Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 27-Jun-2018
Day Change Summary
Previous Current
26-Jun-2018 27-Jun-2018 Change Change % Previous Week
Open 162.05 162.09 0.04 0.0% 161.17
High 162.37 162.55 0.18 0.1% 162.35
Low 161.75 162.01 0.26 0.2% 161.02
Close 162.09 162.30 0.21 0.1% 162.10
Range 0.62 0.54 -0.08 -12.9% 1.33
ATR 0.83 0.81 -0.02 -2.5% 0.00
Volume 607,009 512,915 -94,094 -15.5% 3,266,479
Daily Pivots for day following 27-Jun-2018
Classic Woodie Camarilla DeMark
R4 163.91 163.64 162.60
R3 163.37 163.10 162.45
R2 162.83 162.83 162.40
R1 162.56 162.56 162.35 162.70
PP 162.29 162.29 162.29 162.35
S1 162.02 162.02 162.25 162.16
S2 161.75 161.75 162.20
S3 161.21 161.48 162.15
S4 160.67 160.94 162.00
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 165.81 165.29 162.83
R3 164.48 163.96 162.47
R2 163.15 163.15 162.34
R1 162.63 162.63 162.22 162.89
PP 161.82 161.82 161.82 161.96
S1 161.30 161.30 161.98 161.56
S2 160.49 160.49 161.86
S3 159.16 159.97 161.73
S4 157.83 158.64 161.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.57 161.26 1.31 0.8% 0.65 0.4% 79% False False 552,894
10 162.57 159.45 3.12 1.9% 0.66 0.4% 91% False False 623,318
20 162.57 159.37 3.20 2.0% 0.79 0.5% 92% False False 784,040
40 164.19 157.37 6.82 4.2% 0.78 0.5% 72% False False 425,603
60 164.19 157.14 7.05 4.3% 0.66 0.4% 73% False False 286,359
80 164.19 155.74 8.45 5.2% 0.57 0.4% 78% False False 214,791
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 164.85
2.618 163.96
1.618 163.42
1.000 163.09
0.618 162.88
HIGH 162.55
0.618 162.34
0.500 162.28
0.382 162.22
LOW 162.01
0.618 161.68
1.000 161.47
1.618 161.14
2.618 160.60
4.250 159.72
Fisher Pivots for day following 27-Jun-2018
Pivot 1 day 3 day
R1 162.29 162.25
PP 162.29 162.21
S1 162.28 162.16

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

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