Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 05-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2022 |
05-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
148.76 |
149.24 |
0.48 |
0.3% |
147.76 |
High |
151.65 |
151.45 |
-0.20 |
-0.1% |
151.65 |
Low |
148.24 |
148.72 |
0.48 |
0.3% |
144.72 |
Close |
150.85 |
151.24 |
0.39 |
0.3% |
150.85 |
Range |
3.41 |
2.73 |
-0.68 |
-19.9% |
6.93 |
ATR |
2.21 |
2.25 |
0.04 |
1.7% |
0.00 |
Volume |
955,046 |
804,111 |
-150,935 |
-15.8% |
4,170,006 |
|
Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.66 |
157.68 |
152.74 |
|
R3 |
155.93 |
154.95 |
151.99 |
|
R2 |
153.20 |
153.20 |
151.74 |
|
R1 |
152.22 |
152.22 |
151.49 |
152.71 |
PP |
150.47 |
150.47 |
150.47 |
150.72 |
S1 |
149.49 |
149.49 |
150.99 |
149.98 |
S2 |
147.74 |
147.74 |
150.74 |
|
S3 |
145.01 |
146.76 |
150.49 |
|
S4 |
142.28 |
144.03 |
149.74 |
|
|
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% |
2.66 |
1.8% |
94% |
False |
False |
874,199 |
10 |
151.65 |
143.05 |
8.60 |
5.7% |
2.41 |
1.6% |
95% |
False |
False |
863,708 |
20 |
151.65 |
140.67 |
10.98 |
7.3% |
2.43 |
1.6% |
96% |
False |
False |
929,479 |
40 |
155.87 |
140.67 |
15.20 |
10.1% |
1.86 |
1.2% |
70% |
False |
False |
553,796 |
60 |
158.53 |
140.67 |
17.86 |
11.8% |
1.63 |
1.1% |
59% |
False |
False |
370,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.05 |
2.618 |
158.60 |
1.618 |
155.87 |
1.000 |
154.18 |
0.618 |
153.14 |
HIGH |
151.45 |
0.618 |
150.41 |
0.500 |
150.09 |
0.382 |
149.76 |
LOW |
148.72 |
0.618 |
147.03 |
1.000 |
145.99 |
1.618 |
144.30 |
2.618 |
141.57 |
4.250 |
137.12 |
|
|
Fisher Pivots for day following 05-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
150.86 |
150.52 |
PP |
150.47 |
149.80 |
S1 |
150.09 |
149.08 |
|