Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 01-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2022 |
01-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
146.97 |
148.76 |
1.79 |
1.2% |
147.76 |
High |
149.35 |
151.65 |
2.30 |
1.5% |
151.65 |
Low |
146.50 |
148.24 |
1.74 |
1.2% |
144.72 |
Close |
148.78 |
150.85 |
2.07 |
1.4% |
150.85 |
Range |
2.85 |
3.41 |
0.56 |
19.6% |
6.93 |
ATR |
2.12 |
2.21 |
0.09 |
4.3% |
0.00 |
Volume |
977,262 |
955,046 |
-22,216 |
-2.3% |
4,170,006 |
|
Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.48 |
159.07 |
152.73 |
|
R3 |
157.07 |
155.66 |
151.79 |
|
R2 |
153.66 |
153.66 |
151.48 |
|
R1 |
152.25 |
152.25 |
151.16 |
152.96 |
PP |
150.25 |
150.25 |
150.25 |
150.60 |
S1 |
148.84 |
148.84 |
150.54 |
149.55 |
S2 |
146.84 |
146.84 |
150.22 |
|
S3 |
143.43 |
145.43 |
149.91 |
|
S4 |
140.02 |
142.02 |
148.97 |
|
|
Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.86 |
167.29 |
154.66 |
|
R3 |
162.93 |
160.36 |
152.76 |
|
R2 |
156.00 |
156.00 |
152.12 |
|
R1 |
153.43 |
153.43 |
151.49 |
154.72 |
PP |
149.07 |
149.07 |
149.07 |
149.72 |
S1 |
146.50 |
146.50 |
150.21 |
147.79 |
S2 |
142.14 |
142.14 |
149.58 |
|
S3 |
135.21 |
139.57 |
148.94 |
|
S4 |
128.28 |
132.64 |
147.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
151.65 |
144.72 |
6.93 |
4.6% |
2.47 |
1.6% |
88% |
True |
False |
834,001 |
10 |
151.65 |
143.05 |
8.60 |
5.7% |
2.32 |
1.5% |
91% |
True |
False |
841,971 |
20 |
151.65 |
140.67 |
10.98 |
7.3% |
2.36 |
1.6% |
93% |
True |
False |
918,705 |
40 |
155.87 |
140.67 |
15.20 |
10.1% |
1.83 |
1.2% |
67% |
False |
False |
533,734 |
60 |
158.53 |
140.67 |
17.86 |
11.8% |
1.59 |
1.1% |
57% |
False |
False |
357,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.14 |
2.618 |
160.58 |
1.618 |
157.17 |
1.000 |
155.06 |
0.618 |
153.76 |
HIGH |
151.65 |
0.618 |
150.35 |
0.500 |
149.95 |
0.382 |
149.54 |
LOW |
148.24 |
0.618 |
146.13 |
1.000 |
144.83 |
1.618 |
142.72 |
2.618 |
139.31 |
4.250 |
133.75 |
|
|
Fisher Pivots for day following 01-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
150.55 |
150.03 |
PP |
150.25 |
149.21 |
S1 |
149.95 |
148.40 |
|