Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 14-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2022 |
14-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
146.71 |
144.65 |
-2.06 |
-1.4% |
150.06 |
High |
147.19 |
145.58 |
-1.61 |
-1.1% |
150.34 |
Low |
144.19 |
142.29 |
-1.90 |
-1.3% |
146.61 |
Close |
145.18 |
143.59 |
-1.59 |
-1.1% |
146.98 |
Range |
3.00 |
3.29 |
0.29 |
9.7% |
3.73 |
ATR |
1.50 |
1.63 |
0.13 |
8.5% |
0.00 |
Volume |
1,095,073 |
1,260,901 |
165,828 |
15.1% |
4,215,209 |
|
Daily Pivots for day following 14-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.69 |
151.93 |
145.40 |
|
R3 |
150.40 |
148.64 |
144.49 |
|
R2 |
147.11 |
147.11 |
144.19 |
|
R1 |
145.35 |
145.35 |
143.89 |
144.59 |
PP |
143.82 |
143.82 |
143.82 |
143.44 |
S1 |
142.06 |
142.06 |
143.29 |
141.30 |
S2 |
140.53 |
140.53 |
142.99 |
|
S3 |
137.24 |
138.77 |
142.69 |
|
S4 |
133.95 |
135.48 |
141.78 |
|
|
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 |
149.60 |
142.29 |
7.31 |
5.1% |
2.24 |
1.6% |
18% |
False |
True |
1,029,153 |
10 |
152.22 |
142.29 |
9.93 |
6.9% |
1.66 |
1.2% |
13% |
False |
True |
892,358 |
20 |
155.27 |
142.29 |
12.98 |
9.0% |
1.47 |
1.0% |
10% |
False |
True |
476,135 |
40 |
156.65 |
142.29 |
14.36 |
10.0% |
1.37 |
1.0% |
9% |
False |
True |
240,371 |
60 |
162.19 |
142.29 |
19.90 |
13.9% |
1.21 |
0.8% |
7% |
False |
True |
160,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.56 |
2.618 |
154.19 |
1.618 |
150.90 |
1.000 |
148.87 |
0.618 |
147.61 |
HIGH |
145.58 |
0.618 |
144.32 |
0.500 |
143.94 |
0.382 |
143.55 |
LOW |
142.29 |
0.618 |
140.26 |
1.000 |
139.00 |
1.618 |
136.97 |
2.618 |
133.68 |
4.250 |
128.31 |
|
|
Fisher Pivots for day following 14-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
143.94 |
145.40 |
PP |
143.82 |
144.80 |
S1 |
143.71 |
144.19 |
|