Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 15-Aug-2018
Day Change Summary
Previous Current
14-Aug-2018 15-Aug-2018 Change Change % Previous Week
Open 163.35 163.33 -0.02 0.0% 162.01
High 163.35 163.82 0.47 0.3% 163.45
Low 163.11 163.10 -0.01 0.0% 161.83
Close 163.21 163.71 0.50 0.3% 163.34
Range 0.24 0.72 0.48 200.0% 1.62
ATR 0.57 0.58 0.01 1.8% 0.00
Volume 506,862 402,817 -104,045 -20.5% 2,536,734
Daily Pivots for day following 15-Aug-2018
Classic Woodie Camarilla DeMark
R4 165.70 165.43 164.11
R3 164.98 164.71 163.91
R2 164.26 164.26 163.84
R1 163.99 163.99 163.78 164.13
PP 163.54 163.54 163.54 163.61
S1 163.27 163.27 163.64 163.41
S2 162.82 162.82 163.58
S3 162.10 162.55 163.51
S4 161.38 161.83 163.31
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 167.73 167.16 164.23
R3 166.11 165.54 163.79
R2 164.49 164.49 163.64
R1 163.92 163.92 163.49 164.21
PP 162.87 162.87 162.87 163.02
S1 162.30 162.30 163.19 162.59
S2 161.25 161.25 163.04
S3 159.63 160.68 162.89
S4 158.01 159.06 162.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.82 162.22 1.60 1.0% 0.50 0.3% 93% True False 549,260
10 163.82 161.05 2.77 1.7% 0.51 0.3% 96% True False 490,190
20 163.82 160.86 2.96 1.8% 0.56 0.3% 96% True False 536,900
40 163.82 160.86 2.96 1.8% 0.54 0.3% 96% True False 520,966
60 164.19 158.53 5.66 3.5% 0.70 0.4% 92% False False 563,511
80 164.19 157.14 7.05 4.3% 0.65 0.4% 93% False False 427,279
100 164.19 157.14 7.05 4.3% 0.60 0.4% 93% False False 342,791
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 166.88
2.618 165.70
1.618 164.98
1.000 164.54
0.618 164.26
HIGH 163.82
0.618 163.54
0.500 163.46
0.382 163.38
LOW 163.10
0.618 162.66
1.000 162.38
1.618 161.94
2.618 161.22
4.250 160.04
Fisher Pivots for day following 15-Aug-2018
Pivot 1 day 3 day
R1 163.63 163.63
PP 163.54 163.54
S1 163.46 163.46

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

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