Euro Bund Future September 2022


Trading Metrics calculated at close of trading on 30-Jun-2022
Day Change Summary
Previous Current
29-Jun-2022 30-Jun-2022 Change Change % Previous Week
Open 145.36 146.97 1.61 1.1% 144.29
High 147.37 149.35 1.98 1.3% 149.00
Low 145.14 146.50 1.36 0.9% 143.05
Close 146.99 148.78 1.79 1.2% 147.94
Range 2.23 2.85 0.62 27.8% 5.95
ATR 2.07 2.12 0.06 2.7% 0.00
Volume 839,074 977,262 138,188 16.5% 4,249,709
Daily Pivots for day following 30-Jun-2022
Classic Woodie Camarilla DeMark
R4 156.76 155.62 150.35
R3 153.91 152.77 149.56
R2 151.06 151.06 149.30
R1 149.92 149.92 149.04 150.49
PP 148.21 148.21 148.21 148.50
S1 147.07 147.07 148.52 147.64
S2 145.36 145.36 148.26
S3 142.51 144.22 148.00
S4 139.66 141.37 147.21
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
5 149.35 144.72 4.63 3.1% 2.21 1.5% 88% True False 799,321
10 149.35 142.56 6.79 4.6% 2.22 1.5% 92% True False 831,955
20 150.59 140.67 9.92 6.7% 2.23 1.5% 82% False False 903,762
40 155.87 140.67 15.20 10.2% 1.79 1.2% 53% False False 509,948
60 159.74 140.67 19.07 12.8% 1.56 1.0% 43% False False 341,177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 161.46
2.618 156.81
1.618 153.96
1.000 152.20
0.618 151.11
HIGH 149.35
0.618 148.26
0.500 147.93
0.382 147.59
LOW 146.50
0.618 144.74
1.000 143.65
1.618 141.89
2.618 139.04
4.250 134.39
Fisher Pivots for day following 30-Jun-2022
Pivot 1 day 3 day
R1 148.50 148.20
PP 148.21 147.62
S1 147.93 147.04

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

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