Euro Bund Future September 2022

Trading Metrics calculated at close of trading on 01-Jun-2022

Day Change Summary
	Previous	Current
	31-May-2022	01-Jun-2022	Change	Change %	Previous Week
Open	152.97	151.85	-1.12	-0.7%	154.36
High	153.36	152.22	-1.14	-0.7%	155.27
Low	151.71	151.06	-0.65	-0.4%	153.34
Close	151.93	151.34	-0.59	-0.4%	154.23
Range	1.65	1.16	-0.49	-29.7%	1.93
ATR	1.40	1.38	-0.02	-1.2%	0.00
Volume	379,868	1,045,311	665,443	175.2%	179,188

Daily Pivots for day following 01-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	155.02	154.34	151.98
R3	153.86	153.18	151.66
R2	152.70	152.70	151.55
R1	152.02	152.02	151.45	151.78
PP	151.54	151.54	151.54	151.42
S1	150.86	150.86	151.23	150.62
S2	150.38	150.38	151.13
S3	149.22	149.70	151.02
S4	148.06	148.54	150.70

Weekly Pivots for week ending 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	160.07	159.08	155.29
R3	158.14	157.15	154.76
R2	156.21	156.21	154.58
R1	155.22	155.22	154.41	154.75
PP	154.28	154.28	154.28	154.05
S1	153.29	153.29	154.05	152.82
S2	152.35	152.35	153.88
S3	150.42	151.36	153.70
S4	148.49	149.43	153.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155.27	151.06	4.21	2.8%	1.25	0.8%	7%	False	True	314,536
10	155.27	151.06	4.21	2.8%	1.28	0.8%	7%	False	True	163,384
20	155.87	150.97	4.90	3.2%	1.38	0.9%	8%	False	False	83,853
40	160.47	150.97	9.50	6.3%	1.23	0.8%	4%	False	False	43,652

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	0.32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	157.15
2.618	155.26
1.618	154.10
1.000	153.38
0.618	152.94
HIGH	152.22
0.618	151.78
0.500	151.64
0.382	151.50
LOW	151.06
0.618	150.34
1.000	149.90
1.618	149.18
2.618	148.02
4.250	146.13

Fisher Pivots for day following 01-Jun-2022
Pivot	1 day	3 day
R1	151.64	152.86
PP	151.54	152.35
S1	151.44	151.85

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols