Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 28-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2022 |
28-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
155.80 |
155.75 |
-0.05 |
0.0% |
152.95 |
High |
156.24 |
157.97 |
1.73 |
1.1% |
155.16 |
Low |
155.36 |
154.75 |
-0.61 |
-0.4% |
149.69 |
Close |
156.16 |
157.90 |
1.74 |
1.1% |
154.46 |
Range |
0.88 |
3.22 |
2.34 |
265.9% |
5.47 |
ATR |
1.94 |
2.03 |
0.09 |
4.7% |
0.00 |
Volume |
645,606 |
809,485 |
163,879 |
25.4% |
3,631,939 |
|
Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.53 |
165.44 |
159.67 |
|
R3 |
163.31 |
162.22 |
158.79 |
|
R2 |
160.09 |
160.09 |
158.49 |
|
R1 |
159.00 |
159.00 |
158.20 |
159.55 |
PP |
156.87 |
156.87 |
156.87 |
157.15 |
S1 |
155.78 |
155.78 |
157.60 |
156.33 |
S2 |
153.65 |
153.65 |
157.31 |
|
S3 |
150.43 |
152.56 |
157.01 |
|
S4 |
147.21 |
149.34 |
156.13 |
|
|
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 |
157.97 |
152.13 |
5.84 |
3.7% |
1.99 |
1.3% |
99% |
True |
False |
680,656 |
10 |
157.97 |
149.69 |
8.28 |
5.2% |
1.96 |
1.2% |
99% |
True |
False |
681,762 |
20 |
157.97 |
146.50 |
11.47 |
7.3% |
2.06 |
1.3% |
99% |
True |
False |
732,360 |
40 |
157.97 |
140.67 |
17.30 |
11.0% |
2.10 |
1.3% |
100% |
True |
False |
809,902 |
60 |
157.97 |
140.67 |
17.30 |
11.0% |
1.86 |
1.2% |
100% |
True |
False |
567,886 |
80 |
160.47 |
140.67 |
19.80 |
12.5% |
1.66 |
1.1% |
87% |
False |
False |
426,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
171.66 |
2.618 |
166.40 |
1.618 |
163.18 |
1.000 |
161.19 |
0.618 |
159.96 |
HIGH |
157.97 |
0.618 |
156.74 |
0.500 |
156.36 |
0.382 |
155.98 |
LOW |
154.75 |
0.618 |
152.76 |
1.000 |
151.53 |
1.618 |
149.54 |
2.618 |
146.32 |
4.250 |
141.07 |
|
|
Fisher Pivots for day following 28-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
157.39 |
157.35 |
PP |
156.87 |
156.80 |
S1 |
156.36 |
156.25 |
|