Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 23-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2022 |
23-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
143.52 |
145.24 |
1.72 |
1.2% |
146.71 |
High |
145.72 |
148.45 |
2.73 |
1.9% |
147.19 |
Low |
143.40 |
144.81 |
1.41 |
1.0% |
140.67 |
Close |
145.28 |
148.19 |
2.91 |
2.0% |
144.30 |
Range |
2.32 |
3.64 |
1.32 |
56.9% |
6.52 |
ATR |
1.94 |
2.06 |
0.12 |
6.3% |
0.00 |
Volume |
889,856 |
1,208,578 |
318,722 |
35.8% |
5,739,188 |
|
Daily Pivots for day following 23-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.07 |
156.77 |
150.19 |
|
R3 |
154.43 |
153.13 |
149.19 |
|
R2 |
150.79 |
150.79 |
148.86 |
|
R1 |
149.49 |
149.49 |
148.52 |
150.14 |
PP |
147.15 |
147.15 |
147.15 |
147.48 |
S1 |
145.85 |
145.85 |
147.86 |
146.50 |
S2 |
143.51 |
143.51 |
147.52 |
|
S3 |
139.87 |
142.21 |
147.19 |
|
S4 |
136.23 |
138.57 |
146.19 |
|
|
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 |
148.45 |
142.56 |
5.89 |
4.0% |
2.24 |
1.5% |
96% |
True |
False |
864,589 |
10 |
148.51 |
140.67 |
7.84 |
5.3% |
2.73 |
1.8% |
96% |
False |
False |
1,016,354 |
20 |
155.27 |
140.67 |
14.60 |
9.9% |
1.99 |
1.3% |
52% |
False |
False |
813,189 |
40 |
156.65 |
140.67 |
15.98 |
10.8% |
1.66 |
1.1% |
47% |
False |
False |
410,373 |
60 |
160.47 |
140.67 |
19.80 |
13.4% |
1.45 |
1.0% |
38% |
False |
False |
274,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.92 |
2.618 |
157.98 |
1.618 |
154.34 |
1.000 |
152.09 |
0.618 |
150.70 |
HIGH |
148.45 |
0.618 |
147.06 |
0.500 |
146.63 |
0.382 |
146.20 |
LOW |
144.81 |
0.618 |
142.56 |
1.000 |
141.17 |
1.618 |
138.92 |
2.618 |
135.28 |
4.250 |
129.34 |
|
|
Fisher Pivots for day following 23-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
147.67 |
147.38 |
PP |
147.15 |
146.56 |
S1 |
146.63 |
145.75 |
|