Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 15-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2022 |
15-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
155.36 |
155.65 |
0.29 |
0.2% |
155.97 |
High |
155.92 |
156.88 |
0.96 |
0.6% |
157.74 |
Low |
154.88 |
155.08 |
0.20 |
0.1% |
154.88 |
Close |
155.34 |
156.70 |
1.36 |
0.9% |
155.34 |
Range |
1.04 |
1.80 |
0.76 |
73.1% |
2.86 |
ATR |
1.87 |
1.87 |
-0.01 |
-0.3% |
0.00 |
Volume |
418,938 |
360,865 |
-58,073 |
-13.9% |
2,232,291 |
|
Daily Pivots for day following 15-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.62 |
160.96 |
157.69 |
|
R3 |
159.82 |
159.16 |
157.20 |
|
R2 |
158.02 |
158.02 |
157.03 |
|
R1 |
157.36 |
157.36 |
156.87 |
157.69 |
PP |
156.22 |
156.22 |
156.22 |
156.39 |
S1 |
155.56 |
155.56 |
156.54 |
155.89 |
S2 |
154.42 |
154.42 |
156.37 |
|
S3 |
152.62 |
153.76 |
156.21 |
|
S4 |
150.82 |
151.96 |
155.71 |
|
|
Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.57 |
162.81 |
156.91 |
|
R3 |
161.71 |
159.95 |
156.13 |
|
R2 |
158.85 |
158.85 |
155.86 |
|
R1 |
157.09 |
157.09 |
155.60 |
156.54 |
PP |
155.99 |
155.99 |
155.99 |
155.71 |
S1 |
154.23 |
154.23 |
155.08 |
153.68 |
S2 |
153.13 |
153.13 |
154.82 |
|
S3 |
150.27 |
151.37 |
154.55 |
|
S4 |
147.41 |
148.51 |
153.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
157.74 |
154.88 |
2.86 |
1.8% |
1.60 |
1.0% |
64% |
False |
False |
445,797 |
10 |
159.70 |
154.88 |
4.82 |
3.1% |
1.80 |
1.1% |
38% |
False |
False |
499,189 |
20 |
159.70 |
149.69 |
10.01 |
6.4% |
1.89 |
1.2% |
70% |
False |
False |
604,821 |
40 |
159.70 |
143.05 |
16.65 |
10.6% |
1.99 |
1.3% |
82% |
False |
False |
687,526 |
60 |
159.70 |
140.67 |
19.03 |
12.1% |
1.92 |
1.2% |
84% |
False |
False |
672,894 |
80 |
159.70 |
140.67 |
19.03 |
12.1% |
1.77 |
1.1% |
84% |
False |
False |
505,882 |
100 |
160.70 |
140.67 |
20.03 |
12.8% |
1.61 |
1.0% |
80% |
False |
False |
405,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.53 |
2.618 |
161.59 |
1.618 |
159.79 |
1.000 |
158.68 |
0.618 |
157.99 |
HIGH |
156.88 |
0.618 |
156.19 |
0.500 |
155.98 |
0.382 |
155.77 |
LOW |
155.08 |
0.618 |
153.97 |
1.000 |
153.28 |
1.618 |
152.17 |
2.618 |
150.37 |
4.250 |
147.43 |
|
|
Fisher Pivots for day following 15-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
156.46 |
156.52 |
PP |
156.22 |
156.34 |
S1 |
155.98 |
156.17 |
|