Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 15-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2022 |
15-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
144.65 |
142.73 |
-1.92 |
-1.3% |
150.06 |
High |
145.58 |
145.51 |
-0.07 |
0.0% |
150.34 |
Low |
142.29 |
142.25 |
-0.04 |
0.0% |
146.61 |
Close |
143.59 |
144.61 |
1.02 |
0.7% |
146.98 |
Range |
3.29 |
3.26 |
-0.03 |
-0.9% |
3.73 |
ATR |
1.63 |
1.74 |
0.12 |
7.2% |
0.00 |
Volume |
1,260,901 |
1,289,411 |
28,510 |
2.3% |
4,215,209 |
|
Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.90 |
152.52 |
146.40 |
|
R3 |
150.64 |
149.26 |
145.51 |
|
R2 |
147.38 |
147.38 |
145.21 |
|
R1 |
146.00 |
146.00 |
144.91 |
146.69 |
PP |
144.12 |
144.12 |
144.12 |
144.47 |
S1 |
142.74 |
142.74 |
144.31 |
143.43 |
S2 |
140.86 |
140.86 |
144.01 |
|
S3 |
137.60 |
139.48 |
143.71 |
|
S4 |
134.34 |
136.22 |
142.82 |
|
|
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 |
149.43 |
142.25 |
7.18 |
5.0% |
2.71 |
1.9% |
33% |
False |
True |
1,128,363 |
10 |
151.38 |
142.25 |
9.13 |
6.3% |
1.87 |
1.3% |
26% |
False |
True |
916,768 |
20 |
155.27 |
142.25 |
13.02 |
9.0% |
1.57 |
1.1% |
18% |
False |
True |
540,076 |
40 |
156.65 |
142.25 |
14.40 |
10.0% |
1.43 |
1.0% |
16% |
False |
True |
272,340 |
60 |
161.15 |
142.25 |
18.90 |
13.1% |
1.26 |
0.9% |
12% |
False |
True |
182,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.37 |
2.618 |
154.04 |
1.618 |
150.78 |
1.000 |
148.77 |
0.618 |
147.52 |
HIGH |
145.51 |
0.618 |
144.26 |
0.500 |
143.88 |
0.382 |
143.50 |
LOW |
142.25 |
0.618 |
140.24 |
1.000 |
138.99 |
1.618 |
136.98 |
2.618 |
133.72 |
4.250 |
128.40 |
|
|
Fisher Pivots for day following 15-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
144.37 |
144.72 |
PP |
144.12 |
144.68 |
S1 |
143.88 |
144.65 |
|