Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 21-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2022 |
21-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
151.01 |
151.88 |
0.87 |
0.6% |
149.90 |
High |
152.37 |
152.38 |
0.01 |
0.0% |
153.80 |
Low |
150.83 |
149.69 |
-1.14 |
-0.8% |
149.75 |
Close |
151.28 |
152.18 |
0.90 |
0.6% |
153.10 |
Range |
1.54 |
2.69 |
1.15 |
74.7% |
4.05 |
ATR |
2.00 |
2.05 |
0.05 |
2.5% |
0.00 |
Volume |
713,598 |
917,636 |
204,038 |
28.6% |
3,421,203 |
|
Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.49 |
158.52 |
153.66 |
|
R3 |
156.80 |
155.83 |
152.92 |
|
R2 |
154.11 |
154.11 |
152.67 |
|
R1 |
153.14 |
153.14 |
152.43 |
153.63 |
PP |
151.42 |
151.42 |
151.42 |
151.66 |
S1 |
150.45 |
150.45 |
151.93 |
150.94 |
S2 |
148.73 |
148.73 |
151.69 |
|
S3 |
146.04 |
147.76 |
151.44 |
|
S4 |
143.35 |
145.07 |
150.70 |
|
|
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 |
149.69 |
4.11 |
2.7% |
1.92 |
1.3% |
61% |
False |
True |
682,869 |
10 |
153.80 |
149.69 |
4.11 |
2.7% |
1.84 |
1.2% |
61% |
False |
True |
681,576 |
20 |
153.80 |
144.72 |
9.08 |
6.0% |
2.16 |
1.4% |
82% |
False |
False |
773,592 |
40 |
155.27 |
140.67 |
14.60 |
9.6% |
2.01 |
1.3% |
79% |
False |
False |
764,137 |
60 |
156.65 |
140.67 |
15.98 |
10.5% |
1.78 |
1.2% |
72% |
False |
False |
511,363 |
80 |
160.47 |
140.67 |
19.80 |
13.0% |
1.59 |
1.0% |
58% |
False |
False |
384,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.81 |
2.618 |
159.42 |
1.618 |
156.73 |
1.000 |
155.07 |
0.618 |
154.04 |
HIGH |
152.38 |
0.618 |
151.35 |
0.500 |
151.04 |
0.382 |
150.72 |
LOW |
149.69 |
0.618 |
148.03 |
1.000 |
147.00 |
1.618 |
145.34 |
2.618 |
142.65 |
4.250 |
138.26 |
|
|
Fisher Pivots for day following 21-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
151.80 |
151.84 |
PP |
151.42 |
151.49 |
S1 |
151.04 |
151.15 |
|