Euro Bund Future September 2022


Trading Metrics calculated at close of trading on 01-Aug-2022
Day Change Summary
Previous Current
29-Jul-2022 01-Aug-2022 Change Change % Previous Week
Open 157.48 157.35 -0.13 -0.1% 154.21
High 157.93 158.54 0.61 0.4% 157.97
Low 156.21 156.74 0.53 0.3% 153.78
Close 157.64 158.42 0.78 0.5% 157.64
Range 1.72 1.80 0.08 4.7% 4.19
ATR 2.01 2.00 -0.02 -0.7% 0.00
Volume 811,718 562,818 -248,900 -30.7% 3,418,603
Daily Pivots for day following 01-Aug-2022
Classic Woodie Camarilla DeMark
R4 163.30 162.66 159.41
R3 161.50 160.86 158.92
R2 159.70 159.70 158.75
R1 159.06 159.06 158.59 159.38
PP 157.90 157.90 157.90 158.06
S1 157.26 157.26 158.26 157.58
S2 156.10 156.10 158.09
S3 154.30 155.46 157.93
S4 152.50 153.66 157.43
Weekly Pivots for week ending 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 169.03 167.53 159.94
R3 164.84 163.34 158.79
R2 160.65 160.65 158.41
R1 159.15 159.15 158.02 159.90
PP 156.46 156.46 156.46 156.84
S1 154.96 154.96 157.26 155.71
S2 152.27 152.27 156.87
S3 148.08 150.77 156.49
S4 143.89 146.58 155.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.54 154.52 4.02 2.5% 1.88 1.2% 97% True False 695,677
10 158.54 149.69 8.85 5.6% 1.97 1.2% 99% True False 710,452
20 158.54 148.72 9.82 6.2% 1.93 1.2% 99% True False 704,471
40 158.54 140.67 17.87 11.3% 2.14 1.4% 99% True False 811,588
60 158.54 140.67 17.87 11.3% 1.86 1.2% 99% True False 590,646
80 158.54 140.67 17.87 11.3% 1.68 1.1% 99% True False 443,930
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.19
2.618 163.25
1.618 161.45
1.000 160.34
0.618 159.65
HIGH 158.54
0.618 157.85
0.500 157.64
0.382 157.43
LOW 156.74
0.618 155.63
1.000 154.94
1.618 153.83
2.618 152.03
4.250 149.09
Fisher Pivots for day following 01-Aug-2022
Pivot 1 day 3 day
R1 158.16 157.83
PP 157.90 157.24
S1 157.64 156.65

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

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