Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 24-Aug-2018
Day Change Summary
Previous Current
23-Aug-2018 24-Aug-2018 Change Change % Previous Week
Open 163.22 163.01 -0.21 -0.1% 163.65
High 163.23 163.16 -0.07 0.0% 163.74
Low 162.93 162.80 -0.13 -0.1% 162.80
Close 163.06 163.09 0.03 0.0% 163.09
Range 0.30 0.36 0.06 20.0% 0.94
ATR 0.53 0.51 -0.01 -2.3% 0.00
Volume 500,671 391,910 -108,761 -21.7% 2,413,993
Daily Pivots for day following 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 164.10 163.95 163.29
R3 163.74 163.59 163.19
R2 163.38 163.38 163.16
R1 163.23 163.23 163.12 163.31
PP 163.02 163.02 163.02 163.05
S1 162.87 162.87 163.06 162.95
S2 162.66 162.66 163.02
S3 162.30 162.51 162.99
S4 161.94 162.15 162.89
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 166.03 165.50 163.61
R3 165.09 164.56 163.35
R2 164.15 164.15 163.26
R1 163.62 163.62 163.18 163.42
PP 163.21 163.21 163.21 163.11
S1 162.68 162.68 163.00 162.48
S2 162.27 162.27 162.92
S3 161.33 161.74 162.83
S4 160.39 160.80 162.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.74 162.80 0.94 0.6% 0.41 0.3% 31% False True 482,798
10 163.88 162.80 1.08 0.7% 0.42 0.3% 27% False True 454,850
20 163.88 160.86 3.02 1.9% 0.50 0.3% 74% False False 508,455
40 163.88 160.86 3.02 1.9% 0.51 0.3% 74% False False 490,046
60 163.88 159.37 4.51 2.8% 0.59 0.4% 82% False False 592,180
80 164.19 157.37 6.82 4.2% 0.65 0.4% 84% False False 466,267
100 164.19 157.14 7.05 4.3% 0.60 0.4% 84% False False 374,825
120 164.19 155.74 8.45 5.2% 0.55 0.3% 87% False False 312,369
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.69
2.618 164.10
1.618 163.74
1.000 163.52
0.618 163.38
HIGH 163.16
0.618 163.02
0.500 162.98
0.382 162.94
LOW 162.80
0.618 162.58
1.000 162.44
1.618 162.22
2.618 161.86
4.250 161.27
Fisher Pivots for day following 24-Aug-2018
Pivot 1 day 3 day
R1 163.05 163.13
PP 163.02 163.11
S1 162.98 163.10

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

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