Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 27-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2022 |
27-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
139.20 |
137.70 |
-1.50 |
-1.1% |
143.19 |
High |
139.22 |
139.29 |
0.07 |
0.1% |
143.26 |
Low |
137.41 |
136.62 |
-0.79 |
-0.6% |
138.45 |
Close |
138.87 |
137.14 |
-1.73 |
-1.2% |
139.48 |
Range |
1.81 |
2.67 |
0.86 |
47.5% |
4.81 |
ATR |
1.67 |
1.75 |
0.07 |
4.2% |
0.00 |
Volume |
907,363 |
1,219,163 |
311,800 |
34.4% |
4,042,030 |
|
Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.69 |
144.09 |
138.61 |
|
R3 |
143.02 |
141.42 |
137.87 |
|
R2 |
140.35 |
140.35 |
137.63 |
|
R1 |
138.75 |
138.75 |
137.38 |
138.22 |
PP |
137.68 |
137.68 |
137.68 |
137.42 |
S1 |
136.08 |
136.08 |
136.90 |
135.55 |
S2 |
135.01 |
135.01 |
136.65 |
|
S3 |
132.34 |
133.41 |
136.41 |
|
S4 |
129.67 |
130.74 |
135.67 |
|
|
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 |
142.02 |
136.62 |
5.40 |
3.9% |
2.08 |
1.5% |
10% |
False |
True |
982,770 |
10 |
143.87 |
136.62 |
7.25 |
5.3% |
1.67 |
1.2% |
7% |
False |
True |
822,979 |
20 |
146.90 |
136.62 |
10.28 |
7.5% |
1.72 |
1.3% |
5% |
False |
True |
727,208 |
40 |
156.87 |
136.62 |
20.25 |
14.8% |
1.53 |
1.1% |
3% |
False |
True |
366,792 |
60 |
156.87 |
136.62 |
20.25 |
14.8% |
1.29 |
0.9% |
3% |
False |
True |
244,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.64 |
2.618 |
146.28 |
1.618 |
143.61 |
1.000 |
141.96 |
0.618 |
140.94 |
HIGH |
139.29 |
0.618 |
138.27 |
0.500 |
137.96 |
0.382 |
137.64 |
LOW |
136.62 |
0.618 |
134.97 |
1.000 |
133.95 |
1.618 |
132.30 |
2.618 |
129.63 |
4.250 |
125.27 |
|
|
Fisher Pivots for day following 27-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
137.96 |
138.81 |
PP |
137.68 |
138.25 |
S1 |
137.41 |
137.70 |
|