Euro Bund Future June 2022


Trading Metrics calculated at close of trading on 24-May-2022
Day Change Summary
Previous Current
23-May-2022 24-May-2022 Change Change % Previous Week
Open 153.82 153.10 -0.72 -0.5% 153.88
High 154.11 153.98 -0.13 -0.1% 154.45
Low 152.85 152.77 -0.08 -0.1% 151.89
Close 153.11 153.94 0.83 0.5% 153.93
Range 1.26 1.21 -0.05 -4.0% 2.56
ATR 1.53 1.51 -0.02 -1.5% 0.00
Volume 772,388 940,984 168,596 21.8% 4,029,113
Daily Pivots for day following 24-May-2022
Classic Woodie Camarilla DeMark
R4 157.19 156.78 154.61
R3 155.98 155.57 154.27
R2 154.77 154.77 154.16
R1 154.36 154.36 154.05 154.57
PP 153.56 153.56 153.56 153.67
S1 153.15 153.15 153.83 153.36
S2 152.35 152.35 153.72
S3 151.14 151.94 153.61
S4 149.93 150.73 153.27
Weekly Pivots for week ending 20-May-2022
Classic Woodie Camarilla DeMark
R4 161.10 160.08 155.34
R3 158.54 157.52 154.63
R2 155.98 155.98 154.40
R1 154.96 154.96 154.16 155.47
PP 153.42 153.42 153.42 153.68
S1 152.40 152.40 153.70 152.91
S2 150.86 150.86 153.46
S3 148.30 149.84 153.23
S4 145.74 147.28 152.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154.45 151.89 2.56 1.7% 1.33 0.9% 80% False False 853,649
10 155.33 151.87 3.46 2.2% 1.45 0.9% 60% False False 848,006
20 156.00 150.49 5.51 3.6% 1.48 1.0% 63% False False 824,631
40 159.79 150.49 9.30 6.0% 1.49 1.0% 37% False False 815,689
60 168.67 150.49 18.18 11.8% 1.55 1.0% 19% False False 774,795
80 168.67 150.49 18.18 11.8% 1.44 0.9% 19% False False 584,269
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 159.12
2.618 157.15
1.618 155.94
1.000 155.19
0.618 154.73
HIGH 153.98
0.618 153.52
0.500 153.38
0.382 153.23
LOW 152.77
0.618 152.02
1.000 151.56
1.618 150.81
2.618 149.60
4.250 147.63
Fisher Pivots for day following 24-May-2022
Pivot 1 day 3 day
R1 153.75 153.79
PP 153.56 153.64
S1 153.38 153.50

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

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