Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 01-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2022 |
01-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
148.48 |
147.49 |
-0.99 |
-0.7% |
152.16 |
High |
148.99 |
147.83 |
-1.16 |
-0.8% |
152.84 |
Low |
147.38 |
146.78 |
-0.60 |
-0.4% |
149.35 |
Close |
147.97 |
147.39 |
-0.58 |
-0.4% |
149.96 |
Range |
1.61 |
1.05 |
-0.56 |
-34.8% |
3.49 |
ATR |
1.76 |
1.72 |
-0.04 |
-2.3% |
0.00 |
Volume |
1,071,503 |
1,251,106 |
179,603 |
16.8% |
3,173,515 |
|
Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.48 |
149.99 |
147.97 |
|
R3 |
149.43 |
148.94 |
147.68 |
|
R2 |
148.38 |
148.38 |
147.58 |
|
R1 |
147.89 |
147.89 |
147.49 |
147.61 |
PP |
147.33 |
147.33 |
147.33 |
147.20 |
S1 |
146.84 |
146.84 |
147.29 |
146.56 |
S2 |
146.28 |
146.28 |
147.20 |
|
S3 |
145.23 |
145.79 |
147.10 |
|
S4 |
144.18 |
144.74 |
146.81 |
|
|
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 |
151.24 |
146.78 |
4.46 |
3.0% |
1.42 |
1.0% |
14% |
False |
True |
882,366 |
10 |
153.66 |
146.78 |
6.88 |
4.7% |
1.51 |
1.0% |
9% |
False |
True |
748,754 |
20 |
158.21 |
146.78 |
11.43 |
7.8% |
1.59 |
1.1% |
5% |
False |
True |
608,204 |
40 |
159.70 |
146.78 |
12.92 |
8.8% |
1.75 |
1.2% |
5% |
False |
True |
641,818 |
60 |
159.70 |
140.67 |
19.03 |
12.9% |
2.01 |
1.4% |
35% |
False |
False |
738,731 |
80 |
159.70 |
140.67 |
19.03 |
12.9% |
1.81 |
1.2% |
35% |
False |
False |
618,838 |
100 |
159.70 |
140.67 |
19.03 |
12.9% |
1.70 |
1.2% |
35% |
False |
False |
495,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.29 |
2.618 |
150.58 |
1.618 |
149.53 |
1.000 |
148.88 |
0.618 |
148.48 |
HIGH |
147.83 |
0.618 |
147.43 |
0.500 |
147.31 |
0.382 |
147.18 |
LOW |
146.78 |
0.618 |
146.13 |
1.000 |
145.73 |
1.618 |
145.08 |
2.618 |
144.03 |
4.250 |
142.32 |
|
|
Fisher Pivots for day following 01-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
147.36 |
148.05 |
PP |
147.33 |
147.83 |
S1 |
147.31 |
147.61 |
|