Euro Bund Future March 2022
Trading Metrics calculated at close of trading on 06-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
170.75 |
170.53 |
-0.22 |
-0.1% |
172.48 |
High |
170.93 |
170.61 |
-0.32 |
-0.2% |
172.64 |
Low |
170.53 |
169.95 |
-0.58 |
-0.3% |
171.31 |
Close |
170.75 |
170.34 |
-0.41 |
-0.2% |
171.37 |
Range |
0.40 |
0.66 |
0.26 |
65.0% |
1.33 |
ATR |
0.72 |
0.73 |
0.01 |
0.8% |
0.00 |
Volume |
639,223 |
763,589 |
124,366 |
19.5% |
1,009,806 |
|
Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172.28 |
171.97 |
170.70 |
|
R3 |
171.62 |
171.31 |
170.52 |
|
R2 |
170.96 |
170.96 |
170.46 |
|
R1 |
170.65 |
170.65 |
170.40 |
170.48 |
PP |
170.30 |
170.30 |
170.30 |
170.21 |
S1 |
169.99 |
169.99 |
170.28 |
169.82 |
S2 |
169.64 |
169.64 |
170.22 |
|
S3 |
168.98 |
169.33 |
170.16 |
|
S4 |
168.32 |
168.67 |
169.98 |
|
|
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 |
171.53 |
169.95 |
1.58 |
0.9% |
0.54 |
0.3% |
25% |
False |
True |
523,031 |
10 |
173.19 |
169.95 |
3.24 |
1.9% |
0.62 |
0.4% |
12% |
False |
True |
399,674 |
20 |
174.94 |
169.95 |
4.99 |
2.9% |
0.69 |
0.4% |
8% |
False |
True |
420,712 |
40 |
175.02 |
169.95 |
5.07 |
3.0% |
0.76 |
0.4% |
8% |
False |
True |
322,503 |
60 |
175.02 |
169.34 |
5.68 |
3.3% |
0.77 |
0.5% |
18% |
False |
False |
217,646 |
80 |
175.02 |
169.34 |
5.68 |
3.3% |
0.70 |
0.4% |
18% |
False |
False |
163,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
173.42 |
2.618 |
172.34 |
1.618 |
171.68 |
1.000 |
171.27 |
0.618 |
171.02 |
HIGH |
170.61 |
0.618 |
170.36 |
0.500 |
170.28 |
0.382 |
170.20 |
LOW |
169.95 |
0.618 |
169.54 |
1.000 |
169.29 |
1.618 |
168.88 |
2.618 |
168.22 |
4.250 |
167.15 |
|
|
Fisher Pivots for day following 06-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
170.32 |
170.56 |
PP |
170.30 |
170.49 |
S1 |
170.28 |
170.41 |
|