Euro Bund Future September 2022
| Trading Metrics calculated at close of trading on 20-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2022 |
20-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
143.54 |
144.29 |
0.75 |
0.5% |
146.71 |
| High |
144.99 |
144.98 |
-0.01 |
0.0% |
147.19 |
| Low |
142.56 |
143.15 |
0.59 |
0.4% |
140.67 |
| Close |
144.30 |
143.46 |
-0.84 |
-0.6% |
144.30 |
| Range |
2.43 |
1.83 |
-0.60 |
-24.7% |
6.52 |
| ATR |
1.99 |
1.98 |
-0.01 |
-0.6% |
0.00 |
| Volume |
854,887 |
586,743 |
-268,144 |
-31.4% |
5,739,188 |
|
| Daily Pivots for day following 20-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.35 |
148.24 |
144.47 |
|
| R3 |
147.52 |
146.41 |
143.96 |
|
| R2 |
145.69 |
145.69 |
143.80 |
|
| R1 |
144.58 |
144.58 |
143.63 |
144.22 |
| PP |
143.86 |
143.86 |
143.86 |
143.69 |
| S1 |
142.75 |
142.75 |
143.29 |
142.39 |
| S2 |
142.03 |
142.03 |
143.12 |
|
| S3 |
140.20 |
140.92 |
142.96 |
|
| S4 |
138.37 |
139.09 |
142.45 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.61 |
160.48 |
147.89 |
|
| R3 |
157.09 |
153.96 |
146.09 |
|
| R2 |
150.57 |
150.57 |
145.50 |
|
| R1 |
147.44 |
147.44 |
144.90 |
145.75 |
| PP |
144.05 |
144.05 |
144.05 |
143.21 |
| S1 |
140.92 |
140.92 |
143.70 |
139.23 |
| S2 |
137.53 |
137.53 |
143.10 |
|
| S3 |
131.01 |
134.40 |
142.51 |
|
| S4 |
124.49 |
127.88 |
140.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145.58 |
140.67 |
4.91 |
3.4% |
3.10 |
2.2% |
57% |
False |
False |
1,046,171 |
| 10 |
149.92 |
140.67 |
9.25 |
6.4% |
2.45 |
1.7% |
30% |
False |
False |
995,250 |
| 20 |
155.27 |
140.67 |
14.60 |
10.2% |
1.81 |
1.3% |
19% |
False |
False |
672,629 |
| 40 |
156.65 |
140.67 |
15.98 |
11.1% |
1.57 |
1.1% |
17% |
False |
False |
338,641 |
| 60 |
160.56 |
140.67 |
19.89 |
13.9% |
1.39 |
1.0% |
14% |
False |
False |
226,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152.76 |
|
2.618 |
149.77 |
|
1.618 |
147.94 |
|
1.000 |
146.81 |
|
0.618 |
146.11 |
|
HIGH |
144.98 |
|
0.618 |
144.28 |
|
0.500 |
144.07 |
|
0.382 |
143.85 |
|
LOW |
143.15 |
|
0.618 |
142.02 |
|
1.000 |
141.32 |
|
1.618 |
140.19 |
|
2.618 |
138.36 |
|
4.250 |
135.37 |
|
|
| Fisher Pivots for day following 20-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
144.07 |
143.31 |
| PP |
143.86 |
143.16 |
| S1 |
143.66 |
143.02 |
|