Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 16-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
143.58 |
142.98 |
-0.60 |
-0.4% |
143.52 |
High |
143.63 |
143.24 |
-0.39 |
-0.3% |
144.56 |
Low |
142.74 |
142.15 |
-0.59 |
-0.4% |
142.15 |
Close |
143.22 |
142.73 |
-0.49 |
-0.3% |
142.73 |
Range |
0.89 |
1.09 |
0.20 |
22.5% |
2.41 |
ATR |
1.58 |
1.54 |
-0.03 |
-2.2% |
0.00 |
Volume |
724,960 |
612,935 |
-112,025 |
-15.5% |
3,377,068 |
|
Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.98 |
145.44 |
143.33 |
|
R3 |
144.89 |
144.35 |
143.03 |
|
R2 |
143.80 |
143.80 |
142.93 |
|
R1 |
143.26 |
143.26 |
142.83 |
142.99 |
PP |
142.71 |
142.71 |
142.71 |
142.57 |
S1 |
142.17 |
142.17 |
142.63 |
141.90 |
S2 |
141.62 |
141.62 |
142.53 |
|
S3 |
140.53 |
141.08 |
142.43 |
|
S4 |
139.44 |
139.99 |
142.13 |
|
|
Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.38 |
148.96 |
144.06 |
|
R3 |
147.97 |
146.55 |
143.39 |
|
R2 |
145.56 |
145.56 |
143.17 |
|
R1 |
144.14 |
144.14 |
142.95 |
143.65 |
PP |
143.15 |
143.15 |
143.15 |
142.90 |
S1 |
141.73 |
141.73 |
142.51 |
141.24 |
S2 |
140.74 |
140.74 |
142.29 |
|
S3 |
138.33 |
139.32 |
142.07 |
|
S4 |
135.92 |
136.91 |
141.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.56 |
142.15 |
2.41 |
1.7% |
1.26 |
0.9% |
24% |
False |
True |
675,413 |
10 |
146.67 |
142.15 |
4.52 |
3.2% |
1.67 |
1.2% |
13% |
False |
True |
765,316 |
20 |
150.75 |
142.15 |
8.60 |
6.0% |
1.55 |
1.1% |
7% |
False |
True |
424,205 |
40 |
156.87 |
142.15 |
14.72 |
10.3% |
1.38 |
1.0% |
4% |
False |
True |
212,624 |
60 |
156.87 |
142.15 |
14.72 |
10.3% |
1.13 |
0.8% |
4% |
False |
True |
141,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.87 |
2.618 |
146.09 |
1.618 |
145.00 |
1.000 |
144.33 |
0.618 |
143.91 |
HIGH |
143.24 |
0.618 |
142.82 |
0.500 |
142.70 |
0.382 |
142.57 |
LOW |
142.15 |
0.618 |
141.48 |
1.000 |
141.06 |
1.618 |
140.39 |
2.618 |
139.30 |
4.250 |
137.52 |
|
|
Fisher Pivots for day following 16-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
142.72 |
143.01 |
PP |
142.71 |
142.92 |
S1 |
142.70 |
142.82 |
|