Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 29-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2022 |
29-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
137.00 |
138.33 |
1.33 |
1.0% |
143.19 |
High |
138.74 |
138.49 |
-0.25 |
-0.2% |
143.26 |
Low |
135.52 |
136.22 |
0.70 |
0.5% |
138.45 |
Close |
137.91 |
137.50 |
-0.41 |
-0.3% |
139.48 |
Range |
3.22 |
2.27 |
-0.95 |
-29.5% |
4.81 |
ATR |
1.85 |
1.88 |
0.03 |
1.6% |
0.00 |
Volume |
1,412,914 |
989,178 |
-423,736 |
-30.0% |
4,042,030 |
|
Daily Pivots for day following 29-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.21 |
143.13 |
138.75 |
|
R3 |
141.94 |
140.86 |
138.12 |
|
R2 |
139.67 |
139.67 |
137.92 |
|
R1 |
138.59 |
138.59 |
137.71 |
138.00 |
PP |
137.40 |
137.40 |
137.40 |
137.11 |
S1 |
136.32 |
136.32 |
137.29 |
135.73 |
S2 |
135.13 |
135.13 |
137.08 |
|
S3 |
132.86 |
134.05 |
136.88 |
|
S4 |
130.59 |
131.78 |
136.25 |
|
|
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 |
140.99 |
135.52 |
5.47 |
4.0% |
2.50 |
1.8% |
36% |
False |
False |
1,125,378 |
10 |
143.26 |
135.52 |
7.74 |
5.6% |
2.01 |
1.5% |
26% |
False |
False |
918,358 |
20 |
146.67 |
135.52 |
11.15 |
8.1% |
1.84 |
1.3% |
18% |
False |
False |
835,496 |
40 |
155.58 |
135.52 |
20.06 |
14.6% |
1.60 |
1.2% |
10% |
False |
False |
426,774 |
60 |
156.87 |
135.52 |
21.35 |
15.5% |
1.36 |
1.0% |
9% |
False |
False |
284,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.14 |
2.618 |
144.43 |
1.618 |
142.16 |
1.000 |
140.76 |
0.618 |
139.89 |
HIGH |
138.49 |
0.618 |
137.62 |
0.500 |
137.36 |
0.382 |
137.09 |
LOW |
136.22 |
0.618 |
134.82 |
1.000 |
133.95 |
1.618 |
132.55 |
2.618 |
130.28 |
4.250 |
126.57 |
|
|
Fisher Pivots for day following 29-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
137.45 |
137.47 |
PP |
137.40 |
137.44 |
S1 |
137.36 |
137.41 |
|