Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 13-Aug-2018
Day Change Summary
Previous Current
10-Aug-2018 13-Aug-2018 Change Change % Previous Week
Open 162.69 163.46 0.77 0.5% 162.01
High 163.45 163.62 0.17 0.1% 163.45
Low 162.69 163.22 0.53 0.3% 161.83
Close 163.34 163.36 0.02 0.0% 163.34
Range 0.76 0.40 -0.36 -47.4% 1.62
ATR 0.61 0.60 -0.02 -2.5% 0.00
Volume 647,393 434,945 -212,448 -32.8% 2,536,734
Daily Pivots for day following 13-Aug-2018
Classic Woodie Camarilla DeMark
R4 164.60 164.38 163.58
R3 164.20 163.98 163.47
R2 163.80 163.80 163.43
R1 163.58 163.58 163.40 163.49
PP 163.40 163.40 163.40 163.36
S1 163.18 163.18 163.32 163.09
S2 163.00 163.00 163.29
S3 162.60 162.78 163.25
S4 162.20 162.38 163.14
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 167.73 167.16 164.23
R3 166.11 165.54 163.79
R2 164.49 164.49 163.64
R1 163.92 163.92 163.49 164.21
PP 162.87 162.87 162.87 163.02
S1 162.30 162.30 163.19 162.59
S2 161.25 161.25 163.04
S3 159.63 160.68 162.89
S4 158.01 159.06 162.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.62 161.96 1.66 1.0% 0.46 0.3% 84% True False 526,011
10 163.62 160.86 2.76 1.7% 0.53 0.3% 91% True False 536,263
20 163.62 160.86 2.76 1.7% 0.55 0.3% 91% True False 535,774
40 163.62 160.86 2.76 1.7% 0.54 0.3% 91% True False 529,305
60 164.19 157.64 6.55 4.0% 0.71 0.4% 87% False False 549,426
80 164.19 157.14 7.05 4.3% 0.65 0.4% 88% False False 416,860
100 164.19 157.14 7.05 4.3% 0.59 0.4% 88% False False 333,701
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165.32
2.618 164.67
1.618 164.27
1.000 164.02
0.618 163.87
HIGH 163.62
0.618 163.47
0.500 163.42
0.382 163.37
LOW 163.22
0.618 162.97
1.000 162.82
1.618 162.57
2.618 162.17
4.250 161.52
Fisher Pivots for day following 13-Aug-2018
Pivot 1 day 3 day
R1 163.42 163.21
PP 163.40 163.07
S1 163.38 162.92

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

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