Euro Bund Future March 2022
Trading Metrics calculated at close of trading on 04-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2022 |
04-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
169.55 |
169.54 |
-0.01 |
0.0% |
167.03 |
High |
169.75 |
171.22 |
1.47 |
0.9% |
171.22 |
Low |
168.46 |
169.17 |
0.71 |
0.4% |
166.25 |
Close |
169.20 |
170.96 |
1.76 |
1.0% |
170.96 |
Range |
1.29 |
2.05 |
0.76 |
58.9% |
4.97 |
ATR |
1.46 |
1.50 |
0.04 |
2.9% |
0.00 |
Volume |
1,517,446 |
926,401 |
-591,045 |
-38.9% |
6,709,714 |
|
Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.60 |
175.83 |
172.09 |
|
R3 |
174.55 |
173.78 |
171.52 |
|
R2 |
172.50 |
172.50 |
171.34 |
|
R1 |
171.73 |
171.73 |
171.15 |
172.12 |
PP |
170.45 |
170.45 |
170.45 |
170.64 |
S1 |
169.68 |
169.68 |
170.77 |
170.07 |
S2 |
168.40 |
168.40 |
170.58 |
|
S3 |
166.35 |
167.63 |
170.40 |
|
S4 |
164.30 |
165.58 |
169.83 |
|
|
Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
184.39 |
182.64 |
173.69 |
|
R3 |
179.42 |
177.67 |
172.33 |
|
R2 |
174.45 |
174.45 |
171.87 |
|
R1 |
172.70 |
172.70 |
171.42 |
173.58 |
PP |
169.48 |
169.48 |
169.48 |
169.91 |
S1 |
167.73 |
167.73 |
170.50 |
168.61 |
S2 |
164.51 |
164.51 |
170.05 |
|
S3 |
159.54 |
162.76 |
169.59 |
|
S4 |
154.57 |
157.79 |
168.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
171.22 |
166.25 |
4.97 |
2.9% |
2.15 |
1.3% |
95% |
True |
False |
1,341,942 |
10 |
171.22 |
165.16 |
6.06 |
3.5% |
1.80 |
1.1% |
96% |
True |
False |
1,123,251 |
20 |
171.22 |
164.34 |
6.88 |
4.0% |
1.52 |
0.9% |
96% |
True |
False |
1,057,426 |
40 |
171.22 |
164.34 |
6.88 |
4.0% |
1.18 |
0.7% |
96% |
True |
False |
915,914 |
60 |
175.02 |
164.34 |
10.68 |
6.2% |
1.03 |
0.6% |
62% |
False |
False |
750,971 |
80 |
175.02 |
164.34 |
10.68 |
6.2% |
0.98 |
0.6% |
62% |
False |
False |
609,828 |
100 |
175.02 |
164.34 |
10.68 |
6.2% |
0.93 |
0.5% |
62% |
False |
False |
489,390 |
120 |
175.02 |
164.34 |
10.68 |
6.2% |
0.85 |
0.5% |
62% |
False |
False |
408,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
179.93 |
2.618 |
176.59 |
1.618 |
174.54 |
1.000 |
173.27 |
0.618 |
172.49 |
HIGH |
171.22 |
0.618 |
170.44 |
0.500 |
170.20 |
0.382 |
169.95 |
LOW |
169.17 |
0.618 |
167.90 |
1.000 |
167.12 |
1.618 |
165.85 |
2.618 |
163.80 |
4.250 |
160.46 |
|
|
Fisher Pivots for day following 04-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
170.71 |
170.59 |
PP |
170.45 |
170.21 |
S1 |
170.20 |
169.84 |
|