Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 05-Jul-2018
Day Change Summary
Previous Current
03-Jul-2018 05-Jul-2018 Change Change % Previous Week
Open 162.41 162.37 -0.04 0.0% 162.34
High 162.81 162.78 -0.03 0.0% 162.66
Low 162.22 162.06 -0.16 -0.1% 161.75
Close 162.72 162.70 -0.02 0.0% 162.55
Range 0.59 0.72 0.13 22.0% 0.91
ATR 0.75 0.75 0.00 -0.3% 0.00
Volume 316,426 428,971 112,545 35.6% 2,878,224
Daily Pivots for day following 05-Jul-2018
Classic Woodie Camarilla DeMark
R4 164.67 164.41 163.10
R3 163.95 163.69 162.90
R2 163.23 163.23 162.83
R1 162.97 162.97 162.77 163.10
PP 162.51 162.51 162.51 162.58
S1 162.25 162.25 162.63 162.38
S2 161.79 161.79 162.57
S3 161.07 161.53 162.50
S4 160.35 160.81 162.30
Weekly Pivots for week ending 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 165.05 164.71 163.05
R3 164.14 163.80 162.80
R2 163.23 163.23 162.72
R1 162.89 162.89 162.63 163.06
PP 162.32 162.32 162.32 162.41
S1 161.98 161.98 162.47 162.15
S2 161.41 161.41 162.38
S3 160.50 161.07 162.30
S4 159.59 160.16 162.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.89 161.85 1.04 0.6% 0.61 0.4% 82% False False 482,026
10 162.89 161.26 1.63 1.0% 0.63 0.4% 88% False False 517,460
20 162.89 159.37 3.52 2.2% 0.68 0.4% 95% False False 621,771
40 164.19 157.37 6.82 4.2% 0.80 0.5% 78% False False 483,674
60 164.19 157.14 7.05 4.3% 0.69 0.4% 79% False False 326,475
80 164.19 156.54 7.65 4.7% 0.58 0.4% 81% False False 244,914
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 165.84
2.618 164.66
1.618 163.94
1.000 163.50
0.618 163.22
HIGH 162.78
0.618 162.50
0.500 162.42
0.382 162.34
LOW 162.06
0.618 161.62
1.000 161.34
1.618 160.90
2.618 160.18
4.250 159.00
Fisher Pivots for day following 05-Jul-2018
Pivot 1 day 3 day
R1 162.61 162.63
PP 162.51 162.55
S1 162.42 162.48

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

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