Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 20-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
143.19 |
142.40 |
-0.79 |
-0.6% |
143.52 |
High |
143.26 |
142.58 |
-0.68 |
-0.5% |
144.56 |
Low |
142.18 |
140.53 |
-1.65 |
-1.2% |
142.15 |
Close |
142.62 |
140.70 |
-1.92 |
-1.3% |
142.73 |
Range |
1.08 |
2.05 |
0.97 |
89.8% |
2.41 |
ATR |
1.51 |
1.55 |
0.04 |
2.7% |
0.00 |
Volume |
352,175 |
902,528 |
550,353 |
156.3% |
3,377,068 |
|
Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.42 |
146.11 |
141.83 |
|
R3 |
145.37 |
144.06 |
141.26 |
|
R2 |
143.32 |
143.32 |
141.08 |
|
R1 |
142.01 |
142.01 |
140.89 |
141.64 |
PP |
141.27 |
141.27 |
141.27 |
141.09 |
S1 |
139.96 |
139.96 |
140.51 |
139.59 |
S2 |
139.22 |
139.22 |
140.32 |
|
S3 |
137.17 |
137.91 |
140.14 |
|
S4 |
135.12 |
135.86 |
139.57 |
|
|
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 |
143.87 |
140.53 |
3.34 |
2.4% |
1.27 |
0.9% |
5% |
False |
True |
663,187 |
10 |
145.82 |
140.53 |
5.29 |
3.8% |
1.55 |
1.1% |
3% |
False |
True |
711,001 |
20 |
149.81 |
140.53 |
9.28 |
6.6% |
1.56 |
1.1% |
2% |
False |
True |
485,750 |
40 |
156.87 |
140.53 |
16.34 |
11.6% |
1.39 |
1.0% |
1% |
False |
True |
243,991 |
60 |
156.87 |
140.53 |
16.34 |
11.6% |
1.17 |
0.8% |
1% |
False |
True |
162,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.29 |
2.618 |
147.95 |
1.618 |
145.90 |
1.000 |
144.63 |
0.618 |
143.85 |
HIGH |
142.58 |
0.618 |
141.80 |
0.500 |
141.56 |
0.382 |
141.31 |
LOW |
140.53 |
0.618 |
139.26 |
1.000 |
138.48 |
1.618 |
137.21 |
2.618 |
135.16 |
4.250 |
131.82 |
|
|
Fisher Pivots for day following 20-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
141.56 |
141.90 |
PP |
141.27 |
141.50 |
S1 |
140.99 |
141.10 |
|