Euro Bund Future September 2022


Trading Metrics calculated at close of trading on 05-Jul-2022
Day Change Summary
Previous Current
01-Jul-2022 05-Jul-2022 Change Change % Previous Week
Open 148.76 149.24 0.48 0.3% 147.76
High 151.65 151.45 -0.20 -0.1% 151.65
Low 148.24 148.72 0.48 0.3% 144.72
Close 150.85 151.24 0.39 0.3% 150.85
Range 3.41 2.73 -0.68 -19.9% 6.93
ATR 2.21 2.25 0.04 1.7% 0.00
Volume 955,046 804,111 -150,935 -15.8% 4,170,006
Daily Pivots for day following 05-Jul-2022
Classic Woodie Camarilla DeMark
R4 158.66 157.68 152.74
R3 155.93 154.95 151.99
R2 153.20 153.20 151.74
R1 152.22 152.22 151.49 152.71
PP 150.47 150.47 150.47 150.72
S1 149.49 149.49 150.99 149.98
S2 147.74 147.74 150.74
S3 145.01 146.76 150.49
S4 142.28 144.03 149.74
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 169.86 167.29 154.66
R3 162.93 160.36 152.76
R2 156.00 156.00 152.12
R1 153.43 153.43 151.49 154.72
PP 149.07 149.07 149.07 149.72
S1 146.50 146.50 150.21 147.79
S2 142.14 142.14 149.58
S3 135.21 139.57 148.94
S4 128.28 132.64 147.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151.65 144.72 6.93 4.6% 2.66 1.8% 94% False False 874,199
10 151.65 143.05 8.60 5.7% 2.41 1.6% 95% False False 863,708
20 151.65 140.67 10.98 7.3% 2.43 1.6% 96% False False 929,479
40 155.87 140.67 15.20 10.1% 1.86 1.2% 70% False False 553,796
60 158.53 140.67 17.86 11.8% 1.63 1.1% 59% False False 370,462
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 163.05
2.618 158.60
1.618 155.87
1.000 154.18
0.618 153.14
HIGH 151.45
0.618 150.41
0.500 150.09
0.382 149.76
LOW 148.72
0.618 147.03
1.000 145.99
1.618 144.30
2.618 141.57
4.250 137.12
Fisher Pivots for day following 05-Jul-2022
Pivot 1 day 3 day
R1 150.86 150.52
PP 150.47 149.80
S1 150.09 149.08

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

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