Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 11-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
150.46 |
149.90 |
-0.56 |
-0.4% |
149.24 |
High |
151.17 |
151.67 |
0.50 |
0.3% |
152.92 |
Low |
149.79 |
149.75 |
-0.04 |
0.0% |
148.72 |
Close |
150.07 |
151.40 |
1.33 |
0.9% |
150.07 |
Range |
1.38 |
1.92 |
0.54 |
39.1% |
4.20 |
ATR |
2.16 |
2.15 |
-0.02 |
-0.8% |
0.00 |
Volume |
559,023 |
467,791 |
-91,232 |
-16.3% |
3,054,867 |
|
Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.70 |
155.97 |
152.46 |
|
R3 |
154.78 |
154.05 |
151.93 |
|
R2 |
152.86 |
152.86 |
151.75 |
|
R1 |
152.13 |
152.13 |
151.58 |
152.50 |
PP |
150.94 |
150.94 |
150.94 |
151.12 |
S1 |
150.21 |
150.21 |
151.22 |
150.58 |
S2 |
149.02 |
149.02 |
151.05 |
|
S3 |
147.10 |
148.29 |
150.87 |
|
S4 |
145.18 |
146.37 |
150.34 |
|
|
Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.17 |
160.82 |
152.38 |
|
R3 |
158.97 |
156.62 |
151.23 |
|
R2 |
154.77 |
154.77 |
150.84 |
|
R1 |
152.42 |
152.42 |
150.46 |
153.60 |
PP |
150.57 |
150.57 |
150.57 |
151.16 |
S1 |
148.22 |
148.22 |
149.69 |
149.40 |
S2 |
146.37 |
146.37 |
149.30 |
|
S3 |
142.17 |
144.02 |
148.92 |
|
S4 |
137.97 |
139.82 |
147.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
152.92 |
148.72 |
4.20 |
2.8% |
1.98 |
1.3% |
64% |
False |
False |
704,531 |
10 |
152.92 |
144.72 |
8.20 |
5.4% |
2.23 |
1.5% |
81% |
False |
False |
769,266 |
20 |
152.92 |
140.67 |
12.25 |
8.1% |
2.49 |
1.6% |
88% |
False |
False |
884,078 |
40 |
155.28 |
140.67 |
14.61 |
9.6% |
1.88 |
1.2% |
73% |
False |
False |
621,386 |
60 |
156.65 |
140.67 |
15.98 |
10.6% |
1.68 |
1.1% |
67% |
False |
False |
415,736 |
80 |
162.32 |
140.67 |
21.65 |
14.3% |
1.46 |
1.0% |
50% |
False |
False |
312,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.83 |
2.618 |
156.70 |
1.618 |
154.78 |
1.000 |
153.59 |
0.618 |
152.86 |
HIGH |
151.67 |
0.618 |
150.94 |
0.500 |
150.71 |
0.382 |
150.48 |
LOW |
149.75 |
0.618 |
148.56 |
1.000 |
147.83 |
1.618 |
146.64 |
2.618 |
144.72 |
4.250 |
141.59 |
|
|
Fisher Pivots for day following 11-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
151.17 |
151.17 |
PP |
150.94 |
150.94 |
S1 |
150.71 |
150.71 |
|