Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 16-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2022 |
16-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
155.65 |
156.69 |
1.04 |
0.7% |
155.97 |
High |
156.88 |
156.78 |
-0.10 |
-0.1% |
157.74 |
Low |
155.08 |
155.31 |
0.23 |
0.1% |
154.88 |
Close |
156.70 |
155.53 |
-1.17 |
-0.7% |
155.34 |
Range |
1.80 |
1.47 |
-0.33 |
-18.3% |
2.86 |
ATR |
1.87 |
1.84 |
-0.03 |
-1.5% |
0.00 |
Volume |
360,865 |
451,778 |
90,913 |
25.2% |
2,232,291 |
|
Daily Pivots for day following 16-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.28 |
159.38 |
156.34 |
|
R3 |
158.81 |
157.91 |
155.93 |
|
R2 |
157.34 |
157.34 |
155.80 |
|
R1 |
156.44 |
156.44 |
155.66 |
156.16 |
PP |
155.87 |
155.87 |
155.87 |
155.73 |
S1 |
154.97 |
154.97 |
155.40 |
154.69 |
S2 |
154.40 |
154.40 |
155.26 |
|
S3 |
152.93 |
153.50 |
155.13 |
|
S4 |
151.46 |
152.03 |
154.72 |
|
|
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% |
1.64 |
1.1% |
23% |
False |
False |
453,220 |
10 |
158.33 |
154.88 |
3.45 |
2.2% |
1.69 |
1.1% |
19% |
False |
False |
476,270 |
20 |
159.70 |
149.69 |
10.01 |
6.4% |
1.86 |
1.2% |
58% |
False |
False |
592,636 |
40 |
159.70 |
143.05 |
16.65 |
10.7% |
1.98 |
1.3% |
75% |
False |
False |
684,151 |
60 |
159.70 |
140.67 |
19.03 |
12.2% |
1.93 |
1.2% |
78% |
False |
False |
680,311 |
80 |
159.70 |
140.67 |
19.03 |
12.2% |
1.78 |
1.1% |
78% |
False |
False |
511,396 |
100 |
160.56 |
140.67 |
19.89 |
12.8% |
1.63 |
1.0% |
75% |
False |
False |
409,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.03 |
2.618 |
160.63 |
1.618 |
159.16 |
1.000 |
158.25 |
0.618 |
157.69 |
HIGH |
156.78 |
0.618 |
156.22 |
0.500 |
156.05 |
0.382 |
155.87 |
LOW |
155.31 |
0.618 |
154.40 |
1.000 |
153.84 |
1.618 |
152.93 |
2.618 |
151.46 |
4.250 |
149.06 |
|
|
Fisher Pivots for day following 16-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
156.05 |
155.88 |
PP |
155.87 |
155.76 |
S1 |
155.70 |
155.65 |
|