Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 23-Aug-2018
Day Change Summary
Previous Current
22-Aug-2018 23-Aug-2018 Change Change % Previous Week
Open 163.36 163.22 -0.14 -0.1% 163.46
High 163.45 163.23 -0.22 -0.1% 163.88
Low 162.91 162.93 0.02 0.0% 163.10
Close 163.00 163.06 0.06 0.0% 163.67
Range 0.54 0.30 -0.24 -44.4% 0.78
ATR 0.54 0.53 -0.02 -3.2% 0.00
Volume 454,718 500,671 45,953 10.1% 2,134,508
Daily Pivots for day following 23-Aug-2018
Classic Woodie Camarilla DeMark
R4 163.97 163.82 163.23
R3 163.67 163.52 163.14
R2 163.37 163.37 163.12
R1 163.22 163.22 163.09 163.15
PP 163.07 163.07 163.07 163.04
S1 162.92 162.92 163.03 162.85
S2 162.77 162.77 163.01
S3 162.47 162.62 162.98
S4 162.17 162.32 162.90
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 165.89 165.56 164.10
R3 165.11 164.78 163.88
R2 164.33 164.33 163.81
R1 164.00 164.00 163.74 164.17
PP 163.55 163.55 163.55 163.63
S1 163.22 163.22 163.60 163.39
S2 162.77 162.77 163.53
S3 161.99 162.44 163.46
S4 161.21 161.66 163.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.88 162.91 0.97 0.6% 0.43 0.3% 15% False False 475,340
10 163.88 162.69 1.19 0.7% 0.46 0.3% 31% False False 480,398
20 163.88 160.86 3.02 1.9% 0.50 0.3% 73% False False 520,431
40 163.88 160.86 3.02 1.9% 0.51 0.3% 73% False False 497,728
60 163.88 159.37 4.51 2.8% 0.60 0.4% 82% False False 593,165
80 164.19 157.37 6.82 4.2% 0.65 0.4% 83% False False 461,666
100 164.19 157.14 7.05 4.3% 0.60 0.4% 84% False False 370,907
120 164.19 155.74 8.45 5.2% 0.55 0.3% 87% False False 309,104
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 0.09
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 164.51
2.618 164.02
1.618 163.72
1.000 163.53
0.618 163.42
HIGH 163.23
0.618 163.12
0.500 163.08
0.382 163.04
LOW 162.93
0.618 162.74
1.000 162.63
1.618 162.44
2.618 162.14
4.250 161.66
Fisher Pivots for day following 23-Aug-2018
Pivot 1 day 3 day
R1 163.08 163.31
PP 163.07 163.23
S1 163.07 163.14

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

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