Euro Bund Future September 2022


Trading Metrics calculated at close of trading on 27-Jul-2022
Day Change Summary
Previous Current
26-Jul-2022 27-Jul-2022 Change Change % Previous Week
Open 154.82 155.80 0.98 0.6% 152.95
High 156.28 156.24 -0.04 0.0% 155.16
Low 154.52 155.36 0.84 0.5% 149.69
Close 156.01 156.16 0.15 0.1% 154.46
Range 1.76 0.88 -0.88 -50.0% 5.47
ATR 2.02 1.94 -0.08 -4.0% 0.00
Volume 648,761 645,606 -3,155 -0.5% 3,631,939
Daily Pivots for day following 27-Jul-2022
Classic Woodie Camarilla DeMark
R4 158.56 158.24 156.64
R3 157.68 157.36 156.40
R2 156.80 156.80 156.32
R1 156.48 156.48 156.24 156.64
PP 155.92 155.92 155.92 156.00
S1 155.60 155.60 156.08 155.76
S2 155.04 155.04 156.00
S3 154.16 154.72 155.92
S4 153.28 153.84 155.68
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% 1.89 1.2% 98% False False 702,286
10 156.28 149.69 6.59 4.2% 1.82 1.2% 98% False False 679,325
20 156.28 145.14 11.14 7.1% 2.01 1.3% 99% False False 733,839
40 156.28 140.67 15.61 10.0% 2.05 1.3% 99% False False 815,798
60 156.28 140.67 15.61 10.0% 1.83 1.2% 99% False False 554,470
80 160.47 140.67 19.80 12.7% 1.63 1.0% 78% False False 416,660
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 159.98
2.618 158.54
1.618 157.66
1.000 157.12
0.618 156.78
HIGH 156.24
0.618 155.90
0.500 155.80
0.382 155.70
LOW 155.36
0.618 154.82
1.000 154.48
1.618 153.94
2.618 153.06
4.250 151.62
Fisher Pivots for day following 27-Jul-2022
Pivot 1 day 3 day
R1 156.04 155.78
PP 155.92 155.41
S1 155.80 155.03

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

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