Euro Bund Future September 2022


Trading Metrics calculated at close of trading on 16-Aug-2022
Day Change Summary
Previous Current
15-Aug-2022 16-Aug-2022 Change Change % Previous Week
Open 155.65 156.69 1.04 0.7% 155.97
High 156.88 156.78 -0.10 -0.1% 157.74
Low 155.08 155.31 0.23 0.1% 154.88
Close 156.70 155.53 -1.17 -0.7% 155.34
Range 1.80 1.47 -0.33 -18.3% 2.86
ATR 1.87 1.84 -0.03 -1.5% 0.00
Volume 360,865 451,778 90,913 25.2% 2,232,291
Daily Pivots for day following 16-Aug-2022
Classic Woodie Camarilla DeMark
R4 160.28 159.38 156.34
R3 158.81 157.91 155.93
R2 157.34 157.34 155.80
R1 156.44 156.44 155.66 156.16
PP 155.87 155.87 155.87 155.73
S1 154.97 154.97 155.40 154.69
S2 154.40 154.40 155.26
S3 152.93 153.50 155.13
S4 151.46 152.03 154.72
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% 1.64 1.1% 23% False False 453,220
10 158.33 154.88 3.45 2.2% 1.69 1.1% 19% False False 476,270
20 159.70 149.69 10.01 6.4% 1.86 1.2% 58% False False 592,636
40 159.70 143.05 16.65 10.7% 1.98 1.3% 75% False False 684,151
60 159.70 140.67 19.03 12.2% 1.93 1.2% 78% False False 680,311
80 159.70 140.67 19.03 12.2% 1.78 1.1% 78% False False 511,396
100 160.56 140.67 19.89 12.8% 1.63 1.0% 75% False False 409,690
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163.03
2.618 160.63
1.618 159.16
1.000 158.25
0.618 157.69
HIGH 156.78
0.618 156.22
0.500 156.05
0.382 155.87
LOW 155.31
0.618 154.40
1.000 153.84
1.618 152.93
2.618 151.46
4.250 149.06
Fisher Pivots for day following 16-Aug-2022
Pivot 1 day 3 day
R1 156.05 155.88
PP 155.87 155.76
S1 155.70 155.65

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

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