Euro Bund Future March 2022
Trading Metrics calculated at close of trading on 04-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
171.36 |
170.69 |
-0.67 |
-0.4% |
172.48 |
High |
171.53 |
171.17 |
-0.36 |
-0.2% |
172.64 |
Low |
170.55 |
170.50 |
-0.05 |
0.0% |
171.31 |
Close |
170.74 |
170.81 |
0.07 |
0.0% |
171.37 |
Range |
0.98 |
0.67 |
-0.31 |
-31.6% |
1.33 |
ATR |
0.75 |
0.74 |
-0.01 |
-0.8% |
0.00 |
Volume |
494,911 |
717,434 |
222,523 |
45.0% |
1,009,806 |
|
Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172.84 |
172.49 |
171.18 |
|
R3 |
172.17 |
171.82 |
170.99 |
|
R2 |
171.50 |
171.50 |
170.93 |
|
R1 |
171.15 |
171.15 |
170.87 |
171.33 |
PP |
170.83 |
170.83 |
170.83 |
170.91 |
S1 |
170.48 |
170.48 |
170.75 |
170.66 |
S2 |
170.16 |
170.16 |
170.69 |
|
S3 |
169.49 |
169.81 |
170.63 |
|
S4 |
168.82 |
169.14 |
170.44 |
|
|
Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175.76 |
174.90 |
172.10 |
|
R3 |
174.43 |
173.57 |
171.74 |
|
R2 |
173.10 |
173.10 |
171.61 |
|
R1 |
172.24 |
172.24 |
171.49 |
172.01 |
PP |
171.77 |
171.77 |
171.77 |
171.66 |
S1 |
170.91 |
170.91 |
171.25 |
170.68 |
S2 |
170.44 |
170.44 |
171.13 |
|
S3 |
169.11 |
169.58 |
171.00 |
|
S4 |
167.78 |
168.25 |
170.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
172.42 |
170.50 |
1.92 |
1.1% |
0.65 |
0.4% |
16% |
False |
True |
370,513 |
10 |
174.44 |
170.50 |
3.94 |
2.3% |
0.71 |
0.4% |
8% |
False |
True |
343,395 |
20 |
175.02 |
170.50 |
4.52 |
2.6% |
0.75 |
0.4% |
7% |
False |
True |
418,059 |
40 |
175.02 |
170.50 |
4.52 |
2.6% |
0.79 |
0.5% |
7% |
False |
True |
287,934 |
60 |
175.02 |
169.34 |
5.68 |
3.3% |
0.77 |
0.5% |
26% |
False |
False |
194,427 |
80 |
175.02 |
169.34 |
5.68 |
3.3% |
0.69 |
0.4% |
26% |
False |
False |
146,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
174.02 |
2.618 |
172.92 |
1.618 |
172.25 |
1.000 |
171.84 |
0.618 |
171.58 |
HIGH |
171.17 |
0.618 |
170.91 |
0.500 |
170.84 |
0.382 |
170.76 |
LOW |
170.50 |
0.618 |
170.09 |
1.000 |
169.83 |
1.618 |
169.42 |
2.618 |
168.75 |
4.250 |
167.65 |
|
|
Fisher Pivots for day following 04-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
170.84 |
171.02 |
PP |
170.83 |
170.95 |
S1 |
170.82 |
170.88 |
|