Euro Bund Future September 2022


Trading Metrics calculated at close of trading on 15-Aug-2022
Day Change Summary
Previous Current
12-Aug-2022 15-Aug-2022 Change Change % Previous Week
Open 155.36 155.65 0.29 0.2% 155.97
High 155.92 156.88 0.96 0.6% 157.74
Low 154.88 155.08 0.20 0.1% 154.88
Close 155.34 156.70 1.36 0.9% 155.34
Range 1.04 1.80 0.76 73.1% 2.86
ATR 1.87 1.87 -0.01 -0.3% 0.00
Volume 418,938 360,865 -58,073 -13.9% 2,232,291
Daily Pivots for day following 15-Aug-2022
Classic Woodie Camarilla DeMark
R4 161.62 160.96 157.69
R3 159.82 159.16 157.20
R2 158.02 158.02 157.03
R1 157.36 157.36 156.87 157.69
PP 156.22 156.22 156.22 156.39
S1 155.56 155.56 156.54 155.89
S2 154.42 154.42 156.37
S3 152.62 153.76 156.21
S4 150.82 151.96 155.71
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% 1.60 1.0% 64% False False 445,797
10 159.70 154.88 4.82 3.1% 1.80 1.1% 38% False False 499,189
20 159.70 149.69 10.01 6.4% 1.89 1.2% 70% False False 604,821
40 159.70 143.05 16.65 10.6% 1.99 1.3% 82% False False 687,526
60 159.70 140.67 19.03 12.1% 1.92 1.2% 84% False False 672,894
80 159.70 140.67 19.03 12.1% 1.77 1.1% 84% False False 505,882
100 160.70 140.67 20.03 12.8% 1.61 1.0% 80% False False 405,178
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 True
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.53
2.618 161.59
1.618 159.79
1.000 158.68
0.618 157.99
HIGH 156.88
0.618 156.19
0.500 155.98
0.382 155.77
LOW 155.08
0.618 153.97
1.000 153.28
1.618 152.17
2.618 150.37
4.250 147.43
Fisher Pivots for day following 15-Aug-2022
Pivot 1 day 3 day
R1 156.46 156.52
PP 156.22 156.34
S1 155.98 156.17

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

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