Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 27-Aug-2018
Day Change Summary
Previous Current
24-Aug-2018 27-Aug-2018 Change Change % Previous Week
Open 163.01 163.17 0.16 0.1% 163.65
High 163.16 163.36 0.20 0.1% 163.74
Low 162.80 162.55 -0.25 -0.2% 162.80
Close 163.09 162.64 -0.45 -0.3% 163.09
Range 0.36 0.81 0.45 125.0% 0.94
ATR 0.51 0.53 0.02 4.1% 0.00
Volume 391,910 815,847 423,937 108.2% 2,413,993
Daily Pivots for day following 27-Aug-2018
Classic Woodie Camarilla DeMark
R4 165.28 164.77 163.09
R3 164.47 163.96 162.86
R2 163.66 163.66 162.79
R1 163.15 163.15 162.71 163.00
PP 162.85 162.85 162.85 162.78
S1 162.34 162.34 162.57 162.19
S2 162.04 162.04 162.49
S3 161.23 161.53 162.42
S4 160.42 160.72 162.19
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 166.03 165.50 163.61
R3 165.09 164.56 163.35
R2 164.15 164.15 163.26
R1 163.62 163.62 163.18 163.42
PP 163.21 163.21 163.21 163.11
S1 162.68 162.68 163.00 162.48
S2 162.27 162.27 162.92
S3 161.33 161.74 162.83
S4 160.39 160.80 162.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.71 162.55 1.16 0.7% 0.51 0.3% 8% False True 552,054
10 163.88 162.55 1.33 0.8% 0.46 0.3% 7% False True 492,940
20 163.88 160.86 3.02 1.9% 0.50 0.3% 59% False False 514,601
40 163.88 160.86 3.02 1.9% 0.51 0.3% 59% False False 498,923
60 163.88 159.37 4.51 2.8% 0.59 0.4% 73% False False 585,731
80 164.19 157.37 6.82 4.2% 0.65 0.4% 77% False False 476,020
100 164.19 157.14 7.05 4.3% 0.61 0.4% 78% False False 382,981
120 164.19 155.74 8.45 5.2% 0.55 0.3% 82% False False 319,168
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 20 trading days
Fibonacci Retracements and Extensions
4.250 166.80
2.618 165.48
1.618 164.67
1.000 164.17
0.618 163.86
HIGH 163.36
0.618 163.05
0.500 162.96
0.382 162.86
LOW 162.55
0.618 162.05
1.000 161.74
1.618 161.24
2.618 160.43
4.250 159.11
Fisher Pivots for day following 27-Aug-2018
Pivot 1 day 3 day
R1 162.96 162.96
PP 162.85 162.85
S1 162.75 162.75

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

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