Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 04-Sep-2018
Day Change Summary
Previous Current
31-Aug-2018 04-Sep-2018 Change Change % Previous Week
Open 162.92 163.21 0.29 0.2% 163.17
High 163.32 163.22 -0.10 -0.1% 163.36
Low 162.83 162.80 -0.03 0.0% 162.10
Close 163.27 162.87 -0.40 -0.2% 163.27
Range 0.49 0.42 -0.07 -14.3% 1.26
ATR 0.56 0.55 -0.01 -1.2% 0.00
Volume 1,251,943 489,970 -761,973 -60.9% 4,683,126
Daily Pivots for day following 04-Sep-2018
Classic Woodie Camarilla DeMark
R4 164.22 163.97 163.10
R3 163.80 163.55 162.99
R2 163.38 163.38 162.95
R1 163.13 163.13 162.91 163.05
PP 162.96 162.96 162.96 162.92
S1 162.71 162.71 162.83 162.63
S2 162.54 162.54 162.79
S3 162.12 162.29 162.75
S4 161.70 161.87 162.64
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
5 163.32 162.10 1.22 0.7% 0.59 0.4% 63% False False 871,449
10 163.71 162.10 1.61 1.0% 0.55 0.3% 48% False False 711,752
20 163.88 161.96 1.92 1.2% 0.49 0.3% 47% False False 595,835
40 163.88 160.86 3.02 1.9% 0.52 0.3% 67% False False 554,225
60 163.88 159.37 4.51 2.8% 0.55 0.3% 78% False False 565,272
80 164.19 157.37 6.82 4.2% 0.66 0.4% 81% False False 529,705
100 164.19 157.14 7.05 4.3% 0.62 0.4% 81% False False 426,475
120 164.19 157.00 7.19 4.4% 0.56 0.3% 82% False False 355,476
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 6 trading days
Fibonacci Retracements and Extensions
4.250 165.01
2.618 164.32
1.618 163.90
1.000 163.64
0.618 163.48
HIGH 163.22
0.618 163.06
0.500 163.01
0.382 162.96
LOW 162.80
0.618 162.54
1.000 162.38
1.618 162.12
2.618 161.70
4.250 161.02
Fisher Pivots for day following 04-Sep-2018
Pivot 1 day 3 day
R1 163.01 162.82
PP 162.96 162.77
S1 162.92 162.73

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

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