Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 21-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
142.40 |
140.86 |
-1.54 |
-1.1% |
143.52 |
High |
142.58 |
141.98 |
-0.60 |
-0.4% |
144.56 |
Low |
140.53 |
140.73 |
0.20 |
0.1% |
142.15 |
Close |
140.70 |
141.20 |
0.50 |
0.4% |
142.73 |
Range |
2.05 |
1.25 |
-0.80 |
-39.0% |
2.41 |
ATR |
1.55 |
1.53 |
-0.02 |
-1.3% |
0.00 |
Volume |
902,528 |
760,749 |
-141,779 |
-15.7% |
3,377,068 |
|
Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.05 |
144.38 |
141.89 |
|
R3 |
143.80 |
143.13 |
141.54 |
|
R2 |
142.55 |
142.55 |
141.43 |
|
R1 |
141.88 |
141.88 |
141.31 |
142.22 |
PP |
141.30 |
141.30 |
141.30 |
141.47 |
S1 |
140.63 |
140.63 |
141.09 |
140.97 |
S2 |
140.05 |
140.05 |
140.97 |
|
S3 |
138.80 |
139.38 |
140.86 |
|
S4 |
137.55 |
138.13 |
140.51 |
|
|
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 |
143.63 |
140.53 |
3.10 |
2.2% |
1.27 |
0.9% |
22% |
False |
False |
670,669 |
10 |
145.82 |
140.53 |
5.29 |
3.7% |
1.55 |
1.1% |
13% |
False |
False |
714,265 |
20 |
148.97 |
140.53 |
8.44 |
6.0% |
1.52 |
1.1% |
8% |
False |
False |
523,428 |
40 |
156.87 |
140.53 |
16.34 |
11.6% |
1.42 |
1.0% |
4% |
False |
False |
262,991 |
60 |
156.87 |
140.53 |
16.34 |
11.6% |
1.19 |
0.8% |
4% |
False |
False |
175,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.29 |
2.618 |
145.25 |
1.618 |
144.00 |
1.000 |
143.23 |
0.618 |
142.75 |
HIGH |
141.98 |
0.618 |
141.50 |
0.500 |
141.36 |
0.382 |
141.21 |
LOW |
140.73 |
0.618 |
139.96 |
1.000 |
139.48 |
1.618 |
138.71 |
2.618 |
137.46 |
4.250 |
135.42 |
|
|
Fisher Pivots for day following 21-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
141.36 |
141.90 |
PP |
141.30 |
141.66 |
S1 |
141.25 |
141.43 |
|