Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 26-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2022 |
26-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
140.14 |
139.20 |
-0.94 |
-0.7% |
143.19 |
High |
140.99 |
139.22 |
-1.77 |
-1.3% |
143.26 |
Low |
138.45 |
137.41 |
-1.04 |
-0.8% |
138.45 |
Close |
139.48 |
138.87 |
-0.61 |
-0.4% |
139.48 |
Range |
2.54 |
1.81 |
-0.73 |
-28.7% |
4.81 |
ATR |
1.64 |
1.67 |
0.03 |
1.9% |
0.00 |
Volume |
1,098,272 |
907,363 |
-190,909 |
-17.4% |
4,042,030 |
|
Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.93 |
143.21 |
139.87 |
|
R3 |
142.12 |
141.40 |
139.37 |
|
R2 |
140.31 |
140.31 |
139.20 |
|
R1 |
139.59 |
139.59 |
139.04 |
139.05 |
PP |
138.50 |
138.50 |
138.50 |
138.23 |
S1 |
137.78 |
137.78 |
138.70 |
137.24 |
S2 |
136.69 |
136.69 |
138.54 |
|
S3 |
134.88 |
135.97 |
138.37 |
|
S4 |
133.07 |
134.16 |
137.87 |
|
|
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 |
142.58 |
137.41 |
5.17 |
3.7% |
1.95 |
1.4% |
28% |
False |
True |
919,443 |
10 |
144.47 |
137.41 |
7.06 |
5.1% |
1.55 |
1.1% |
21% |
False |
True |
776,495 |
20 |
146.90 |
137.41 |
9.49 |
6.8% |
1.65 |
1.2% |
15% |
False |
True |
667,641 |
40 |
156.87 |
137.41 |
19.46 |
14.0% |
1.49 |
1.1% |
8% |
False |
True |
336,324 |
60 |
156.87 |
137.41 |
19.46 |
14.0% |
1.25 |
0.9% |
8% |
False |
True |
224,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.91 |
2.618 |
143.96 |
1.618 |
142.15 |
1.000 |
141.03 |
0.618 |
140.34 |
HIGH |
139.22 |
0.618 |
138.53 |
0.500 |
138.32 |
0.382 |
138.10 |
LOW |
137.41 |
0.618 |
136.29 |
1.000 |
135.60 |
1.618 |
134.48 |
2.618 |
132.67 |
4.250 |
129.72 |
|
|
Fisher Pivots for day following 26-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
138.69 |
139.72 |
PP |
138.50 |
139.43 |
S1 |
138.32 |
139.15 |
|