Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 31-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2022 |
31-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
148.63 |
148.48 |
-0.15 |
-0.1% |
152.16 |
High |
149.32 |
148.99 |
-0.33 |
-0.2% |
152.84 |
Low |
147.86 |
147.38 |
-0.48 |
-0.3% |
149.35 |
Close |
148.20 |
147.97 |
-0.23 |
-0.2% |
149.96 |
Range |
1.46 |
1.61 |
0.15 |
10.3% |
3.49 |
ATR |
1.78 |
1.76 |
-0.01 |
-0.7% |
0.00 |
Volume |
869,148 |
1,071,503 |
202,355 |
23.3% |
3,173,515 |
|
Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.94 |
152.07 |
148.86 |
|
R3 |
151.33 |
150.46 |
148.41 |
|
R2 |
149.72 |
149.72 |
148.27 |
|
R1 |
148.85 |
148.85 |
148.12 |
148.48 |
PP |
148.11 |
148.11 |
148.11 |
147.93 |
S1 |
147.24 |
147.24 |
147.82 |
146.87 |
S2 |
146.50 |
146.50 |
147.67 |
|
S3 |
144.89 |
145.63 |
147.53 |
|
S4 |
143.28 |
144.02 |
147.08 |
|
|
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 |
151.42 |
147.38 |
4.04 |
2.7% |
1.49 |
1.0% |
15% |
False |
True |
753,772 |
10 |
154.47 |
147.38 |
7.09 |
4.8% |
1.53 |
1.0% |
8% |
False |
True |
676,708 |
20 |
158.28 |
147.38 |
10.90 |
7.4% |
1.61 |
1.1% |
5% |
False |
True |
574,718 |
40 |
159.70 |
147.38 |
12.32 |
8.3% |
1.76 |
1.2% |
5% |
False |
True |
630,777 |
60 |
159.70 |
140.67 |
19.03 |
12.9% |
2.00 |
1.4% |
38% |
False |
False |
731,102 |
80 |
159.70 |
140.67 |
19.03 |
12.9% |
1.82 |
1.2% |
38% |
False |
False |
603,224 |
100 |
159.70 |
140.67 |
19.03 |
12.9% |
1.69 |
1.1% |
38% |
False |
False |
483,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.83 |
2.618 |
153.20 |
1.618 |
151.59 |
1.000 |
150.60 |
0.618 |
149.98 |
HIGH |
148.99 |
0.618 |
148.37 |
0.500 |
148.19 |
0.382 |
148.00 |
LOW |
147.38 |
0.618 |
146.39 |
1.000 |
145.77 |
1.618 |
144.78 |
2.618 |
143.17 |
4.250 |
140.54 |
|
|
Fisher Pivots for day following 31-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
148.19 |
148.35 |
PP |
148.11 |
148.22 |
S1 |
148.04 |
148.10 |
|