Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 17-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2022 |
17-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
156.69 |
155.81 |
-0.88 |
-0.6% |
155.97 |
High |
156.78 |
155.96 |
-0.82 |
-0.5% |
157.74 |
Low |
155.31 |
153.83 |
-1.48 |
-1.0% |
154.88 |
Close |
155.53 |
154.12 |
-1.41 |
-0.9% |
155.34 |
Range |
1.47 |
2.13 |
0.66 |
44.9% |
2.86 |
ATR |
1.84 |
1.86 |
0.02 |
1.1% |
0.00 |
Volume |
451,778 |
617,287 |
165,509 |
36.6% |
2,232,291 |
|
Daily Pivots for day following 17-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.03 |
159.70 |
155.29 |
|
R3 |
158.90 |
157.57 |
154.71 |
|
R2 |
156.77 |
156.77 |
154.51 |
|
R1 |
155.44 |
155.44 |
154.32 |
155.04 |
PP |
154.64 |
154.64 |
154.64 |
154.44 |
S1 |
153.31 |
153.31 |
153.92 |
152.91 |
S2 |
152.51 |
152.51 |
153.73 |
|
S3 |
150.38 |
151.18 |
153.53 |
|
S4 |
148.25 |
149.05 |
152.95 |
|
|
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 |
157.45 |
153.83 |
3.62 |
2.3% |
1.72 |
1.1% |
8% |
False |
True |
471,533 |
10 |
158.28 |
153.83 |
4.45 |
2.9% |
1.70 |
1.1% |
7% |
False |
True |
472,728 |
20 |
159.70 |
149.69 |
10.01 |
6.5% |
1.89 |
1.2% |
44% |
False |
False |
587,820 |
40 |
159.70 |
143.40 |
16.30 |
10.6% |
2.01 |
1.3% |
66% |
False |
False |
680,011 |
60 |
159.70 |
140.67 |
19.03 |
12.3% |
1.94 |
1.3% |
71% |
False |
False |
690,382 |
80 |
159.70 |
140.67 |
19.03 |
12.3% |
1.79 |
1.2% |
71% |
False |
False |
519,070 |
100 |
160.47 |
140.67 |
19.80 |
12.8% |
1.64 |
1.1% |
68% |
False |
False |
415,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.01 |
2.618 |
161.54 |
1.618 |
159.41 |
1.000 |
158.09 |
0.618 |
157.28 |
HIGH |
155.96 |
0.618 |
155.15 |
0.500 |
154.90 |
0.382 |
154.64 |
LOW |
153.83 |
0.618 |
152.51 |
1.000 |
151.70 |
1.618 |
150.38 |
2.618 |
148.25 |
4.250 |
144.78 |
|
|
Fisher Pivots for day following 17-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
154.90 |
155.36 |
PP |
154.64 |
154.94 |
S1 |
154.38 |
154.53 |
|