Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 31-Aug-2018
Day Change Summary
Previous Current
30-Aug-2018 31-Aug-2018 Change Change % Previous Week
Open 162.28 162.92 0.64 0.4% 163.17
High 163.08 163.32 0.24 0.1% 163.36
Low 162.13 162.83 0.70 0.4% 162.10
Close 162.98 163.27 0.29 0.2% 163.27
Range 0.95 0.49 -0.46 -48.4% 1.26
ATR 0.57 0.56 -0.01 -1.0% 0.00
Volume 1,041,441 1,251,943 210,502 20.2% 4,683,126
Daily Pivots for day following 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 164.61 164.43 163.54
R3 164.12 163.94 163.40
R2 163.63 163.63 163.36
R1 163.45 163.45 163.31 163.54
PP 163.14 163.14 163.14 163.19
S1 162.96 162.96 163.23 163.05
S2 162.65 162.65 163.18
S3 162.16 162.47 163.14
S4 161.67 161.98 163.00
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 166.69 166.24 163.96
R3 165.43 164.98 163.62
R2 164.17 164.17 163.50
R1 163.72 163.72 163.39 163.95
PP 162.91 162.91 162.91 163.02
S1 162.46 162.46 163.15 162.69
S2 161.65 161.65 163.04
S3 160.39 161.20 162.92
S4 159.13 159.94 162.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.36 162.10 1.26 0.8% 0.67 0.4% 93% False False 936,625
10 163.74 162.10 1.64 1.0% 0.54 0.3% 71% False False 709,711
20 163.88 161.83 2.05 1.3% 0.50 0.3% 70% False False 588,418
40 163.88 160.86 3.02 1.8% 0.52 0.3% 80% False False 554,193
60 163.88 159.37 4.51 2.8% 0.56 0.3% 86% False False 567,491
80 164.19 157.37 6.82 4.2% 0.66 0.4% 87% False False 523,665
100 164.19 157.14 7.05 4.3% 0.62 0.4% 87% False False 421,618
120 164.19 156.80 7.39 4.5% 0.56 0.3% 88% False False 351,393
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.11
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 165.40
2.618 164.60
1.618 164.11
1.000 163.81
0.618 163.62
HIGH 163.32
0.618 163.13
0.500 163.08
0.382 163.02
LOW 162.83
0.618 162.53
1.000 162.34
1.618 162.04
2.618 161.55
4.250 160.75
Fisher Pivots for day following 31-Aug-2018
Pivot 1 day 3 day
R1 163.21 163.08
PP 163.14 162.90
S1 163.08 162.71

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

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