Euro Bund Future September 2022


Trading Metrics calculated at close of trading on 02-Aug-2022
Day Change Summary
Previous Current
01-Aug-2022 02-Aug-2022 Change Change % Previous Week
Open 157.35 158.57 1.22 0.8% 154.21
High 158.54 159.70 1.16 0.7% 157.97
Low 156.74 157.10 0.36 0.2% 153.78
Close 158.42 158.10 -0.32 -0.2% 157.64
Range 1.80 2.60 0.80 44.4% 4.19
ATR 2.00 2.04 0.04 2.2% 0.00
Volume 562,818 680,972 118,154 21.0% 3,418,603
Daily Pivots for day following 02-Aug-2022
Classic Woodie Camarilla DeMark
R4 166.10 164.70 159.53
R3 163.50 162.10 158.82
R2 160.90 160.90 158.58
R1 159.50 159.50 158.34 158.90
PP 158.30 158.30 158.30 158.00
S1 156.90 156.90 157.86 156.30
S2 155.70 155.70 157.62
S3 153.10 154.30 157.39
S4 150.50 151.70 156.67
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
5 159.70 154.75 4.95 3.1% 2.04 1.3% 68% True False 702,119
10 159.70 149.69 10.01 6.3% 2.03 1.3% 84% True False 709,002
20 159.70 149.69 10.01 6.3% 1.92 1.2% 84% True False 698,314
40 159.70 140.67 19.03 12.0% 2.18 1.4% 92% True False 813,896
60 159.70 140.67 19.03 12.0% 1.88 1.2% 92% True False 601,968
80 159.70 140.67 19.03 12.0% 1.70 1.1% 92% True False 452,425
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 0.52
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 170.75
2.618 166.51
1.618 163.91
1.000 162.30
0.618 161.31
HIGH 159.70
0.618 158.71
0.500 158.40
0.382 158.09
LOW 157.10
0.618 155.49
1.000 154.50
1.618 152.89
2.618 150.29
4.250 146.05
Fisher Pivots for day following 02-Aug-2022
Pivot 1 day 3 day
R1 158.40 158.05
PP 158.30 158.00
S1 158.20 157.96

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

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