Euro Bund Future September 2022


Trading Metrics calculated at close of trading on 26-Jul-2022
Day Change Summary
Previous Current
25-Jul-2022 26-Jul-2022 Change Change % Previous Week
Open 154.21 154.82 0.61 0.4% 152.95
High 154.86 156.28 1.42 0.9% 155.16
Low 153.78 154.52 0.74 0.5% 149.69
Close 154.75 156.01 1.26 0.8% 154.46
Range 1.08 1.76 0.68 63.0% 5.47
ATR 2.04 2.02 -0.02 -1.0% 0.00
Volume 503,033 648,761 145,728 29.0% 3,631,939
Daily Pivots for day following 26-Jul-2022
Classic Woodie Camarilla DeMark
R4 160.88 160.21 156.98
R3 159.12 158.45 156.49
R2 157.36 157.36 156.33
R1 156.69 156.69 156.17 157.03
PP 155.60 155.60 155.60 155.77
S1 154.93 154.93 155.85 155.27
S2 153.84 153.84 155.69
S3 152.08 153.17 155.53
S4 150.32 151.41 155.04
Weekly Pivots for week ending 22-Jul-2022
Classic Woodie Camarilla DeMark
R4 169.51 167.46 157.47
R3 164.04 161.99 155.96
R2 158.57 158.57 155.46
R1 156.52 156.52 154.96 157.55
PP 153.10 153.10 153.10 153.62
S1 151.05 151.05 153.96 152.08
S2 147.63 147.63 153.46
S3 142.16 145.58 152.96
S4 136.69 140.11 151.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.28 149.69 6.59 4.2% 2.02 1.3% 96% True False 715,885
10 156.28 149.69 6.59 4.2% 1.88 1.2% 96% True False 692,864
20 156.28 144.72 11.56 7.4% 2.07 1.3% 98% True False 741,334
40 156.28 140.67 15.61 10.0% 2.07 1.3% 98% True False 809,154
60 156.28 140.67 15.61 10.0% 1.82 1.2% 98% True False 543,726
80 160.47 140.67 19.80 12.7% 1.63 1.0% 77% False False 408,609
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163.76
2.618 160.89
1.618 159.13
1.000 158.04
0.618 157.37
HIGH 156.28
0.618 155.61
0.500 155.40
0.382 155.19
LOW 154.52
0.618 153.43
1.000 152.76
1.618 151.67
2.618 149.91
4.250 147.04
Fisher Pivots for day following 26-Jul-2022
Pivot 1 day 3 day
R1 155.81 155.41
PP 155.60 154.81
S1 155.40 154.21

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

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