Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 28-Aug-2018
Day Change Summary
Previous Current
27-Aug-2018 28-Aug-2018 Change Change % Previous Week
Open 163.17 162.67 -0.50 -0.3% 163.65
High 163.36 162.87 -0.49 -0.3% 163.74
Low 162.55 162.35 -0.20 -0.1% 162.80
Close 162.64 162.52 -0.12 -0.1% 163.09
Range 0.81 0.52 -0.29 -35.8% 0.94
ATR 0.53 0.53 0.00 -0.2% 0.00
Volume 815,847 708,192 -107,655 -13.2% 2,413,993
Daily Pivots for day following 28-Aug-2018
Classic Woodie Camarilla DeMark
R4 164.14 163.85 162.81
R3 163.62 163.33 162.66
R2 163.10 163.10 162.62
R1 162.81 162.81 162.57 162.70
PP 162.58 162.58 162.58 162.52
S1 162.29 162.29 162.47 162.18
S2 162.06 162.06 162.42
S3 161.54 161.77 162.38
S4 161.02 161.25 162.23
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
5 163.45 162.35 1.10 0.7% 0.51 0.3% 15% False True 574,267
10 163.88 162.35 1.53 0.9% 0.49 0.3% 11% False True 513,073
20 163.88 160.86 3.02 1.9% 0.49 0.3% 55% False False 515,468
40 163.88 160.86 3.02 1.9% 0.51 0.3% 55% False False 504,009
60 163.88 159.37 4.51 2.8% 0.58 0.4% 70% False False 572,976
80 164.19 157.37 6.82 4.2% 0.65 0.4% 76% False False 484,841
100 164.19 157.14 7.05 4.3% 0.61 0.4% 76% False False 390,060
120 164.19 156.10 8.09 5.0% 0.55 0.3% 79% False False 325,069
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165.08
2.618 164.23
1.618 163.71
1.000 163.39
0.618 163.19
HIGH 162.87
0.618 162.67
0.500 162.61
0.382 162.55
LOW 162.35
0.618 162.03
1.000 161.83
1.618 161.51
2.618 160.99
4.250 160.14
Fisher Pivots for day following 28-Aug-2018
Pivot 1 day 3 day
R1 162.61 162.86
PP 162.58 162.74
S1 162.55 162.63

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

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