Euro Bund Future June 2022
Trading Metrics calculated at close of trading on 31-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2022 |
31-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
157.53 |
157.04 |
-0.49 |
-0.3% |
161.26 |
High |
158.06 |
159.05 |
0.99 |
0.6% |
161.34 |
Low |
156.37 |
156.90 |
0.53 |
0.3% |
158.08 |
Close |
157.16 |
158.66 |
1.50 |
1.0% |
158.65 |
Range |
1.69 |
2.15 |
0.46 |
27.2% |
3.26 |
ATR |
1.50 |
1.55 |
0.05 |
3.1% |
0.00 |
Volume |
878,661 |
999,816 |
121,155 |
13.8% |
3,372,962 |
|
Daily Pivots for day following 31-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.65 |
163.81 |
159.84 |
|
R3 |
162.50 |
161.66 |
159.25 |
|
R2 |
160.35 |
160.35 |
159.05 |
|
R1 |
159.51 |
159.51 |
158.86 |
159.93 |
PP |
158.20 |
158.20 |
158.20 |
158.42 |
S1 |
157.36 |
157.36 |
158.46 |
157.78 |
S2 |
156.05 |
156.05 |
158.27 |
|
S3 |
153.90 |
155.21 |
158.07 |
|
S4 |
151.75 |
153.06 |
157.48 |
|
|
Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.14 |
167.15 |
160.44 |
|
R3 |
165.88 |
163.89 |
159.55 |
|
R2 |
162.62 |
162.62 |
159.25 |
|
R1 |
160.63 |
160.63 |
158.95 |
160.00 |
PP |
159.36 |
159.36 |
159.36 |
159.04 |
S1 |
157.37 |
157.37 |
158.35 |
156.74 |
S2 |
156.10 |
156.10 |
158.05 |
|
S3 |
152.84 |
154.11 |
157.75 |
|
S4 |
149.58 |
150.85 |
156.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.64 |
156.05 |
3.59 |
2.3% |
1.74 |
1.1% |
73% |
False |
False |
829,347 |
10 |
161.77 |
156.05 |
5.72 |
3.6% |
1.50 |
0.9% |
46% |
False |
False |
735,175 |
20 |
168.67 |
156.05 |
12.62 |
8.0% |
1.61 |
1.0% |
21% |
False |
False |
754,466 |
40 |
168.67 |
156.05 |
12.62 |
8.0% |
1.48 |
0.9% |
21% |
False |
False |
439,759 |
60 |
168.67 |
156.05 |
12.62 |
8.0% |
1.13 |
0.7% |
21% |
False |
False |
293,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.19 |
2.618 |
164.68 |
1.618 |
162.53 |
1.000 |
161.20 |
0.618 |
160.38 |
HIGH |
159.05 |
0.618 |
158.23 |
0.500 |
157.98 |
0.382 |
157.72 |
LOW |
156.90 |
0.618 |
155.57 |
1.000 |
154.75 |
1.618 |
153.42 |
2.618 |
151.27 |
4.250 |
147.76 |
|
|
Fisher Pivots for day following 31-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
158.43 |
158.29 |
PP |
158.20 |
157.92 |
S1 |
157.98 |
157.55 |
|