Euro Bund Future September 2022


Trading Metrics calculated at close of trading on 21-Jul-2022
Day Change Summary
Previous Current
20-Jul-2022 21-Jul-2022 Change Change % Previous Week
Open 151.01 151.88 0.87 0.6% 149.90
High 152.37 152.38 0.01 0.0% 153.80
Low 150.83 149.69 -1.14 -0.8% 149.75
Close 151.28 152.18 0.90 0.6% 153.10
Range 1.54 2.69 1.15 74.7% 4.05
ATR 2.00 2.05 0.05 2.5% 0.00
Volume 713,598 917,636 204,038 28.6% 3,421,203
Daily Pivots for day following 21-Jul-2022
Classic Woodie Camarilla DeMark
R4 159.49 158.52 153.66
R3 156.80 155.83 152.92
R2 154.11 154.11 152.67
R1 153.14 153.14 152.43 153.63
PP 151.42 151.42 151.42 151.66
S1 150.45 150.45 151.93 150.94
S2 148.73 148.73 151.69
S3 146.04 147.76 151.44
S4 143.35 145.07 150.70
Weekly Pivots for week ending 15-Jul-2022
Classic Woodie Camarilla DeMark
R4 164.37 162.78 155.33
R3 160.32 158.73 154.21
R2 156.27 156.27 153.84
R1 154.68 154.68 153.47 155.48
PP 152.22 152.22 152.22 152.61
S1 150.63 150.63 152.73 151.43
S2 148.17 148.17 152.36
S3 144.12 146.58 151.99
S4 140.07 142.53 150.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153.80 149.69 4.11 2.7% 1.92 1.3% 61% False True 682,869
10 153.80 149.69 4.11 2.7% 1.84 1.2% 61% False True 681,576
20 153.80 144.72 9.08 6.0% 2.16 1.4% 82% False False 773,592
40 155.27 140.67 14.60 9.6% 2.01 1.3% 79% False False 764,137
60 156.65 140.67 15.98 10.5% 1.78 1.2% 72% False False 511,363
80 160.47 140.67 19.80 13.0% 1.59 1.0% 58% False False 384,297
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 0.34
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 163.81
2.618 159.42
1.618 156.73
1.000 155.07
0.618 154.04
HIGH 152.38
0.618 151.35
0.500 151.04
0.382 150.72
LOW 149.69
0.618 148.03
1.000 147.00
1.618 145.34
2.618 142.65
4.250 138.26
Fisher Pivots for day following 21-Jul-2022
Pivot 1 day 3 day
R1 151.80 151.84
PP 151.42 151.49
S1 151.04 151.15

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

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