-2023 Change Change % Previous Week
Open 129.54 128.83 -0.71 -0.5% 130.20
High 129.56 129.30 -0.26 -0.2% 130.24
Low 128.78 128.69 -0.09 -0.1% 129.11
Close 129.02 128.89 -0.13 -0.1% 129.56
Range 0.78 0.61 -0.17 -21.8% 1.13
ATR 0.82 0.81 -0.02 -1.8% 0.00
Volume 820,333 845,596 25,263 3.1% 3,525,428
Daily Pivots for day following 26-Sep-2023
Classic Woodie Camarilla DeMark
R4 130.79 130.45 129.23
R3 130.18 129.84 129.06
R2 129.57 129.57 129.00
R1 129.23 129.23 128.95 129.40
PP 128.96 128.96 128.96 129.05
S1 128.62 128.62 128.83 128.79
S2 128.35 128.35 128.78
S3 127.74 128.01 128.72
S4 127.13 127.40 128.55
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 133.03 132.42 130.18
R3 131.90 131.29 129.87
R2 130.77 130.77 129.77
R1 130.16 130.16 129.66 129.90
PP 129.64 129.64 129.64 129.51
S1 129.03 129.03 129.46 128.77
S2 128.51 128.51 129.35
S3 127.38 127.90 129.25
S4 126.25 126.77 128.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.19 128.69 1.50 1.2% 0.73 0.6% 13% False True 790,787
10 131.49 128.69 2.80 2.2% 0.78 0.6% 7% False True 754,293
20 132.78 128.69 4.09 3.2% 0.78 0.6% 5% False True 616,882
40 132.91 128.69 4.22 3.3% 0.79 0.6% 5% False True 310,150
60 134.29 128.69 5.60 4.3% 0.75 0.6% 4% False True 206,828
80 135.03 128.69 6.34 4.9% 0.68 0.5% 3% False True 155,123
100 135.53 128.69 6.84 5.3% 0.56 0.4% 3% False True 124,098
120 136.10 128.69 7.41 5.7% 0.47 0.4% 3% False True 103,415
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.18
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 131.89
2.618 130.90
1.618 130.29
1.000 129.91
0.618 129.68
HIGH 129.30
0.618 129.07
0.500 129.00
0.382 128.92
LOW 128.69
0.618 128.31
1.000 128.08
1.618 127.70
2.618 127.09
4.250 126.10
Fisher Pivots for day following 26-Sep-2023
Pivot 1 day 3 day
R1 129.00 129.44
PP 128.96 129.26
S1 128.93 129.07

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

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