Euro Bund Future September 2022


Trading Metrics calculated at close of trading on 04-Aug-2022
Day Change Summary
Previous Current
03-Aug-2022 04-Aug-2022 Change Change % Previous Week
Open 157.48 157.39 -0.09 -0.1% 154.21
High 158.33 158.28 -0.05 0.0% 157.97
Low 156.29 156.66 0.37 0.2% 153.78
Close 156.96 157.90 0.94 0.6% 157.64
Range 2.04 1.62 -0.42 -20.6% 4.19
ATR 2.04 2.01 -0.03 -1.5% 0.00
Volume 652,710 581,392 -71,318 -10.9% 3,418,603
Daily Pivots for day following 04-Aug-2022
Classic Woodie Camarilla DeMark
R4 162.47 161.81 158.79
R3 160.85 160.19 158.35
R2 159.23 159.23 158.20
R1 158.57 158.57 158.05 158.90
PP 157.61 157.61 157.61 157.78
S1 156.95 156.95 157.75 157.28
S2 155.99 155.99 157.60
S3 154.37 155.33 157.45
S4 152.75 153.71 157.01
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
5 159.70 156.21 3.49 2.2% 1.96 1.2% 48% False False 657,922
10 159.70 152.13 7.57 4.8% 1.98 1.3% 76% False False 669,289
20 159.70 149.69 10.01 6.3% 1.91 1.2% 82% False False 675,433
40 159.70 140.67 19.03 12.1% 2.22 1.4% 91% False False 803,995
60 159.70 140.67 19.03 12.1% 1.89 1.2% 91% False False 622,382
80 159.70 140.67 19.03 12.1% 1.73 1.1% 91% False False 467,841
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 165.17
2.618 162.52
1.618 160.90
1.000 159.90
0.618 159.28
HIGH 158.28
0.618 157.66
0.500 157.47
0.382 157.28
LOW 156.66
0.618 155.66
1.000 155.04
1.618 154.04
2.618 152.42
4.250 149.78
Fisher Pivots for day following 04-Aug-2022
Pivot 1 day 3 day
R1 157.76 158.00
PP 157.61 157.96
S1 157.47 157.93

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

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