Euro Bund Future September 2022


Trading Metrics calculated at close of trading on 18-Aug-2022
Day Change Summary
Previous Current
17-Aug-2022 18-Aug-2022 Change Change % Previous Week
Open 155.81 154.20 -1.61 -1.0% 155.97
High 155.96 154.47 -1.49 -1.0% 157.74
Low 153.83 153.24 -0.59 -0.4% 154.88
Close 154.12 154.16 0.04 0.0% 155.34
Range 2.13 1.23 -0.90 -42.3% 2.86
ATR 1.86 1.82 -0.05 -2.4% 0.00
Volume 617,287 530,648 -86,639 -14.0% 2,232,291
Daily Pivots for day following 18-Aug-2022
Classic Woodie Camarilla DeMark
R4 157.65 157.13 154.84
R3 156.42 155.90 154.50
R2 155.19 155.19 154.39
R1 154.67 154.67 154.27 154.32
PP 153.96 153.96 153.96 153.78
S1 153.44 153.44 154.05 153.09
S2 152.73 152.73 153.93
S3 151.50 152.21 153.82
S4 150.27 150.98 153.48
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
5 156.88 153.24 3.64 2.4% 1.53 1.0% 25% False True 475,903
10 158.21 153.24 4.97 3.2% 1.66 1.1% 19% False True 467,653
20 159.70 152.13 7.57 4.9% 1.82 1.2% 27% False False 568,471
40 159.70 144.72 14.98 9.7% 1.99 1.3% 63% False False 671,031
60 159.70 140.67 19.03 12.3% 1.94 1.3% 71% False False 698,915
80 159.70 140.67 19.03 12.3% 1.79 1.2% 71% False False 525,640
100 160.47 140.67 19.80 12.8% 1.64 1.1% 68% False False 421,131
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 159.70
2.618 157.69
1.618 156.46
1.000 155.70
0.618 155.23
HIGH 154.47
0.618 154.00
0.500 153.86
0.382 153.71
LOW 153.24
0.618 152.48
1.000 152.01
1.618 151.25
2.618 150.02
4.250 148.01
Fisher Pivots for day following 18-Aug-2022
Pivot 1 day 3 day
R1 154.06 155.01
PP 153.96 154.73
S1 153.86 154.44

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

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