Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 04-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2022 |
04-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
157.48 |
157.39 |
-0.09 |
-0.1% |
154.21 |
High |
158.33 |
158.28 |
-0.05 |
0.0% |
157.97 |
Low |
156.29 |
156.66 |
0.37 |
0.2% |
153.78 |
Close |
156.96 |
157.90 |
0.94 |
0.6% |
157.64 |
Range |
2.04 |
1.62 |
-0.42 |
-20.6% |
4.19 |
ATR |
2.04 |
2.01 |
-0.03 |
-1.5% |
0.00 |
Volume |
652,710 |
581,392 |
-71,318 |
-10.9% |
3,418,603 |
|
Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.47 |
161.81 |
158.79 |
|
R3 |
160.85 |
160.19 |
158.35 |
|
R2 |
159.23 |
159.23 |
158.20 |
|
R1 |
158.57 |
158.57 |
158.05 |
158.90 |
PP |
157.61 |
157.61 |
157.61 |
157.78 |
S1 |
156.95 |
156.95 |
157.75 |
157.28 |
S2 |
155.99 |
155.99 |
157.60 |
|
S3 |
154.37 |
155.33 |
157.45 |
|
S4 |
152.75 |
153.71 |
157.01 |
|
|
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 |
156.21 |
3.49 |
2.2% |
1.96 |
1.2% |
48% |
False |
False |
657,922 |
10 |
159.70 |
152.13 |
7.57 |
4.8% |
1.98 |
1.3% |
76% |
False |
False |
669,289 |
20 |
159.70 |
149.69 |
10.01 |
6.3% |
1.91 |
1.2% |
82% |
False |
False |
675,433 |
40 |
159.70 |
140.67 |
19.03 |
12.1% |
2.22 |
1.4% |
91% |
False |
False |
803,995 |
60 |
159.70 |
140.67 |
19.03 |
12.1% |
1.89 |
1.2% |
91% |
False |
False |
622,382 |
80 |
159.70 |
140.67 |
19.03 |
12.1% |
1.73 |
1.1% |
91% |
False |
False |
467,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.17 |
2.618 |
162.52 |
1.618 |
160.90 |
1.000 |
159.90 |
0.618 |
159.28 |
HIGH |
158.28 |
0.618 |
157.66 |
0.500 |
157.47 |
0.382 |
157.28 |
LOW |
156.66 |
0.618 |
155.66 |
1.000 |
155.04 |
1.618 |
154.04 |
2.618 |
152.42 |
4.250 |
149.78 |
|
|
Fisher Pivots for day following 04-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
157.76 |
158.00 |
PP |
157.61 |
157.96 |
S1 |
157.47 |
157.93 |
|