Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 27-Jul-2018
Day Change Summary
Previous Current
26-Jul-2018 27-Jul-2018 Change Change % Previous Week
Open 161.95 162.05 0.10 0.1% 162.41
High 162.37 162.23 -0.14 -0.1% 162.54
Low 161.88 161.97 0.09 0.1% 161.82
Close 162.18 162.07 -0.11 -0.1% 162.07
Range 0.49 0.26 -0.23 -46.9% 0.72
ATR 0.60 0.58 -0.02 -4.1% 0.00
Volume 450,080 631,434 181,354 40.3% 2,605,723
Daily Pivots for day following 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 162.87 162.73 162.21
R3 162.61 162.47 162.14
R2 162.35 162.35 162.12
R1 162.21 162.21 162.09 162.28
PP 162.09 162.09 162.09 162.13
S1 161.95 161.95 162.05 162.02
S2 161.83 161.83 162.02
S3 161.57 161.69 162.00
S4 161.31 161.43 161.93
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 164.30 163.91 162.47
R3 163.58 163.19 162.27
R2 162.86 162.86 162.20
R1 162.47 162.47 162.14 162.31
PP 162.14 162.14 162.14 162.06
S1 161.75 161.75 162.00 161.59
S2 161.42 161.42 161.94
S3 160.70 161.03 161.87
S4 159.98 160.31 161.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.54 161.82 0.72 0.4% 0.48 0.3% 35% False False 521,144
10 163.39 161.82 1.57 1.0% 0.52 0.3% 16% False False 502,525
20 163.39 161.82 1.57 1.0% 0.51 0.3% 16% False False 471,637
40 163.39 159.37 4.02 2.5% 0.63 0.4% 67% False False 634,042
60 164.19 157.37 6.82 4.2% 0.69 0.4% 69% False False 452,204
80 164.19 157.14 7.05 4.3% 0.62 0.4% 70% False False 341,418
100 164.19 155.74 8.45 5.2% 0.56 0.3% 75% False False 273,152
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 163.34
2.618 162.91
1.618 162.65
1.000 162.49
0.618 162.39
HIGH 162.23
0.618 162.13
0.500 162.10
0.382 162.07
LOW 161.97
0.618 161.81
1.000 161.71
1.618 161.55
2.618 161.29
4.250 160.87
Fisher Pivots for day following 27-Jul-2018
Pivot 1 day 3 day
R1 162.10 162.18
PP 162.09 162.14
S1 162.08 162.11

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

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