Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 29-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2022 |
29-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
151.20 |
148.95 |
-2.25 |
-1.5% |
152.16 |
High |
151.24 |
148.99 |
-2.25 |
-1.5% |
152.84 |
Low |
149.35 |
147.92 |
-1.43 |
-1.0% |
149.35 |
Close |
149.96 |
148.61 |
-1.35 |
-0.9% |
149.96 |
Range |
1.89 |
1.07 |
-0.82 |
-43.4% |
3.49 |
ATR |
1.78 |
1.80 |
0.02 |
1.0% |
0.00 |
Volume |
660,557 |
559,520 |
-101,037 |
-15.3% |
3,173,515 |
|
Daily Pivots for day following 29-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.72 |
151.23 |
149.20 |
|
R3 |
150.65 |
150.16 |
148.90 |
|
R2 |
149.58 |
149.58 |
148.81 |
|
R1 |
149.09 |
149.09 |
148.71 |
148.80 |
PP |
148.51 |
148.51 |
148.51 |
148.36 |
S1 |
148.02 |
148.02 |
148.51 |
147.73 |
S2 |
147.44 |
147.44 |
148.41 |
|
S3 |
146.37 |
146.95 |
148.32 |
|
S4 |
145.30 |
145.88 |
148.02 |
|
|
Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.19 |
159.06 |
151.88 |
|
R3 |
157.70 |
155.57 |
150.92 |
|
R2 |
154.21 |
154.21 |
150.60 |
|
R1 |
152.08 |
152.08 |
150.28 |
151.40 |
PP |
150.72 |
150.72 |
150.72 |
150.38 |
S1 |
148.59 |
148.59 |
149.64 |
147.91 |
S2 |
147.23 |
147.23 |
149.32 |
|
S3 |
143.74 |
145.10 |
149.00 |
|
S4 |
140.25 |
141.61 |
148.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
152.40 |
147.92 |
4.48 |
3.0% |
1.51 |
1.0% |
15% |
False |
True |
626,739 |
10 |
156.78 |
147.92 |
8.86 |
6.0% |
1.58 |
1.1% |
8% |
False |
True |
589,550 |
20 |
159.70 |
147.92 |
11.78 |
7.9% |
1.69 |
1.1% |
6% |
False |
True |
544,369 |
40 |
159.70 |
147.92 |
11.78 |
7.9% |
1.81 |
1.2% |
6% |
False |
True |
624,420 |
60 |
159.70 |
140.67 |
19.03 |
12.8% |
1.99 |
1.3% |
42% |
False |
False |
722,515 |
80 |
159.70 |
140.67 |
19.03 |
12.8% |
1.82 |
1.2% |
42% |
False |
False |
579,077 |
100 |
159.70 |
140.67 |
19.03 |
12.8% |
1.68 |
1.1% |
42% |
False |
False |
464,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.54 |
2.618 |
151.79 |
1.618 |
150.72 |
1.000 |
150.06 |
0.618 |
149.65 |
HIGH |
148.99 |
0.618 |
148.58 |
0.500 |
148.46 |
0.382 |
148.33 |
LOW |
147.92 |
0.618 |
147.26 |
1.000 |
146.85 |
1.618 |
146.19 |
2.618 |
145.12 |
4.250 |
143.37 |
|
|
Fisher Pivots for day following 29-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
148.56 |
149.67 |
PP |
148.51 |
149.32 |
S1 |
148.46 |
148.96 |
|