Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 30-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2022 |
30-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
145.36 |
146.97 |
1.61 |
1.1% |
144.29 |
High |
147.37 |
149.35 |
1.98 |
1.3% |
149.00 |
Low |
145.14 |
146.50 |
1.36 |
0.9% |
143.05 |
Close |
146.99 |
148.78 |
1.79 |
1.2% |
147.94 |
Range |
2.23 |
2.85 |
0.62 |
27.8% |
5.95 |
ATR |
2.07 |
2.12 |
0.06 |
2.7% |
0.00 |
Volume |
839,074 |
977,262 |
138,188 |
16.5% |
4,249,709 |
|
Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.76 |
155.62 |
150.35 |
|
R3 |
153.91 |
152.77 |
149.56 |
|
R2 |
151.06 |
151.06 |
149.30 |
|
R1 |
149.92 |
149.92 |
149.04 |
150.49 |
PP |
148.21 |
148.21 |
148.21 |
148.50 |
S1 |
147.07 |
147.07 |
148.52 |
147.64 |
S2 |
145.36 |
145.36 |
148.26 |
|
S3 |
142.51 |
144.22 |
148.00 |
|
S4 |
139.66 |
141.37 |
147.21 |
|
|
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 |
149.35 |
144.72 |
4.63 |
3.1% |
2.21 |
1.5% |
88% |
True |
False |
799,321 |
10 |
149.35 |
142.56 |
6.79 |
4.6% |
2.22 |
1.5% |
92% |
True |
False |
831,955 |
20 |
150.59 |
140.67 |
9.92 |
6.7% |
2.23 |
1.5% |
82% |
False |
False |
903,762 |
40 |
155.87 |
140.67 |
15.20 |
10.2% |
1.79 |
1.2% |
53% |
False |
False |
509,948 |
60 |
159.74 |
140.67 |
19.07 |
12.8% |
1.56 |
1.0% |
43% |
False |
False |
341,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.46 |
2.618 |
156.81 |
1.618 |
153.96 |
1.000 |
152.20 |
0.618 |
151.11 |
HIGH |
149.35 |
0.618 |
148.26 |
0.500 |
147.93 |
0.382 |
147.59 |
LOW |
146.50 |
0.618 |
144.74 |
1.000 |
143.65 |
1.618 |
141.89 |
2.618 |
139.04 |
4.250 |
134.39 |
|
|
Fisher Pivots for day following 30-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
148.50 |
148.20 |
PP |
148.21 |
147.62 |
S1 |
147.93 |
147.04 |
|