Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 11-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
156.37 |
156.53 |
0.16 |
0.1% |
157.35 |
High |
157.74 |
157.45 |
-0.29 |
-0.2% |
159.70 |
Low |
156.04 |
155.28 |
-0.76 |
-0.5% |
155.72 |
Close |
156.86 |
155.51 |
-1.35 |
-0.9% |
155.94 |
Range |
1.70 |
2.17 |
0.47 |
27.6% |
3.98 |
ATR |
1.92 |
1.94 |
0.02 |
0.9% |
0.00 |
Volume |
525,723 |
508,798 |
-16,925 |
-3.2% |
2,961,559 |
|
Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.59 |
161.22 |
156.70 |
|
R3 |
160.42 |
159.05 |
156.11 |
|
R2 |
158.25 |
158.25 |
155.91 |
|
R1 |
156.88 |
156.88 |
155.71 |
156.48 |
PP |
156.08 |
156.08 |
156.08 |
155.88 |
S1 |
154.71 |
154.71 |
155.31 |
154.31 |
S2 |
153.91 |
153.91 |
155.11 |
|
S3 |
151.74 |
152.54 |
154.91 |
|
S4 |
149.57 |
150.37 |
154.32 |
|
|
Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.06 |
166.48 |
158.13 |
|
R3 |
165.08 |
162.50 |
157.03 |
|
R2 |
161.10 |
161.10 |
156.67 |
|
R1 |
158.52 |
158.52 |
156.30 |
157.82 |
PP |
157.12 |
157.12 |
157.12 |
156.77 |
S1 |
154.54 |
154.54 |
155.58 |
153.84 |
S2 |
153.14 |
153.14 |
155.21 |
|
S3 |
149.16 |
150.56 |
154.85 |
|
S4 |
145.18 |
146.58 |
153.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
158.21 |
155.28 |
2.93 |
1.9% |
1.78 |
1.1% |
8% |
False |
True |
459,404 |
10 |
159.70 |
155.28 |
4.42 |
2.8% |
1.87 |
1.2% |
5% |
False |
True |
558,663 |
20 |
159.70 |
149.69 |
10.01 |
6.4% |
1.91 |
1.2% |
58% |
False |
False |
620,212 |
40 |
159.70 |
140.67 |
19.03 |
12.2% |
2.10 |
1.4% |
78% |
False |
False |
720,376 |
60 |
159.70 |
140.67 |
19.03 |
12.2% |
1.92 |
1.2% |
78% |
False |
False |
660,276 |
80 |
159.70 |
140.67 |
19.03 |
12.2% |
1.76 |
1.1% |
78% |
False |
False |
496,358 |
100 |
161.15 |
140.67 |
20.48 |
13.2% |
1.59 |
1.0% |
72% |
False |
False |
397,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.67 |
2.618 |
163.13 |
1.618 |
160.96 |
1.000 |
159.62 |
0.618 |
158.79 |
HIGH |
157.45 |
0.618 |
156.62 |
0.500 |
156.37 |
0.382 |
156.11 |
LOW |
155.28 |
0.618 |
153.94 |
1.000 |
153.11 |
1.618 |
151.77 |
2.618 |
149.60 |
4.250 |
146.06 |
|
|
Fisher Pivots for day following 11-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
156.37 |
156.51 |
PP |
156.08 |
156.18 |
S1 |
155.80 |
155.84 |
|