Euro Bund Future December 2022
| Trading Metrics calculated at close of trading on 23-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
141.16 |
140.14 |
-1.02 |
-0.7% |
143.19 |
| High |
142.02 |
140.99 |
-1.03 |
-0.7% |
143.26 |
| Low |
139.90 |
138.45 |
-1.45 |
-1.0% |
138.45 |
| Close |
140.02 |
139.48 |
-0.54 |
-0.4% |
139.48 |
| Range |
2.12 |
2.54 |
0.42 |
19.8% |
4.81 |
| ATR |
1.57 |
1.64 |
0.07 |
4.4% |
0.00 |
| Volume |
928,306 |
1,098,272 |
169,966 |
18.3% |
4,042,030 |
|
| Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.26 |
145.91 |
140.88 |
|
| R3 |
144.72 |
143.37 |
140.18 |
|
| R2 |
142.18 |
142.18 |
139.95 |
|
| R1 |
140.83 |
140.83 |
139.71 |
140.24 |
| PP |
139.64 |
139.64 |
139.64 |
139.34 |
| S1 |
138.29 |
138.29 |
139.25 |
137.70 |
| S2 |
137.10 |
137.10 |
139.01 |
|
| S3 |
134.56 |
135.75 |
138.78 |
|
| S4 |
132.02 |
133.21 |
138.08 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.83 |
151.96 |
142.13 |
|
| R3 |
150.02 |
147.15 |
140.80 |
|
| R2 |
145.21 |
145.21 |
140.36 |
|
| R1 |
142.34 |
142.34 |
139.92 |
141.37 |
| PP |
140.40 |
140.40 |
140.40 |
139.91 |
| S1 |
137.53 |
137.53 |
139.04 |
136.56 |
| S2 |
135.59 |
135.59 |
138.60 |
|
| S3 |
130.78 |
132.72 |
138.16 |
|
| S4 |
125.97 |
127.91 |
136.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143.26 |
138.45 |
4.81 |
3.4% |
1.81 |
1.3% |
21% |
False |
True |
808,406 |
| 10 |
144.56 |
138.45 |
6.11 |
4.4% |
1.54 |
1.1% |
17% |
False |
True |
741,909 |
| 20 |
148.75 |
138.45 |
10.30 |
7.4% |
1.64 |
1.2% |
10% |
False |
True |
623,499 |
| 40 |
156.87 |
138.45 |
18.42 |
13.2% |
1.48 |
1.1% |
6% |
False |
True |
313,653 |
| 60 |
156.87 |
138.45 |
18.42 |
13.2% |
1.25 |
0.9% |
6% |
False |
True |
209,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151.79 |
|
2.618 |
147.64 |
|
1.618 |
145.10 |
|
1.000 |
143.53 |
|
0.618 |
142.56 |
|
HIGH |
140.99 |
|
0.618 |
140.02 |
|
0.500 |
139.72 |
|
0.382 |
139.42 |
|
LOW |
138.45 |
|
0.618 |
136.88 |
|
1.000 |
135.91 |
|
1.618 |
134.34 |
|
2.618 |
131.80 |
|
4.250 |
127.66 |
|
|
| Fisher Pivots for day following 23-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
139.72 |
140.24 |
| PP |
139.64 |
139.98 |
| S1 |
139.56 |
139.73 |
|