Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 06-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
147.77 |
147.77 |
0.00 |
0.0% |
148.95 |
High |
149.10 |
149.02 |
-0.08 |
-0.1% |
149.32 |
Low |
147.14 |
146.68 |
-0.46 |
-0.3% |
146.78 |
Close |
148.33 |
147.27 |
-1.06 |
-0.7% |
148.33 |
Range |
1.96 |
2.34 |
0.38 |
19.4% |
2.54 |
ATR |
1.74 |
1.78 |
0.04 |
2.5% |
0.00 |
Volume |
1,260,243 |
989,320 |
-270,923 |
-21.5% |
5,011,520 |
|
Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.68 |
153.31 |
148.56 |
|
R3 |
152.34 |
150.97 |
147.91 |
|
R2 |
150.00 |
150.00 |
147.70 |
|
R1 |
148.63 |
148.63 |
147.48 |
148.15 |
PP |
147.66 |
147.66 |
147.66 |
147.41 |
S1 |
146.29 |
146.29 |
147.06 |
145.81 |
S2 |
145.32 |
145.32 |
146.84 |
|
S3 |
142.98 |
143.95 |
146.63 |
|
S4 |
140.64 |
141.61 |
145.98 |
|
|
Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.76 |
154.59 |
149.73 |
|
R3 |
153.22 |
152.05 |
149.03 |
|
R2 |
150.68 |
150.68 |
148.80 |
|
R1 |
149.51 |
149.51 |
148.56 |
148.83 |
PP |
148.14 |
148.14 |
148.14 |
147.80 |
S1 |
146.97 |
146.97 |
148.10 |
146.29 |
S2 |
145.60 |
145.60 |
147.86 |
|
S3 |
143.06 |
144.43 |
147.63 |
|
S4 |
140.52 |
141.89 |
146.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
149.32 |
146.68 |
2.64 |
1.8% |
1.68 |
1.1% |
22% |
False |
True |
1,088,264 |
10 |
152.40 |
146.68 |
5.72 |
3.9% |
1.60 |
1.1% |
10% |
False |
True |
857,501 |
20 |
157.74 |
146.68 |
11.06 |
7.5% |
1.61 |
1.1% |
5% |
False |
True |
678,290 |
40 |
159.70 |
146.68 |
13.02 |
8.8% |
1.77 |
1.2% |
5% |
False |
True |
672,387 |
60 |
159.70 |
140.67 |
19.03 |
12.9% |
2.01 |
1.4% |
35% |
False |
False |
742,950 |
80 |
159.70 |
140.67 |
19.03 |
12.9% |
1.82 |
1.2% |
35% |
False |
False |
646,886 |
100 |
159.70 |
140.67 |
19.03 |
12.9% |
1.72 |
1.2% |
35% |
False |
False |
518,396 |
120 |
162.32 |
140.67 |
21.65 |
14.7% |
1.57 |
1.1% |
30% |
False |
False |
432,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.97 |
2.618 |
155.15 |
1.618 |
152.81 |
1.000 |
151.36 |
0.618 |
150.47 |
HIGH |
149.02 |
0.618 |
148.13 |
0.500 |
147.85 |
0.382 |
147.57 |
LOW |
146.68 |
0.618 |
145.23 |
1.000 |
144.34 |
1.618 |
142.89 |
2.618 |
140.55 |
4.250 |
136.74 |
|
|
Fisher Pivots for day following 06-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
147.85 |
147.89 |
PP |
147.66 |
147.68 |
S1 |
147.46 |
147.48 |
|