Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 28-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2022 |
28-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
147.76 |
146.34 |
-1.42 |
-1.0% |
144.29 |
High |
147.82 |
146.80 |
-1.02 |
-0.7% |
149.00 |
Low |
146.03 |
144.72 |
-1.31 |
-0.9% |
143.05 |
Close |
146.49 |
145.18 |
-1.31 |
-0.9% |
147.94 |
Range |
1.79 |
2.08 |
0.29 |
16.2% |
5.95 |
ATR |
2.05 |
2.05 |
0.00 |
0.1% |
0.00 |
Volume |
603,121 |
795,503 |
192,382 |
31.9% |
4,249,709 |
|
Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.81 |
150.57 |
146.32 |
|
R3 |
149.73 |
148.49 |
145.75 |
|
R2 |
147.65 |
147.65 |
145.56 |
|
R1 |
146.41 |
146.41 |
145.37 |
145.99 |
PP |
145.57 |
145.57 |
145.57 |
145.36 |
S1 |
144.33 |
144.33 |
144.99 |
143.91 |
S2 |
143.49 |
143.49 |
144.80 |
|
S3 |
141.41 |
142.25 |
144.61 |
|
S4 |
139.33 |
140.17 |
144.04 |
|
|
Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.51 |
162.18 |
151.21 |
|
R3 |
158.56 |
156.23 |
149.58 |
|
R2 |
152.61 |
152.61 |
149.03 |
|
R1 |
150.28 |
150.28 |
148.49 |
151.45 |
PP |
146.66 |
146.66 |
146.66 |
147.25 |
S1 |
144.33 |
144.33 |
147.39 |
145.50 |
S2 |
140.71 |
140.71 |
146.85 |
|
S3 |
134.76 |
138.38 |
146.30 |
|
S4 |
128.81 |
132.43 |
144.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
149.00 |
143.40 |
5.60 |
3.9% |
2.38 |
1.6% |
32% |
False |
False |
855,741 |
10 |
149.00 |
140.67 |
8.33 |
5.7% |
2.51 |
1.7% |
54% |
False |
False |
903,154 |
20 |
152.22 |
140.67 |
11.55 |
8.0% |
2.08 |
1.4% |
39% |
False |
False |
897,756 |
40 |
155.87 |
140.67 |
15.20 |
10.5% |
1.74 |
1.2% |
30% |
False |
False |
464,785 |
60 |
160.47 |
140.67 |
19.80 |
13.6% |
1.50 |
1.0% |
23% |
False |
False |
310,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.64 |
2.618 |
152.25 |
1.618 |
150.17 |
1.000 |
148.88 |
0.618 |
148.09 |
HIGH |
146.80 |
0.618 |
146.01 |
0.500 |
145.76 |
0.382 |
145.51 |
LOW |
144.72 |
0.618 |
143.43 |
1.000 |
142.64 |
1.618 |
141.35 |
2.618 |
139.27 |
4.250 |
135.88 |
|
|
Fisher Pivots for day following 28-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
145.76 |
146.86 |
PP |
145.57 |
146.30 |
S1 |
145.37 |
145.74 |
|