Euro Bund Future September 2022


Trading Metrics calculated at close of trading on 28-Jul-2022
Day Change Summary
Previous Current
27-Jul-2022 28-Jul-2022 Change Change % Previous Week
Open 155.80 155.75 -0.05 0.0% 152.95
High 156.24 157.97 1.73 1.1% 155.16
Low 155.36 154.75 -0.61 -0.4% 149.69
Close 156.16 157.90 1.74 1.1% 154.46
Range 0.88 3.22 2.34 265.9% 5.47
ATR 1.94 2.03 0.09 4.7% 0.00
Volume 645,606 809,485 163,879 25.4% 3,631,939
Daily Pivots for day following 28-Jul-2022
Classic Woodie Camarilla DeMark
R4 166.53 165.44 159.67
R3 163.31 162.22 158.79
R2 160.09 160.09 158.49
R1 159.00 159.00 158.20 159.55
PP 156.87 156.87 156.87 157.15
S1 155.78 155.78 157.60 156.33
S2 153.65 153.65 157.31
S3 150.43 152.56 157.01
S4 147.21 149.34 156.13
Weekly Pivots for week ending 22-Jul-2022
Classic Woodie Camarilla DeMark
R4 169.51 167.46 157.47
R3 164.04 161.99 155.96
R2 158.57 158.57 155.46
R1 156.52 156.52 154.96 157.55
PP 153.10 153.10 153.10 153.62
S1 151.05 151.05 153.96 152.08
S2 147.63 147.63 153.46
S3 142.16 145.58 152.96
S4 136.69 140.11 151.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157.97 152.13 5.84 3.7% 1.99 1.3% 99% True False 680,656
10 157.97 149.69 8.28 5.2% 1.96 1.2% 99% True False 681,762
20 157.97 146.50 11.47 7.3% 2.06 1.3% 99% True False 732,360
40 157.97 140.67 17.30 11.0% 2.10 1.3% 100% True False 809,902
60 157.97 140.67 17.30 11.0% 1.86 1.2% 100% True False 567,886
80 160.47 140.67 19.80 12.5% 1.66 1.1% 87% False False 426,777
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 0.44
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 171.66
2.618 166.40
1.618 163.18
1.000 161.19
0.618 159.96
HIGH 157.97
0.618 156.74
0.500 156.36
0.382 155.98
LOW 154.75
0.618 152.76
1.000 151.53
1.618 149.54
2.618 146.32
4.250 141.07
Fisher Pivots for day following 28-Jul-2022
Pivot 1 day 3 day
R1 157.39 157.35
PP 156.87 156.80
S1 156.36 156.25

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

View Archives - Comment on this page... - Back to Index of Symbols