Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 26-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2022 |
26-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
154.21 |
154.82 |
0.61 |
0.4% |
152.95 |
High |
154.86 |
156.28 |
1.42 |
0.9% |
155.16 |
Low |
153.78 |
154.52 |
0.74 |
0.5% |
149.69 |
Close |
154.75 |
156.01 |
1.26 |
0.8% |
154.46 |
Range |
1.08 |
1.76 |
0.68 |
63.0% |
5.47 |
ATR |
2.04 |
2.02 |
-0.02 |
-1.0% |
0.00 |
Volume |
503,033 |
648,761 |
145,728 |
29.0% |
3,631,939 |
|
Daily Pivots for day following 26-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.88 |
160.21 |
156.98 |
|
R3 |
159.12 |
158.45 |
156.49 |
|
R2 |
157.36 |
157.36 |
156.33 |
|
R1 |
156.69 |
156.69 |
156.17 |
157.03 |
PP |
155.60 |
155.60 |
155.60 |
155.77 |
S1 |
154.93 |
154.93 |
155.85 |
155.27 |
S2 |
153.84 |
153.84 |
155.69 |
|
S3 |
152.08 |
153.17 |
155.53 |
|
S4 |
150.32 |
151.41 |
155.04 |
|
|
Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.51 |
167.46 |
157.47 |
|
R3 |
164.04 |
161.99 |
155.96 |
|
R2 |
158.57 |
158.57 |
155.46 |
|
R1 |
156.52 |
156.52 |
154.96 |
157.55 |
PP |
153.10 |
153.10 |
153.10 |
153.62 |
S1 |
151.05 |
151.05 |
153.96 |
152.08 |
S2 |
147.63 |
147.63 |
153.46 |
|
S3 |
142.16 |
145.58 |
152.96 |
|
S4 |
136.69 |
140.11 |
151.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
156.28 |
149.69 |
6.59 |
4.2% |
2.02 |
1.3% |
96% |
True |
False |
715,885 |
10 |
156.28 |
149.69 |
6.59 |
4.2% |
1.88 |
1.2% |
96% |
True |
False |
692,864 |
20 |
156.28 |
144.72 |
11.56 |
7.4% |
2.07 |
1.3% |
98% |
True |
False |
741,334 |
40 |
156.28 |
140.67 |
15.61 |
10.0% |
2.07 |
1.3% |
98% |
True |
False |
809,154 |
60 |
156.28 |
140.67 |
15.61 |
10.0% |
1.82 |
1.2% |
98% |
True |
False |
543,726 |
80 |
160.47 |
140.67 |
19.80 |
12.7% |
1.63 |
1.0% |
77% |
False |
False |
408,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.76 |
2.618 |
160.89 |
1.618 |
159.13 |
1.000 |
158.04 |
0.618 |
157.37 |
HIGH |
156.28 |
0.618 |
155.61 |
0.500 |
155.40 |
0.382 |
155.19 |
LOW |
154.52 |
0.618 |
153.43 |
1.000 |
152.76 |
1.618 |
151.67 |
2.618 |
149.91 |
4.250 |
147.04 |
|
|
Fisher Pivots for day following 26-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
155.81 |
155.41 |
PP |
155.60 |
154.81 |
S1 |
155.40 |
154.21 |
|