Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 27-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2022 |
27-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
154.82 |
155.80 |
0.98 |
0.6% |
152.95 |
High |
156.28 |
156.24 |
-0.04 |
0.0% |
155.16 |
Low |
154.52 |
155.36 |
0.84 |
0.5% |
149.69 |
Close |
156.01 |
156.16 |
0.15 |
0.1% |
154.46 |
Range |
1.76 |
0.88 |
-0.88 |
-50.0% |
5.47 |
ATR |
2.02 |
1.94 |
-0.08 |
-4.0% |
0.00 |
Volume |
648,761 |
645,606 |
-3,155 |
-0.5% |
3,631,939 |
|
Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.56 |
158.24 |
156.64 |
|
R3 |
157.68 |
157.36 |
156.40 |
|
R2 |
156.80 |
156.80 |
156.32 |
|
R1 |
156.48 |
156.48 |
156.24 |
156.64 |
PP |
155.92 |
155.92 |
155.92 |
156.00 |
S1 |
155.60 |
155.60 |
156.08 |
155.76 |
S2 |
155.04 |
155.04 |
156.00 |
|
S3 |
154.16 |
154.72 |
155.92 |
|
S4 |
153.28 |
153.84 |
155.68 |
|
|
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% |
1.89 |
1.2% |
98% |
False |
False |
702,286 |
10 |
156.28 |
149.69 |
6.59 |
4.2% |
1.82 |
1.2% |
98% |
False |
False |
679,325 |
20 |
156.28 |
145.14 |
11.14 |
7.1% |
2.01 |
1.3% |
99% |
False |
False |
733,839 |
40 |
156.28 |
140.67 |
15.61 |
10.0% |
2.05 |
1.3% |
99% |
False |
False |
815,798 |
60 |
156.28 |
140.67 |
15.61 |
10.0% |
1.83 |
1.2% |
99% |
False |
False |
554,470 |
80 |
160.47 |
140.67 |
19.80 |
12.7% |
1.63 |
1.0% |
78% |
False |
False |
416,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.98 |
2.618 |
158.54 |
1.618 |
157.66 |
1.000 |
157.12 |
0.618 |
156.78 |
HIGH |
156.24 |
0.618 |
155.90 |
0.500 |
155.80 |
0.382 |
155.70 |
LOW |
155.36 |
0.618 |
154.82 |
1.000 |
154.48 |
1.618 |
153.94 |
2.618 |
153.06 |
4.250 |
151.62 |
|
|
Fisher Pivots for day following 27-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
156.04 |
155.78 |
PP |
155.92 |
155.41 |
S1 |
155.80 |
155.03 |
|