Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 30-Jul-2018
Day Change Summary
Previous Current
27-Jul-2018 30-Jul-2018 Change Change % Previous Week
Open 162.05 162.13 0.08 0.0% 162.41
High 162.23 162.30 0.07 0.0% 162.54
Low 161.97 161.33 -0.64 -0.4% 161.82
Close 162.07 161.43 -0.64 -0.4% 162.07
Range 0.26 0.97 0.71 273.1% 0.72
ATR 0.58 0.61 0.03 4.8% 0.00
Volume 631,434 692,914 61,480 9.7% 2,605,723
Daily Pivots for day following 30-Jul-2018
Classic Woodie Camarilla DeMark
R4 164.60 163.98 161.96
R3 163.63 163.01 161.70
R2 162.66 162.66 161.61
R1 162.04 162.04 161.52 161.87
PP 161.69 161.69 161.69 161.60
S1 161.07 161.07 161.34 160.90
S2 160.72 160.72 161.25
S3 159.75 160.10 161.16
S4 158.78 159.13 160.90
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
5 162.47 161.33 1.14 0.7% 0.56 0.3% 9% False True 552,433
10 163.39 161.33 2.06 1.3% 0.57 0.4% 5% False True 535,285
20 163.39 161.33 2.06 1.3% 0.52 0.3% 5% False True 483,244
40 163.39 159.37 4.02 2.5% 0.63 0.4% 51% False False 621,297
60 164.19 157.37 6.82 4.2% 0.70 0.4% 60% False False 463,160
80 164.19 157.14 7.05 4.4% 0.63 0.4% 61% False False 350,076
100 164.19 155.74 8.45 5.2% 0.57 0.4% 67% False False 280,081
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 0.11
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 166.42
2.618 164.84
1.618 163.87
1.000 163.27
0.618 162.90
HIGH 162.30
0.618 161.93
0.500 161.82
0.382 161.70
LOW 161.33
0.618 160.73
1.000 160.36
1.618 159.76
2.618 158.79
4.250 157.21
Fisher Pivots for day following 30-Jul-2018
Pivot 1 day 3 day
R1 161.82 161.85
PP 161.69 161.71
S1 161.56 161.57

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

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