Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 28-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2022 |
28-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
137.70 |
137.00 |
-0.70 |
-0.5% |
143.19 |
High |
139.29 |
138.74 |
-0.55 |
-0.4% |
143.26 |
Low |
136.62 |
135.52 |
-1.10 |
-0.8% |
138.45 |
Close |
137.14 |
137.91 |
0.77 |
0.6% |
139.48 |
Range |
2.67 |
3.22 |
0.55 |
20.6% |
4.81 |
ATR |
1.75 |
1.85 |
0.11 |
6.0% |
0.00 |
Volume |
1,219,163 |
1,412,914 |
193,751 |
15.9% |
4,042,030 |
|
Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.05 |
145.70 |
139.68 |
|
R3 |
143.83 |
142.48 |
138.80 |
|
R2 |
140.61 |
140.61 |
138.50 |
|
R1 |
139.26 |
139.26 |
138.21 |
139.94 |
PP |
137.39 |
137.39 |
137.39 |
137.73 |
S1 |
136.04 |
136.04 |
137.61 |
136.72 |
S2 |
134.17 |
134.17 |
137.32 |
|
S3 |
130.95 |
132.82 |
137.02 |
|
S4 |
127.73 |
129.60 |
136.14 |
|
|
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 |
135.52 |
6.50 |
4.7% |
2.47 |
1.8% |
37% |
False |
True |
1,113,203 |
10 |
143.63 |
135.52 |
8.11 |
5.9% |
1.87 |
1.4% |
29% |
False |
True |
891,936 |
20 |
146.67 |
135.52 |
11.15 |
8.1% |
1.81 |
1.3% |
21% |
False |
True |
794,081 |
40 |
155.58 |
135.52 |
20.06 |
14.5% |
1.57 |
1.1% |
12% |
False |
True |
402,089 |
60 |
156.87 |
135.52 |
21.35 |
15.5% |
1.35 |
1.0% |
11% |
False |
True |
268,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.43 |
2.618 |
147.17 |
1.618 |
143.95 |
1.000 |
141.96 |
0.618 |
140.73 |
HIGH |
138.74 |
0.618 |
137.51 |
0.500 |
137.13 |
0.382 |
136.75 |
LOW |
135.52 |
0.618 |
133.53 |
1.000 |
132.30 |
1.618 |
130.31 |
2.618 |
127.09 |
4.250 |
121.84 |
|
|
Fisher Pivots for day following 28-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
137.65 |
137.74 |
PP |
137.39 |
137.57 |
S1 |
137.13 |
137.41 |
|