Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 12-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2022 |
12-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
149.90 |
151.32 |
1.42 |
0.9% |
149.24 |
High |
151.67 |
153.48 |
1.81 |
1.2% |
152.92 |
Low |
149.75 |
151.26 |
1.51 |
1.0% |
148.72 |
Close |
151.40 |
153.01 |
1.61 |
1.1% |
150.07 |
Range |
1.92 |
2.22 |
0.30 |
15.6% |
4.20 |
ATR |
2.15 |
2.15 |
0.01 |
0.2% |
0.00 |
Volume |
467,791 |
808,504 |
340,713 |
72.8% |
3,054,867 |
|
Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.24 |
158.35 |
154.23 |
|
R3 |
157.02 |
156.13 |
153.62 |
|
R2 |
154.80 |
154.80 |
153.42 |
|
R1 |
153.91 |
153.91 |
153.21 |
154.36 |
PP |
152.58 |
152.58 |
152.58 |
152.81 |
S1 |
151.69 |
151.69 |
152.81 |
152.14 |
S2 |
150.36 |
150.36 |
152.60 |
|
S3 |
148.14 |
149.47 |
152.40 |
|
S4 |
145.92 |
147.25 |
151.79 |
|
|
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 |
153.48 |
149.75 |
3.73 |
2.4% |
1.88 |
1.2% |
87% |
True |
False |
705,410 |
10 |
153.48 |
144.72 |
8.76 |
5.7% |
2.27 |
1.5% |
95% |
True |
False |
789,804 |
20 |
153.48 |
140.67 |
12.81 |
8.4% |
2.45 |
1.6% |
96% |
True |
False |
869,749 |
40 |
155.27 |
140.67 |
14.60 |
9.5% |
1.90 |
1.2% |
85% |
False |
False |
641,495 |
60 |
156.65 |
140.67 |
15.98 |
10.4% |
1.70 |
1.1% |
77% |
False |
False |
429,194 |
80 |
162.19 |
140.67 |
21.52 |
14.1% |
1.48 |
1.0% |
57% |
False |
False |
322,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.92 |
2.618 |
159.29 |
1.618 |
157.07 |
1.000 |
155.70 |
0.618 |
154.85 |
HIGH |
153.48 |
0.618 |
152.63 |
0.500 |
152.37 |
0.382 |
152.11 |
LOW |
151.26 |
0.618 |
149.89 |
1.000 |
149.04 |
1.618 |
147.67 |
2.618 |
145.45 |
4.250 |
141.83 |
|
|
Fisher Pivots for day following 12-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
152.80 |
152.55 |
PP |
152.58 |
152.08 |
S1 |
152.37 |
151.62 |
|