Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 16-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2022 |
16-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
142.73 |
145.36 |
2.63 |
1.8% |
150.06 |
High |
145.51 |
145.36 |
-0.15 |
-0.1% |
150.34 |
Low |
142.25 |
140.67 |
-1.58 |
-1.1% |
146.61 |
Close |
144.61 |
143.74 |
-0.87 |
-0.6% |
146.98 |
Range |
3.26 |
4.69 |
1.43 |
43.9% |
3.73 |
ATR |
1.74 |
1.96 |
0.21 |
12.1% |
0.00 |
Volume |
1,289,411 |
1,238,916 |
-50,495 |
-3.9% |
4,215,209 |
|
Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.33 |
155.22 |
146.32 |
|
R3 |
152.64 |
150.53 |
145.03 |
|
R2 |
147.95 |
147.95 |
144.60 |
|
R1 |
145.84 |
145.84 |
144.17 |
144.55 |
PP |
143.26 |
143.26 |
143.26 |
142.61 |
S1 |
141.15 |
141.15 |
143.31 |
139.86 |
S2 |
138.57 |
138.57 |
142.88 |
|
S3 |
133.88 |
136.46 |
142.45 |
|
S4 |
129.19 |
131.77 |
141.16 |
|
|
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 |
148.51 |
140.67 |
7.84 |
5.5% |
3.23 |
2.2% |
39% |
False |
True |
1,168,118 |
10 |
150.59 |
140.67 |
9.92 |
6.9% |
2.23 |
1.6% |
31% |
False |
True |
975,569 |
20 |
155.27 |
140.67 |
14.60 |
10.2% |
1.75 |
1.2% |
21% |
False |
True |
601,416 |
40 |
156.65 |
140.67 |
15.98 |
11.1% |
1.51 |
1.1% |
19% |
False |
True |
303,134 |
60 |
160.70 |
140.67 |
20.03 |
13.9% |
1.33 |
0.9% |
15% |
False |
True |
202,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.29 |
2.618 |
157.64 |
1.618 |
152.95 |
1.000 |
150.05 |
0.618 |
148.26 |
HIGH |
145.36 |
0.618 |
143.57 |
0.500 |
143.02 |
0.382 |
142.46 |
LOW |
140.67 |
0.618 |
137.77 |
1.000 |
135.98 |
1.618 |
133.08 |
2.618 |
128.39 |
4.250 |
120.74 |
|
|
Fisher Pivots for day following 16-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
143.50 |
143.54 |
PP |
143.26 |
143.33 |
S1 |
143.02 |
143.13 |
|