Euro Bund Future September 2022


Trading Metrics calculated at close of trading on 11-Aug-2022
Day Change Summary
Previous Current
10-Aug-2022 11-Aug-2022 Change Change % Previous Week
Open 156.37 156.53 0.16 0.1% 157.35
High 157.74 157.45 -0.29 -0.2% 159.70
Low 156.04 155.28 -0.76 -0.5% 155.72
Close 156.86 155.51 -1.35 -0.9% 155.94
Range 1.70 2.17 0.47 27.6% 3.98
ATR 1.92 1.94 0.02 0.9% 0.00
Volume 525,723 508,798 -16,925 -3.2% 2,961,559
Daily Pivots for day following 11-Aug-2022
Classic Woodie Camarilla DeMark
R4 162.59 161.22 156.70
R3 160.42 159.05 156.11
R2 158.25 158.25 155.91
R1 156.88 156.88 155.71 156.48
PP 156.08 156.08 156.08 155.88
S1 154.71 154.71 155.31 154.31
S2 153.91 153.91 155.11
S3 151.74 152.54 154.91
S4 149.57 150.37 154.32
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
5 158.21 155.28 2.93 1.9% 1.78 1.1% 8% False True 459,404
10 159.70 155.28 4.42 2.8% 1.87 1.2% 5% False True 558,663
20 159.70 149.69 10.01 6.4% 1.91 1.2% 58% False False 620,212
40 159.70 140.67 19.03 12.2% 2.10 1.4% 78% False False 720,376
60 159.70 140.67 19.03 12.2% 1.92 1.2% 78% False False 660,276
80 159.70 140.67 19.03 12.2% 1.76 1.1% 78% False False 496,358
100 161.15 140.67 20.48 13.2% 1.59 1.0% 72% False False 397,463
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 166.67
2.618 163.13
1.618 160.96
1.000 159.62
0.618 158.79
HIGH 157.45
0.618 156.62
0.500 156.37
0.382 156.11
LOW 155.28
0.618 153.94
1.000 153.11
1.618 151.77
2.618 149.60
4.250 146.06
Fisher Pivots for day following 11-Aug-2022
Pivot 1 day 3 day
R1 156.37 156.51
PP 156.08 156.18
S1 155.80 155.84

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

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