Euro Bund Future December 2022
| Trading Metrics calculated at close of trading on 30-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2022 |
30-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
138.33 |
137.16 |
-1.17 |
-0.8% |
139.20 |
| High |
138.49 |
139.24 |
0.75 |
0.5% |
139.29 |
| Low |
136.22 |
136.98 |
0.76 |
0.6% |
135.52 |
| Close |
137.50 |
138.49 |
0.99 |
0.7% |
138.49 |
| Range |
2.27 |
2.26 |
-0.01 |
-0.4% |
3.77 |
| ATR |
1.88 |
1.91 |
0.03 |
1.4% |
0.00 |
| Volume |
989,178 |
1,025,577 |
36,399 |
3.7% |
5,554,195 |
|
| Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.02 |
144.01 |
139.73 |
|
| R3 |
142.76 |
141.75 |
139.11 |
|
| R2 |
140.50 |
140.50 |
138.90 |
|
| R1 |
139.49 |
139.49 |
138.70 |
140.00 |
| PP |
138.24 |
138.24 |
138.24 |
138.49 |
| S1 |
137.23 |
137.23 |
138.28 |
137.74 |
| S2 |
135.98 |
135.98 |
138.08 |
|
| S3 |
133.72 |
134.97 |
137.87 |
|
| S4 |
131.46 |
132.71 |
137.25 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.08 |
147.55 |
140.56 |
|
| R3 |
145.31 |
143.78 |
139.53 |
|
| R2 |
141.54 |
141.54 |
139.18 |
|
| R1 |
140.01 |
140.01 |
138.84 |
138.89 |
| PP |
137.77 |
137.77 |
137.77 |
137.21 |
| S1 |
136.24 |
136.24 |
138.14 |
135.12 |
| S2 |
134.00 |
134.00 |
137.80 |
|
| S3 |
130.23 |
132.47 |
137.45 |
|
| S4 |
126.46 |
128.70 |
136.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.29 |
135.52 |
3.77 |
2.7% |
2.45 |
1.8% |
79% |
False |
False |
1,110,839 |
| 10 |
143.26 |
135.52 |
7.74 |
5.6% |
2.13 |
1.5% |
38% |
False |
False |
959,622 |
| 20 |
146.67 |
135.52 |
11.15 |
8.1% |
1.90 |
1.4% |
27% |
False |
False |
862,469 |
| 40 |
155.15 |
135.52 |
19.63 |
14.2% |
1.64 |
1.2% |
15% |
False |
False |
452,408 |
| 60 |
156.87 |
135.52 |
21.35 |
15.4% |
1.39 |
1.0% |
14% |
False |
False |
301,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.85 |
|
2.618 |
145.16 |
|
1.618 |
142.90 |
|
1.000 |
141.50 |
|
0.618 |
140.64 |
|
HIGH |
139.24 |
|
0.618 |
138.38 |
|
0.500 |
138.11 |
|
0.382 |
137.84 |
|
LOW |
136.98 |
|
0.618 |
135.58 |
|
1.000 |
134.72 |
|
1.618 |
133.32 |
|
2.618 |
131.06 |
|
4.250 |
127.38 |
|
|
| Fisher Pivots for day following 30-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
138.36 |
138.12 |
| PP |
138.24 |
137.75 |
| S1 |
138.11 |
137.38 |
|