Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 28-Jun-2018
Day Change Summary
Previous Current
27-Jun-2018 28-Jun-2018 Change Change % Previous Week
Open 162.09 162.42 0.33 0.2% 161.17
High 162.55 162.66 0.11 0.1% 162.35
Low 162.01 162.18 0.17 0.1% 161.02
Close 162.30 162.46 0.16 0.1% 162.10
Range 0.54 0.48 -0.06 -11.1% 1.33
ATR 0.81 0.79 -0.02 -2.9% 0.00
Volume 512,915 699,207 186,292 36.3% 3,266,479
Daily Pivots for day following 28-Jun-2018
Classic Woodie Camarilla DeMark
R4 163.87 163.65 162.72
R3 163.39 163.17 162.59
R2 162.91 162.91 162.55
R1 162.69 162.69 162.50 162.80
PP 162.43 162.43 162.43 162.49
S1 162.21 162.21 162.42 162.32
S2 161.95 161.95 162.37
S3 161.47 161.73 162.33
S4 160.99 161.25 162.20
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
5 162.66 161.75 0.91 0.6% 0.53 0.3% 78% True False 585,525
10 162.66 160.75 1.91 1.2% 0.57 0.3% 90% True False 614,015
20 162.66 159.37 3.29 2.0% 0.74 0.5% 94% True False 796,447
40 164.19 157.37 6.82 4.2% 0.78 0.5% 75% False False 442,488
60 164.19 157.14 7.05 4.3% 0.66 0.4% 75% False False 298,012
80 164.19 155.74 8.45 5.2% 0.57 0.4% 80% False False 223,531
Crabel Price Patterns
NR True
NR4 True
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 0.14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 164.70
2.618 163.92
1.618 163.44
1.000 163.14
0.618 162.96
HIGH 162.66
0.618 162.48
0.500 162.42
0.382 162.36
LOW 162.18
0.618 161.88
1.000 161.70
1.618 161.40
2.618 160.92
4.250 160.14
Fisher Pivots for day following 28-Jun-2018
Pivot 1 day 3 day
R1 162.45 162.38
PP 162.43 162.29
S1 162.42 162.21

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

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