Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 03-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2022 |
03-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
158.57 |
157.48 |
-1.09 |
-0.7% |
154.21 |
High |
159.70 |
158.33 |
-1.37 |
-0.9% |
157.97 |
Low |
157.10 |
156.29 |
-0.81 |
-0.5% |
153.78 |
Close |
158.10 |
156.96 |
-1.14 |
-0.7% |
157.64 |
Range |
2.60 |
2.04 |
-0.56 |
-21.5% |
4.19 |
ATR |
2.04 |
2.04 |
0.00 |
0.0% |
0.00 |
Volume |
680,972 |
652,710 |
-28,262 |
-4.2% |
3,418,603 |
|
Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.31 |
162.18 |
158.08 |
|
R3 |
161.27 |
160.14 |
157.52 |
|
R2 |
159.23 |
159.23 |
157.33 |
|
R1 |
158.10 |
158.10 |
157.15 |
157.65 |
PP |
157.19 |
157.19 |
157.19 |
156.97 |
S1 |
156.06 |
156.06 |
156.77 |
155.61 |
S2 |
155.15 |
155.15 |
156.59 |
|
S3 |
153.11 |
154.02 |
156.40 |
|
S4 |
151.07 |
151.98 |
155.84 |
|
|
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 |
159.70 |
154.75 |
4.95 |
3.2% |
2.28 |
1.5% |
45% |
False |
False |
703,540 |
10 |
159.70 |
149.69 |
10.01 |
6.4% |
2.08 |
1.3% |
73% |
False |
False |
702,913 |
20 |
159.70 |
149.69 |
10.01 |
6.4% |
1.90 |
1.2% |
73% |
False |
False |
686,836 |
40 |
159.70 |
140.67 |
19.03 |
12.1% |
2.20 |
1.4% |
86% |
False |
False |
809,295 |
60 |
159.70 |
140.67 |
19.03 |
12.1% |
1.89 |
1.2% |
86% |
False |
False |
612,727 |
80 |
159.70 |
140.67 |
19.03 |
12.1% |
1.71 |
1.1% |
86% |
False |
False |
460,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.00 |
2.618 |
163.67 |
1.618 |
161.63 |
1.000 |
160.37 |
0.618 |
159.59 |
HIGH |
158.33 |
0.618 |
157.55 |
0.500 |
157.31 |
0.382 |
157.07 |
LOW |
156.29 |
0.618 |
155.03 |
1.000 |
154.25 |
1.618 |
152.99 |
2.618 |
150.95 |
4.250 |
147.62 |
|
|
Fisher Pivots for day following 03-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
157.31 |
158.00 |
PP |
157.19 |
157.65 |
S1 |
157.08 |
157.31 |
|