Euro Bund Future December 2022


Trading Metrics calculated at close of trading on 15-Sep-2022
Day Change Summary
Previous Current
14-Sep-2022 15-Sep-2022 Change Change % Previous Week
Open 143.26 143.58 0.32 0.2% 145.33
High 143.87 143.63 -0.24 -0.2% 146.59
Low 142.65 142.74 0.09 0.1% 142.46
Close 143.63 143.22 -0.41 -0.3% 143.57
Range 1.22 0.89 -0.33 -27.0% 4.13
ATR 1.63 1.58 -0.05 -3.2% 0.00
Volume 723,341 724,960 1,619 0.2% 3,571,578
Daily Pivots for day following 15-Sep-2022
Classic Woodie Camarilla DeMark
R4 145.87 145.43 143.71
R3 144.98 144.54 143.46
R2 144.09 144.09 143.38
R1 143.65 143.65 143.30 143.43
PP 143.20 143.20 143.20 143.08
S1 142.76 142.76 143.14 142.54
S2 142.31 142.31 143.06
S3 141.42 141.87 142.98
S4 140.53 140.98 142.73
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 156.60 154.21 145.84
R3 152.47 150.08 144.71
R2 148.34 148.34 144.33
R1 145.95 145.95 143.95 145.08
PP 144.21 144.21 144.21 143.77
S1 141.82 141.82 143.19 140.95
S2 140.08 140.08 142.81
S3 135.95 137.69 142.43
S4 131.82 133.56 141.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.56 142.46 2.10 1.5% 1.45 1.0% 36% False False 723,570
10 146.67 142.46 4.21 2.9% 1.67 1.2% 18% False False 752,635
20 151.70 142.46 9.24 6.5% 1.55 1.1% 8% False False 393,717
40 156.87 142.46 14.41 10.1% 1.40 1.0% 5% False False 197,301
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 147.41
2.618 145.96
1.618 145.07
1.000 144.52
0.618 144.18
HIGH 143.63
0.618 143.29
0.500 143.19
0.382 143.08
LOW 142.74
0.618 142.19
1.000 141.85
1.618 141.30
2.618 140.41
4.250 138.96
Fisher Pivots for day following 15-Sep-2022
Pivot 1 day 3 day
R1 143.21 143.56
PP 143.20 143.45
S1 143.19 143.33

These figures are updated between 7pm and 10pm EST after a trading day.

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