Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 20-Jul-2018
Day Change Summary
Previous Current
19-Jul-2018 20-Jul-2018 Change Change % Previous Week
Open 162.78 163.16 0.38 0.2% 162.97
High 163.26 163.39 0.13 0.1% 163.39
Low 162.70 162.44 -0.26 -0.2% 162.44
Close 163.08 162.53 -0.55 -0.3% 162.53
Range 0.56 0.95 0.39 69.6% 0.95
ATR 0.60 0.63 0.02 4.1% 0.00
Volume 596,602 570,469 -26,133 -4.4% 2,419,535
Daily Pivots for day following 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 165.64 165.03 163.05
R3 164.69 164.08 162.79
R2 163.74 163.74 162.70
R1 163.13 163.13 162.62 162.96
PP 162.79 162.79 162.79 162.70
S1 162.18 162.18 162.44 162.01
S2 161.84 161.84 162.36
S3 160.89 161.23 162.27
S4 159.94 160.28 162.01
Weekly Pivots for week ending 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 165.64 165.03 163.05
R3 164.69 164.08 162.79
R2 163.74 163.74 162.70
R1 163.13 163.13 162.62 162.96
PP 162.79 162.79 162.79 162.70
S1 162.18 162.18 162.44 162.01
S2 161.84 161.84 162.36
S3 160.89 161.23 162.27
S4 159.94 160.28 162.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.39 162.44 0.95 0.6% 0.56 0.3% 9% True True 483,907
10 163.39 162.26 1.13 0.7% 0.48 0.3% 24% True False 470,978
20 163.39 161.75 1.64 1.0% 0.53 0.3% 48% True False 487,732
40 164.19 159.15 5.04 3.1% 0.77 0.5% 67% False False 603,423
60 164.19 157.17 7.02 4.3% 0.69 0.4% 76% False False 409,756
80 164.19 157.14 7.05 4.3% 0.61 0.4% 76% False False 308,851
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 167.43
2.618 165.88
1.618 164.93
1.000 164.34
0.618 163.98
HIGH 163.39
0.618 163.03
0.500 162.92
0.382 162.80
LOW 162.44
0.618 161.85
1.000 161.49
1.618 160.90
2.618 159.95
4.250 158.40
Fisher Pivots for day following 20-Jul-2018
Pivot 1 day 3 day
R1 162.92 162.92
PP 162.79 162.79
S1 162.66 162.66

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

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