Euro Bund Future September 2022


Trading Metrics calculated at close of trading on 29-Aug-2022
Day Change Summary
Previous Current
26-Aug-2022 29-Aug-2022 Change Change % Previous Week
Open 151.20 148.95 -2.25 -1.5% 152.16
High 151.24 148.99 -2.25 -1.5% 152.84
Low 149.35 147.92 -1.43 -1.0% 149.35
Close 149.96 148.61 -1.35 -0.9% 149.96
Range 1.89 1.07 -0.82 -43.4% 3.49
ATR 1.78 1.80 0.02 1.0% 0.00
Volume 660,557 559,520 -101,037 -15.3% 3,173,515
Daily Pivots for day following 29-Aug-2022
Classic Woodie Camarilla DeMark
R4 151.72 151.23 149.20
R3 150.65 150.16 148.90
R2 149.58 149.58 148.81
R1 149.09 149.09 148.71 148.80
PP 148.51 148.51 148.51 148.36
S1 148.02 148.02 148.51 147.73
S2 147.44 147.44 148.41
S3 146.37 146.95 148.32
S4 145.30 145.88 148.02
Weekly Pivots for week ending 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 161.19 159.06 151.88
R3 157.70 155.57 150.92
R2 154.21 154.21 150.60
R1 152.08 152.08 150.28 151.40
PP 150.72 150.72 150.72 150.38
S1 148.59 148.59 149.64 147.91
S2 147.23 147.23 149.32
S3 143.74 145.10 149.00
S4 140.25 141.61 148.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152.40 147.92 4.48 3.0% 1.51 1.0% 15% False True 626,739
10 156.78 147.92 8.86 6.0% 1.58 1.1% 8% False True 589,550
20 159.70 147.92 11.78 7.9% 1.69 1.1% 6% False True 544,369
40 159.70 147.92 11.78 7.9% 1.81 1.2% 6% False True 624,420
60 159.70 140.67 19.03 12.8% 1.99 1.3% 42% False False 722,515
80 159.70 140.67 19.03 12.8% 1.82 1.2% 42% False False 579,077
100 159.70 140.67 19.03 12.8% 1.68 1.1% 42% False False 464,018
Crabel Price Patterns
NR True
NR4 False
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 153.54
2.618 151.79
1.618 150.72
1.000 150.06
0.618 149.65
HIGH 148.99
0.618 148.58
0.500 148.46
0.382 148.33
LOW 147.92
0.618 147.26
1.000 146.85
1.618 146.19
2.618 145.12
4.250 143.37
Fisher Pivots for day following 29-Aug-2022
Pivot 1 day 3 day
R1 148.56 149.67
PP 148.51 149.32
S1 148.46 148.96

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

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