Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 22-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2022 |
22-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
143.29 |
143.52 |
0.23 |
0.2% |
146.71 |
High |
144.01 |
145.72 |
1.71 |
1.2% |
147.19 |
Low |
143.05 |
143.40 |
0.35 |
0.2% |
140.67 |
Close |
143.33 |
145.28 |
1.95 |
1.4% |
144.30 |
Range |
0.96 |
2.32 |
1.36 |
141.7% |
6.52 |
ATR |
1.91 |
1.94 |
0.03 |
1.8% |
0.00 |
Volume |
782,885 |
889,856 |
106,971 |
13.7% |
5,739,188 |
|
Daily Pivots for day following 22-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.76 |
150.84 |
146.56 |
|
R3 |
149.44 |
148.52 |
145.92 |
|
R2 |
147.12 |
147.12 |
145.71 |
|
R1 |
146.20 |
146.20 |
145.49 |
146.66 |
PP |
144.80 |
144.80 |
144.80 |
145.03 |
S1 |
143.88 |
143.88 |
145.07 |
144.34 |
S2 |
142.48 |
142.48 |
144.85 |
|
S3 |
140.16 |
141.56 |
144.64 |
|
S4 |
137.84 |
139.24 |
144.00 |
|
|
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 |
145.72 |
140.67 |
5.05 |
3.5% |
2.45 |
1.7% |
91% |
True |
False |
870,657 |
10 |
149.43 |
140.67 |
8.76 |
6.0% |
2.58 |
1.8% |
53% |
False |
False |
999,510 |
20 |
155.27 |
140.67 |
14.60 |
10.0% |
1.86 |
1.3% |
32% |
False |
False |
754,682 |
40 |
156.65 |
140.67 |
15.98 |
11.0% |
1.59 |
1.1% |
29% |
False |
False |
380,249 |
60 |
160.47 |
140.67 |
19.80 |
13.6% |
1.40 |
1.0% |
23% |
False |
False |
254,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.58 |
2.618 |
151.79 |
1.618 |
149.47 |
1.000 |
148.04 |
0.618 |
147.15 |
HIGH |
145.72 |
0.618 |
144.83 |
0.500 |
144.56 |
0.382 |
144.29 |
LOW |
143.40 |
0.618 |
141.97 |
1.000 |
141.08 |
1.618 |
139.65 |
2.618 |
137.33 |
4.250 |
133.54 |
|
|
Fisher Pivots for day following 22-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
145.04 |
144.98 |
PP |
144.80 |
144.68 |
S1 |
144.56 |
144.39 |
|