Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 01-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2022 |
01-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
157.48 |
157.35 |
-0.13 |
-0.1% |
154.21 |
High |
157.93 |
158.54 |
0.61 |
0.4% |
157.97 |
Low |
156.21 |
156.74 |
0.53 |
0.3% |
153.78 |
Close |
157.64 |
158.42 |
0.78 |
0.5% |
157.64 |
Range |
1.72 |
1.80 |
0.08 |
4.7% |
4.19 |
ATR |
2.01 |
2.00 |
-0.02 |
-0.7% |
0.00 |
Volume |
811,718 |
562,818 |
-248,900 |
-30.7% |
3,418,603 |
|
Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.30 |
162.66 |
159.41 |
|
R3 |
161.50 |
160.86 |
158.92 |
|
R2 |
159.70 |
159.70 |
158.75 |
|
R1 |
159.06 |
159.06 |
158.59 |
159.38 |
PP |
157.90 |
157.90 |
157.90 |
158.06 |
S1 |
157.26 |
157.26 |
158.26 |
157.58 |
S2 |
156.10 |
156.10 |
158.09 |
|
S3 |
154.30 |
155.46 |
157.93 |
|
S4 |
152.50 |
153.66 |
157.43 |
|
|
Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.03 |
167.53 |
159.94 |
|
R3 |
164.84 |
163.34 |
158.79 |
|
R2 |
160.65 |
160.65 |
158.41 |
|
R1 |
159.15 |
159.15 |
158.02 |
159.90 |
PP |
156.46 |
156.46 |
156.46 |
156.84 |
S1 |
154.96 |
154.96 |
157.26 |
155.71 |
S2 |
152.27 |
152.27 |
156.87 |
|
S3 |
148.08 |
150.77 |
156.49 |
|
S4 |
143.89 |
146.58 |
155.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
158.54 |
154.52 |
4.02 |
2.5% |
1.88 |
1.2% |
97% |
True |
False |
695,677 |
10 |
158.54 |
149.69 |
8.85 |
5.6% |
1.97 |
1.2% |
99% |
True |
False |
710,452 |
20 |
158.54 |
148.72 |
9.82 |
6.2% |
1.93 |
1.2% |
99% |
True |
False |
704,471 |
40 |
158.54 |
140.67 |
17.87 |
11.3% |
2.14 |
1.4% |
99% |
True |
False |
811,588 |
60 |
158.54 |
140.67 |
17.87 |
11.3% |
1.86 |
1.2% |
99% |
True |
False |
590,646 |
80 |
158.54 |
140.67 |
17.87 |
11.3% |
1.68 |
1.1% |
99% |
True |
False |
443,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.19 |
2.618 |
163.25 |
1.618 |
161.45 |
1.000 |
160.34 |
0.618 |
159.65 |
HIGH |
158.54 |
0.618 |
157.85 |
0.500 |
157.64 |
0.382 |
157.43 |
LOW |
156.74 |
0.618 |
155.63 |
1.000 |
154.94 |
1.618 |
153.83 |
2.618 |
152.03 |
4.250 |
149.09 |
|
|
Fisher Pivots for day following 01-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
158.16 |
157.83 |
PP |
157.90 |
157.24 |
S1 |
157.64 |
156.65 |
|