Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 15-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
152.98 |
152.84 |
-0.14 |
-0.1% |
149.90 |
High |
153.01 |
153.80 |
0.79 |
0.5% |
153.80 |
Low |
151.21 |
152.26 |
1.05 |
0.7% |
149.75 |
Close |
152.17 |
153.10 |
0.93 |
0.6% |
153.10 |
Range |
1.80 |
1.54 |
-0.26 |
-14.4% |
4.05 |
ATR |
2.08 |
2.05 |
-0.03 |
-1.6% |
0.00 |
Volume |
785,110 |
578,803 |
-206,307 |
-26.3% |
3,421,203 |
|
Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.67 |
156.93 |
153.95 |
|
R3 |
156.13 |
155.39 |
153.52 |
|
R2 |
154.59 |
154.59 |
153.38 |
|
R1 |
153.85 |
153.85 |
153.24 |
154.22 |
PP |
153.05 |
153.05 |
153.05 |
153.24 |
S1 |
152.31 |
152.31 |
152.96 |
152.68 |
S2 |
151.51 |
151.51 |
152.82 |
|
S3 |
149.97 |
150.77 |
152.68 |
|
S4 |
148.43 |
149.23 |
152.25 |
|
|
Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.37 |
162.78 |
155.33 |
|
R3 |
160.32 |
158.73 |
154.21 |
|
R2 |
156.27 |
156.27 |
153.84 |
|
R1 |
154.68 |
154.68 |
153.47 |
155.48 |
PP |
152.22 |
152.22 |
152.22 |
152.61 |
S1 |
150.63 |
150.63 |
152.73 |
151.43 |
S2 |
148.17 |
148.17 |
152.36 |
|
S3 |
144.12 |
146.58 |
151.99 |
|
S4 |
140.07 |
142.53 |
150.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
153.80 |
149.75 |
4.05 |
2.6% |
1.80 |
1.2% |
83% |
True |
False |
684,240 |
10 |
153.80 |
148.24 |
5.56 |
3.6% |
2.04 |
1.3% |
87% |
True |
False |
743,111 |
20 |
153.80 |
142.56 |
11.24 |
7.3% |
2.13 |
1.4% |
94% |
True |
False |
787,533 |
40 |
155.27 |
140.67 |
14.60 |
9.5% |
1.94 |
1.3% |
85% |
False |
False |
694,474 |
60 |
156.65 |
140.67 |
15.98 |
10.4% |
1.72 |
1.1% |
78% |
False |
False |
464,600 |
80 |
160.70 |
140.67 |
20.03 |
13.1% |
1.53 |
1.0% |
62% |
False |
False |
348,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.35 |
2.618 |
157.83 |
1.618 |
156.29 |
1.000 |
155.34 |
0.618 |
154.75 |
HIGH |
153.80 |
0.618 |
153.21 |
0.500 |
153.03 |
0.382 |
152.85 |
LOW |
152.26 |
0.618 |
151.31 |
1.000 |
150.72 |
1.618 |
149.77 |
2.618 |
148.23 |
4.250 |
145.72 |
|
|
Fisher Pivots for day following 15-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
153.08 |
152.90 |
PP |
153.05 |
152.70 |
S1 |
153.03 |
152.51 |
|