Euro Bund Future September 2022

Trading Metrics calculated at close of trading on 14-Jun-2022

Day Change Summary
	Previous	Current
	13-Jun-2022	14-Jun-2022	Change	Change %	Previous Week
Open	146.71	144.65	-2.06	-1.4%	150.06
High	147.19	145.58	-1.61	-1.1%	150.34
Low	144.19	142.29	-1.90	-1.3%	146.61
Close	145.18	143.59	-1.59	-1.1%	146.98
Range	3.00	3.29	0.29	9.7%	3.73
ATR	1.50	1.63	0.13	8.5%	0.00
Volume	1,095,073	1,260,901	165,828	15.1%	4,215,209

Daily Pivots for day following 14-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	153.69	151.93	145.40
R3	150.40	148.64	144.49
R2	147.11	147.11	144.19
R1	145.35	145.35	143.89	144.59
PP	143.82	143.82	143.82	143.44
S1	142.06	142.06	143.29	141.30
S2	140.53	140.53	142.99
S3	137.24	138.77	142.69
S4	133.95	135.48	141.78

Weekly Pivots for week ending 10-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	159.17	156.80	149.03
R3	155.44	153.07	148.01
R2	151.71	151.71	147.66
R1	149.34	149.34	147.32	148.66
PP	147.98	147.98	147.98	147.64
S1	145.61	145.61	146.64	144.93
S2	144.25	144.25	146.30
S3	140.52	141.88	145.95
S4	136.79	138.15	144.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	149.60	142.29	7.31	5.1%	2.24	1.6%	18%	False	True	1,029,153
10	152.22	142.29	9.93	6.9%	1.66	1.2%	13%	False	True	892,358
20	155.27	142.29	12.98	9.0%	1.47	1.0%	10%	False	True	476,135
40	156.65	142.29	14.36	10.0%	1.37	1.0%	9%	False	True	240,371
60	162.19	142.29	19.90	13.9%	1.21	0.8%	7%	False	True	160,748

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Widest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	159.56
2.618	154.19
1.618	150.90
1.000	148.87
0.618	147.61
HIGH	145.58
0.618	144.32
0.500	143.94
0.382	143.55
LOW	142.29
0.618	140.26
1.000	139.00
1.618	136.97
2.618	133.68
4.250	128.31

Fisher Pivots for day following 14-Jun-2022
Pivot	1 day	3 day
R1	143.94	145.40
PP	143.82	144.80
S1	143.71	144.19

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