Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 24-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2022 |
24-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
151.29 |
150.69 |
-0.60 |
-0.4% |
155.65 |
High |
152.40 |
151.06 |
-1.34 |
-0.9% |
156.88 |
Low |
150.23 |
150.02 |
-0.21 |
-0.1% |
152.03 |
Close |
150.99 |
150.26 |
-0.73 |
-0.5% |
152.17 |
Range |
2.17 |
1.04 |
-1.13 |
-52.1% |
4.85 |
ATR |
1.86 |
1.80 |
-0.06 |
-3.1% |
0.00 |
Volume |
706,693 |
598,796 |
-107,897 |
-15.3% |
2,523,330 |
|
Daily Pivots for day following 24-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.57 |
152.95 |
150.83 |
|
R3 |
152.53 |
151.91 |
150.55 |
|
R2 |
151.49 |
151.49 |
150.45 |
|
R1 |
150.87 |
150.87 |
150.36 |
150.66 |
PP |
150.45 |
150.45 |
150.45 |
150.34 |
S1 |
149.83 |
149.83 |
150.16 |
149.62 |
S2 |
149.41 |
149.41 |
150.07 |
|
S3 |
148.37 |
148.79 |
149.97 |
|
S4 |
147.33 |
147.75 |
149.69 |
|
|
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 |
154.47 |
150.02 |
4.45 |
3.0% |
1.58 |
1.0% |
5% |
False |
True |
599,645 |
10 |
157.45 |
150.02 |
7.43 |
4.9% |
1.65 |
1.1% |
3% |
False |
True |
535,589 |
20 |
159.70 |
150.02 |
9.68 |
6.4% |
1.81 |
1.2% |
2% |
False |
True |
562,160 |
40 |
159.70 |
145.14 |
14.56 |
9.7% |
1.91 |
1.3% |
35% |
False |
False |
648,000 |
60 |
159.70 |
140.67 |
19.03 |
12.7% |
1.97 |
1.3% |
50% |
False |
False |
731,252 |
80 |
159.70 |
140.67 |
19.03 |
12.7% |
1.82 |
1.2% |
50% |
False |
False |
556,392 |
100 |
160.47 |
140.67 |
19.80 |
13.2% |
1.67 |
1.1% |
48% |
False |
False |
445,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.48 |
2.618 |
153.78 |
1.618 |
152.74 |
1.000 |
152.10 |
0.618 |
151.70 |
HIGH |
151.06 |
0.618 |
150.66 |
0.500 |
150.54 |
0.382 |
150.42 |
LOW |
150.02 |
0.618 |
149.38 |
1.000 |
148.98 |
1.618 |
148.34 |
2.618 |
147.30 |
4.250 |
145.60 |
|
|
Fisher Pivots for day following 24-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
150.54 |
151.43 |
PP |
150.45 |
151.04 |
S1 |
150.35 |
150.65 |
|