Euro Bund Future September 2022
| Trading Metrics calculated at close of trading on 21-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2022 |
21-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
144.29 |
143.29 |
-1.00 |
-0.7% |
146.71 |
| High |
144.98 |
144.01 |
-0.97 |
-0.7% |
147.19 |
| Low |
143.15 |
143.05 |
-0.10 |
-0.1% |
140.67 |
| Close |
143.46 |
143.33 |
-0.13 |
-0.1% |
144.30 |
| Range |
1.83 |
0.96 |
-0.87 |
-47.5% |
6.52 |
| ATR |
1.98 |
1.91 |
-0.07 |
-3.7% |
0.00 |
| Volume |
586,743 |
782,885 |
196,142 |
33.4% |
5,739,188 |
|
| Daily Pivots for day following 21-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.34 |
145.80 |
143.86 |
|
| R3 |
145.38 |
144.84 |
143.59 |
|
| R2 |
144.42 |
144.42 |
143.51 |
|
| R1 |
143.88 |
143.88 |
143.42 |
144.15 |
| PP |
143.46 |
143.46 |
143.46 |
143.60 |
| S1 |
142.92 |
142.92 |
143.24 |
143.19 |
| S2 |
142.50 |
142.50 |
143.15 |
|
| S3 |
141.54 |
141.96 |
143.07 |
|
| S4 |
140.58 |
141.00 |
142.80 |
|
|
| 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 |
145.51 |
140.67 |
4.84 |
3.4% |
2.63 |
1.8% |
55% |
False |
False |
950,568 |
| 10 |
149.60 |
140.67 |
8.93 |
6.2% |
2.44 |
1.7% |
30% |
False |
False |
989,860 |
| 20 |
155.27 |
140.67 |
14.60 |
10.2% |
1.80 |
1.3% |
18% |
False |
False |
711,124 |
| 40 |
156.65 |
140.67 |
15.98 |
11.1% |
1.56 |
1.1% |
17% |
False |
False |
358,128 |
| 60 |
160.47 |
140.67 |
19.80 |
13.8% |
1.39 |
1.0% |
13% |
False |
False |
239,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.09 |
|
2.618 |
146.52 |
|
1.618 |
145.56 |
|
1.000 |
144.97 |
|
0.618 |
144.60 |
|
HIGH |
144.01 |
|
0.618 |
143.64 |
|
0.500 |
143.53 |
|
0.382 |
143.42 |
|
LOW |
143.05 |
|
0.618 |
142.46 |
|
1.000 |
142.09 |
|
1.618 |
141.50 |
|
2.618 |
140.54 |
|
4.250 |
138.97 |
|
|
| Fisher Pivots for day following 21-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
143.53 |
143.78 |
| PP |
143.46 |
143.63 |
| S1 |
143.40 |
143.48 |
|