Euro Bund Future September 2022

Trading Metrics calculated at close of trading on 10-Aug-2022

Day Change Summary
	Previous	Current
	09-Aug-2022	10-Aug-2022	Change	Change %	Previous Week
Open	156.97	156.37	-0.60	-0.4%	157.35
High	157.05	157.74	0.69	0.4%	159.70
Low	155.77	156.04	0.27	0.2%	155.72
Close	156.18	156.86	0.68	0.4%	155.94
Range	1.28	1.70	0.42	32.8%	3.98
ATR	1.94	1.92	-0.02	-0.9%	0.00
Volume	414,662	525,723	111,061	26.8%	2,961,559

Daily Pivots for day following 10-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	161.98	161.12	157.80
R3	160.28	159.42	157.33
R2	158.58	158.58	157.17
R1	157.72	157.72	157.02	158.15
PP	156.88	156.88	156.88	157.10
S1	156.02	156.02	156.70	156.45
S2	155.18	155.18	156.55
S3	153.48	154.32	156.39
S4	151.78	152.62	155.93

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	169.06	166.48	158.13
R3	165.08	162.50	157.03
R2	161.10	161.10	156.67
R1	158.52	158.52	156.30	157.82
PP	157.12	157.12	157.12	156.77
S1	154.54	154.54	155.58	153.84
S2	153.14	153.14	155.21
S3	149.16	150.56	154.85
S4	145.18	146.58	153.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	158.28	155.72	2.56	1.6%	1.67	1.1%	45%	False	False	473,922
10	159.70	154.75	4.95	3.2%	1.97	1.3%	43%	False	False	588,731
20	159.70	149.69	10.01	6.4%	1.89	1.2%	72%	False	False	634,028
40	159.70	140.67	19.03	12.1%	2.13	1.4%	85%	False	False	739,891
60	159.70	140.67	19.03	12.1%	1.91	1.2%	85%	False	False	651,972
80	159.70	140.67	19.03	12.1%	1.75	1.1%	85%	False	False	490,131
100	162.19	140.67	21.52	13.7%	1.57	1.0%	75%	False	False	392,405

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	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.54
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	164.97
2.618	162.19
1.618	160.49
1.000	159.44
0.618	158.79
HIGH	157.74
0.618	157.09
0.500	156.89
0.382	156.69
LOW	156.04
0.618	154.99
1.000	154.34
1.618	153.29
2.618	151.59
4.250	148.82

Fisher Pivots for day following 10-Aug-2022
Pivot	1 day	3 day
R1	156.89	156.83
PP	156.88	156.79
S1	156.87	156.76

Download as Excel Spreadsheet

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

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