Euro Bund Future September 2022


Trading Metrics calculated at close of trading on 27-Jun-2022
Day Change Summary
Previous Current
24-Jun-2022 27-Jun-2022 Change Change % Previous Week
Open 147.70 147.76 0.06 0.0% 144.29
High 149.00 147.82 -1.18 -0.8% 149.00
Low 146.91 146.03 -0.88 -0.6% 143.05
Close 147.94 146.49 -1.45 -1.0% 147.94
Range 2.09 1.79 -0.30 -14.4% 5.95
ATR 2.06 2.05 -0.01 -0.5% 0.00
Volume 781,647 603,121 -178,526 -22.8% 4,249,709
Daily Pivots for day following 27-Jun-2022
Classic Woodie Camarilla DeMark
R4 152.15 151.11 147.47
R3 150.36 149.32 146.98
R2 148.57 148.57 146.82
R1 147.53 147.53 146.65 147.16
PP 146.78 146.78 146.78 146.59
S1 145.74 145.74 146.33 145.37
S2 144.99 144.99 146.16
S3 143.20 143.95 146.00
S4 141.41 142.16 145.51
Weekly Pivots for week ending 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 164.51 162.18 151.21
R3 158.56 156.23 149.58
R2 152.61 152.61 149.03
R1 150.28 150.28 148.49 151.45
PP 146.66 146.66 146.66 147.25
S1 144.33 144.33 147.39 145.50
S2 140.71 140.71 146.85
S3 134.76 138.38 146.30
S4 128.81 132.43 144.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 149.00 143.05 5.95 4.1% 2.16 1.5% 58% False False 853,217
10 149.00 140.67 8.33 5.7% 2.63 1.8% 70% False False 949,694
20 153.36 140.67 12.69 8.7% 2.06 1.4% 46% False False 876,974
40 155.87 140.67 15.20 10.4% 1.69 1.2% 38% False False 444,923
60 160.47 140.67 19.80 13.5% 1.49 1.0% 29% False False 297,701
Crabel Price Patterns
NR True
NR4 True
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 0.47
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 155.43
2.618 152.51
1.618 150.72
1.000 149.61
0.618 148.93
HIGH 147.82
0.618 147.14
0.500 146.93
0.382 146.71
LOW 146.03
0.618 144.92
1.000 144.24
1.618 143.13
2.618 141.34
4.250 138.42
Fisher Pivots for day following 27-Jun-2022
Pivot 1 day 3 day
R1 146.93 146.91
PP 146.78 146.77
S1 146.64 146.63

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

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