Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 19-Jul-2018
Day Change Summary
Previous Current
18-Jul-2018 19-Jul-2018 Change Change % Previous Week
Open 162.75 162.78 0.03 0.0% 162.67
High 163.20 163.26 0.06 0.0% 163.22
Low 162.75 162.70 -0.05 0.0% 162.26
Close 162.95 163.08 0.13 0.1% 162.98
Range 0.45 0.56 0.11 24.4% 0.96
ATR 0.61 0.60 0.00 -0.5% 0.00
Volume 457,413 596,602 139,189 30.4% 2,290,252
Daily Pivots for day following 19-Jul-2018
Classic Woodie Camarilla DeMark
R4 164.69 164.45 163.39
R3 164.13 163.89 163.23
R2 163.57 163.57 163.18
R1 163.33 163.33 163.13 163.45
PP 163.01 163.01 163.01 163.08
S1 162.77 162.77 163.03 162.89
S2 162.45 162.45 162.98
S3 161.89 162.21 162.93
S4 161.33 161.65 162.77
Weekly Pivots for week ending 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 165.70 165.30 163.51
R3 164.74 164.34 163.24
R2 163.78 163.78 163.16
R1 163.38 163.38 163.07 163.58
PP 162.82 162.82 162.82 162.92
S1 162.42 162.42 162.89 162.62
S2 161.86 161.86 162.80
S3 160.90 161.46 162.72
S4 159.94 160.50 162.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.26 162.44 0.82 0.5% 0.49 0.3% 78% True False 447,561
10 163.26 162.26 1.00 0.6% 0.44 0.3% 82% True False 454,563
20 163.26 161.26 2.00 1.2% 0.53 0.3% 91% True False 486,011
40 164.19 158.89 5.30 3.2% 0.76 0.5% 79% False False 590,315
60 164.19 157.14 7.05 4.3% 0.68 0.4% 84% False False 400,384
80 164.19 157.14 7.05 4.3% 0.60 0.4% 84% False False 301,721
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 165.64
2.618 164.73
1.618 164.17
1.000 163.82
0.618 163.61
HIGH 163.26
0.618 163.05
0.500 162.98
0.382 162.91
LOW 162.70
0.618 162.35
1.000 162.14
1.618 161.79
2.618 161.23
4.250 160.32
Fisher Pivots for day following 19-Jul-2018
Pivot 1 day 3 day
R1 163.05 163.03
PP 163.01 162.97
S1 162.98 162.92

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

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