Euro Bund Future September 2022


Trading Metrics calculated at close of trading on 12-Aug-2022
Day Change Summary
Previous Current
11-Aug-2022 12-Aug-2022 Change Change % Previous Week
Open 156.53 155.36 -1.17 -0.7% 155.97
High 157.45 155.92 -1.53 -1.0% 157.74
Low 155.28 154.88 -0.40 -0.3% 154.88
Close 155.51 155.34 -0.17 -0.1% 155.34
Range 2.17 1.04 -1.13 -52.1% 2.86
ATR 1.94 1.87 -0.06 -3.3% 0.00
Volume 508,798 418,938 -89,860 -17.7% 2,232,291
Daily Pivots for day following 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 158.50 157.96 155.91
R3 157.46 156.92 155.63
R2 156.42 156.42 155.53
R1 155.88 155.88 155.44 155.63
PP 155.38 155.38 155.38 155.26
S1 154.84 154.84 155.24 154.59
S2 154.34 154.34 155.15
S3 153.30 153.80 155.05
S4 152.26 152.76 154.77
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 164.57 162.81 156.91
R3 161.71 159.95 156.13
R2 158.85 158.85 155.86
R1 157.09 157.09 155.60 156.54
PP 155.99 155.99 155.99 155.71
S1 154.23 154.23 155.08 153.68
S2 153.13 153.13 154.82
S3 150.27 151.37 154.55
S4 147.41 148.51 153.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157.74 154.88 2.86 1.8% 1.49 1.0% 16% False True 446,458
10 159.70 154.88 4.82 3.1% 1.80 1.2% 10% False True 519,385
20 159.70 149.69 10.01 6.4% 1.89 1.2% 56% False False 612,219
40 159.70 142.56 17.14 11.0% 2.01 1.3% 75% False False 699,876
60 159.70 140.67 19.03 12.3% 1.92 1.2% 77% False False 667,056
80 159.70 140.67 19.03 12.3% 1.76 1.1% 77% False False 501,505
100 160.70 140.67 20.03 12.9% 1.60 1.0% 73% False False 401,641
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 160.34
2.618 158.64
1.618 157.60
1.000 156.96
0.618 156.56
HIGH 155.92
0.618 155.52
0.500 155.40
0.382 155.28
LOW 154.88
0.618 154.24
1.000 153.84
1.618 153.20
2.618 152.16
4.250 150.46
Fisher Pivots for day following 12-Aug-2022
Pivot 1 day 3 day
R1 155.40 156.31
PP 155.38 155.99
S1 155.36 155.66

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

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