Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 23-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2022 |
23-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
152.16 |
151.29 |
-0.87 |
-0.6% |
155.65 |
High |
152.84 |
152.40 |
-0.44 |
-0.3% |
156.88 |
Low |
151.03 |
150.23 |
-0.80 |
-0.5% |
152.03 |
Close |
151.36 |
150.99 |
-0.37 |
-0.2% |
152.17 |
Range |
1.81 |
2.17 |
0.36 |
19.9% |
4.85 |
ATR |
1.84 |
1.86 |
0.02 |
1.3% |
0.00 |
Volume |
599,337 |
706,693 |
107,356 |
17.9% |
2,523,330 |
|
Daily Pivots for day following 23-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.72 |
156.52 |
152.18 |
|
R3 |
155.55 |
154.35 |
151.59 |
|
R2 |
153.38 |
153.38 |
151.39 |
|
R1 |
152.18 |
152.18 |
151.19 |
151.70 |
PP |
151.21 |
151.21 |
151.21 |
150.96 |
S1 |
150.01 |
150.01 |
150.79 |
149.53 |
S2 |
149.04 |
149.04 |
150.59 |
|
S3 |
146.87 |
147.84 |
150.39 |
|
S4 |
144.70 |
145.67 |
149.80 |
|
|
Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.24 |
165.06 |
154.84 |
|
R3 |
163.39 |
160.21 |
153.50 |
|
R2 |
158.54 |
158.54 |
153.06 |
|
R1 |
155.36 |
155.36 |
152.61 |
154.53 |
PP |
153.69 |
153.69 |
153.69 |
153.28 |
S1 |
150.51 |
150.51 |
151.73 |
149.68 |
S2 |
148.84 |
148.84 |
151.28 |
|
S3 |
143.99 |
145.66 |
150.84 |
|
S4 |
139.14 |
140.81 |
149.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
155.96 |
150.23 |
5.73 |
3.8% |
1.79 |
1.2% |
13% |
False |
True |
603,343 |
10 |
157.74 |
150.23 |
7.51 |
5.0% |
1.72 |
1.1% |
10% |
False |
True |
528,281 |
20 |
159.70 |
150.23 |
9.47 |
6.3% |
1.80 |
1.2% |
8% |
False |
True |
564,500 |
40 |
159.70 |
144.72 |
14.98 |
9.9% |
1.94 |
1.3% |
42% |
False |
False |
652,917 |
60 |
159.70 |
140.67 |
19.03 |
12.6% |
1.98 |
1.3% |
54% |
False |
False |
727,603 |
80 |
159.70 |
140.67 |
19.03 |
12.6% |
1.82 |
1.2% |
54% |
False |
False |
548,920 |
100 |
160.47 |
140.67 |
19.80 |
13.1% |
1.67 |
1.1% |
52% |
False |
False |
439,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.62 |
2.618 |
158.08 |
1.618 |
155.91 |
1.000 |
154.57 |
0.618 |
153.74 |
HIGH |
152.40 |
0.618 |
151.57 |
0.500 |
151.32 |
0.382 |
151.06 |
LOW |
150.23 |
0.618 |
148.89 |
1.000 |
148.06 |
1.618 |
146.72 |
2.618 |
144.55 |
4.250 |
141.01 |
|
|
Fisher Pivots for day following 23-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
151.32 |
151.95 |
PP |
151.21 |
151.63 |
S1 |
151.10 |
151.31 |
|