Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 22-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
140.86 |
141.16 |
0.30 |
0.2% |
143.52 |
High |
141.98 |
142.02 |
0.04 |
0.0% |
144.56 |
Low |
140.73 |
139.90 |
-0.83 |
-0.6% |
142.15 |
Close |
141.20 |
140.02 |
-1.18 |
-0.8% |
142.73 |
Range |
1.25 |
2.12 |
0.87 |
69.6% |
2.41 |
ATR |
1.53 |
1.57 |
0.04 |
2.7% |
0.00 |
Volume |
760,749 |
928,306 |
167,557 |
22.0% |
3,377,068 |
|
Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.01 |
145.63 |
141.19 |
|
R3 |
144.89 |
143.51 |
140.60 |
|
R2 |
142.77 |
142.77 |
140.41 |
|
R1 |
141.39 |
141.39 |
140.21 |
141.02 |
PP |
140.65 |
140.65 |
140.65 |
140.46 |
S1 |
139.27 |
139.27 |
139.83 |
138.90 |
S2 |
138.53 |
138.53 |
139.63 |
|
S3 |
136.41 |
137.15 |
139.44 |
|
S4 |
134.29 |
135.03 |
138.85 |
|
|
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 |
143.26 |
139.90 |
3.36 |
2.4% |
1.52 |
1.1% |
4% |
False |
True |
711,338 |
10 |
144.56 |
139.90 |
4.66 |
3.3% |
1.48 |
1.1% |
3% |
False |
True |
717,454 |
20 |
148.97 |
139.90 |
9.07 |
6.5% |
1.58 |
1.1% |
1% |
False |
True |
569,232 |
40 |
156.87 |
139.90 |
16.97 |
12.1% |
1.47 |
1.1% |
1% |
False |
True |
286,199 |
60 |
156.87 |
139.90 |
16.97 |
12.1% |
1.22 |
0.9% |
1% |
False |
True |
190,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.03 |
2.618 |
147.57 |
1.618 |
145.45 |
1.000 |
144.14 |
0.618 |
143.33 |
HIGH |
142.02 |
0.618 |
141.21 |
0.500 |
140.96 |
0.382 |
140.71 |
LOW |
139.90 |
0.618 |
138.59 |
1.000 |
137.78 |
1.618 |
136.47 |
2.618 |
134.35 |
4.250 |
130.89 |
|
|
Fisher Pivots for day following 22-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
140.96 |
141.24 |
PP |
140.65 |
140.83 |
S1 |
140.33 |
140.43 |
|