Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 13-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2022 |
13-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
147.74 |
146.71 |
-1.03 |
-0.7% |
150.06 |
High |
148.51 |
147.19 |
-1.32 |
-0.9% |
150.34 |
Low |
146.61 |
144.19 |
-2.42 |
-1.7% |
146.61 |
Close |
146.98 |
145.18 |
-1.80 |
-1.2% |
146.98 |
Range |
1.90 |
3.00 |
1.10 |
57.9% |
3.73 |
ATR |
1.39 |
1.50 |
0.12 |
8.3% |
0.00 |
Volume |
956,292 |
1,095,073 |
138,781 |
14.5% |
4,215,209 |
|
Daily Pivots for day following 13-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.52 |
152.85 |
146.83 |
|
R3 |
151.52 |
149.85 |
146.01 |
|
R2 |
148.52 |
148.52 |
145.73 |
|
R1 |
146.85 |
146.85 |
145.46 |
146.19 |
PP |
145.52 |
145.52 |
145.52 |
145.19 |
S1 |
143.85 |
143.85 |
144.91 |
143.19 |
S2 |
142.52 |
142.52 |
144.63 |
|
S3 |
139.52 |
140.85 |
144.36 |
|
S4 |
136.52 |
137.85 |
143.53 |
|
|
Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.17 |
156.80 |
149.03 |
|
R3 |
155.44 |
153.07 |
148.01 |
|
R2 |
151.71 |
151.71 |
147.66 |
|
R1 |
149.34 |
149.34 |
147.32 |
148.66 |
PP |
147.98 |
147.98 |
147.98 |
147.64 |
S1 |
145.61 |
145.61 |
146.64 |
144.93 |
S2 |
144.25 |
144.25 |
146.30 |
|
S3 |
140.52 |
141.88 |
145.95 |
|
S4 |
136.79 |
138.15 |
144.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
149.92 |
144.19 |
5.73 |
3.9% |
1.80 |
1.2% |
17% |
False |
True |
944,328 |
10 |
153.36 |
144.19 |
9.17 |
6.3% |
1.49 |
1.0% |
11% |
False |
True |
804,254 |
20 |
155.27 |
144.19 |
11.08 |
7.6% |
1.36 |
0.9% |
9% |
False |
True |
413,240 |
40 |
156.65 |
144.19 |
12.46 |
8.6% |
1.32 |
0.9% |
8% |
False |
True |
208,916 |
60 |
162.19 |
144.19 |
18.00 |
12.4% |
1.16 |
0.8% |
6% |
False |
True |
139,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.94 |
2.618 |
155.04 |
1.618 |
152.04 |
1.000 |
150.19 |
0.618 |
149.04 |
HIGH |
147.19 |
0.618 |
146.04 |
0.500 |
145.69 |
0.382 |
145.34 |
LOW |
144.19 |
0.618 |
142.34 |
1.000 |
141.19 |
1.618 |
139.34 |
2.618 |
136.34 |
4.250 |
131.44 |
|
|
Fisher Pivots for day following 13-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
145.69 |
146.81 |
PP |
145.52 |
146.27 |
S1 |
145.35 |
145.72 |
|