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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 3 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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