Euro Bund Future June 2022
Trading Metrics calculated at close of trading on 27-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
Open |
153.86 |
153.31 |
-0.55 |
-0.4% |
153.82 |
High |
154.74 |
154.14 |
-0.60 |
-0.4% |
154.74 |
Low |
153.19 |
153.22 |
0.03 |
0.0% |
152.77 |
Close |
153.26 |
153.74 |
0.48 |
0.3% |
153.74 |
Range |
1.55 |
0.92 |
-0.63 |
-40.6% |
1.97 |
ATR |
1.47 |
1.43 |
-0.04 |
-2.7% |
0.00 |
Volume |
783,651 |
629,944 |
-153,707 |
-19.6% |
3,929,639 |
|
Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.46 |
156.02 |
154.25 |
|
R3 |
155.54 |
155.10 |
153.99 |
|
R2 |
154.62 |
154.62 |
153.91 |
|
R1 |
154.18 |
154.18 |
153.82 |
154.40 |
PP |
153.70 |
153.70 |
153.70 |
153.81 |
S1 |
153.26 |
153.26 |
153.66 |
153.48 |
S2 |
152.78 |
152.78 |
153.57 |
|
S3 |
151.86 |
152.34 |
153.49 |
|
S4 |
150.94 |
151.42 |
153.23 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.66 |
158.67 |
154.82 |
|
R3 |
157.69 |
156.70 |
154.28 |
|
R2 |
155.72 |
155.72 |
154.10 |
|
R1 |
154.73 |
154.73 |
153.92 |
154.24 |
PP |
153.75 |
153.75 |
153.75 |
153.51 |
S1 |
152.76 |
152.76 |
153.56 |
152.27 |
S2 |
151.78 |
151.78 |
153.38 |
|
S3 |
149.81 |
150.79 |
153.20 |
|
S4 |
147.84 |
148.82 |
152.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
154.74 |
152.77 |
1.97 |
1.3% |
1.18 |
0.8% |
49% |
False |
False |
785,927 |
10 |
154.74 |
151.89 |
2.85 |
1.9% |
1.27 |
0.8% |
65% |
False |
False |
795,875 |
20 |
155.33 |
150.49 |
4.84 |
3.1% |
1.44 |
0.9% |
67% |
False |
False |
799,431 |
40 |
159.79 |
150.49 |
9.30 |
6.0% |
1.45 |
0.9% |
35% |
False |
False |
808,872 |
60 |
168.67 |
150.49 |
18.18 |
11.8% |
1.49 |
1.0% |
18% |
False |
False |
791,212 |
80 |
168.67 |
150.49 |
18.18 |
11.8% |
1.46 |
1.0% |
18% |
False |
False |
611,877 |
100 |
168.67 |
150.49 |
18.18 |
11.8% |
1.24 |
0.8% |
18% |
False |
False |
489,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.05 |
2.618 |
156.55 |
1.618 |
155.63 |
1.000 |
155.06 |
0.618 |
154.71 |
HIGH |
154.14 |
0.618 |
153.79 |
0.500 |
153.68 |
0.382 |
153.57 |
LOW |
153.22 |
0.618 |
152.65 |
1.000 |
152.30 |
1.618 |
151.73 |
2.618 |
150.81 |
4.250 |
149.31 |
|
|
Fisher Pivots for day following 27-May-2022 |
Pivot |
1 day |
3 day |
R1 |
153.72 |
153.97 |
PP |
153.70 |
153.89 |
S1 |
153.68 |
153.82 |
|