Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 03-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2022 |
03-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
137.16 |
138.29 |
1.13 |
0.8% |
139.20 |
High |
139.24 |
141.39 |
2.15 |
1.5% |
139.29 |
Low |
136.98 |
138.05 |
1.07 |
0.8% |
135.52 |
Close |
138.49 |
141.18 |
2.69 |
1.9% |
138.49 |
Range |
2.26 |
3.34 |
1.08 |
47.8% |
3.77 |
ATR |
1.91 |
2.01 |
0.10 |
5.4% |
0.00 |
Volume |
1,025,577 |
852,825 |
-172,752 |
-16.8% |
5,554,195 |
|
Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.23 |
149.04 |
143.02 |
|
R3 |
146.89 |
145.70 |
142.10 |
|
R2 |
143.55 |
143.55 |
141.79 |
|
R1 |
142.36 |
142.36 |
141.49 |
142.96 |
PP |
140.21 |
140.21 |
140.21 |
140.50 |
S1 |
139.02 |
139.02 |
140.87 |
139.62 |
S2 |
136.87 |
136.87 |
140.57 |
|
S3 |
133.53 |
135.68 |
140.26 |
|
S4 |
130.19 |
132.34 |
139.34 |
|
|
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 |
141.39 |
135.52 |
5.87 |
4.2% |
2.75 |
1.9% |
96% |
True |
False |
1,099,931 |
10 |
142.58 |
135.52 |
7.06 |
5.0% |
2.35 |
1.7% |
80% |
False |
False |
1,009,687 |
20 |
146.59 |
135.52 |
11.07 |
7.8% |
1.97 |
1.4% |
51% |
False |
False |
869,884 |
40 |
154.73 |
135.52 |
19.21 |
13.6% |
1.67 |
1.2% |
29% |
False |
False |
473,723 |
60 |
156.87 |
135.52 |
21.35 |
15.1% |
1.45 |
1.0% |
27% |
False |
False |
315,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.59 |
2.618 |
150.13 |
1.618 |
146.79 |
1.000 |
144.73 |
0.618 |
143.45 |
HIGH |
141.39 |
0.618 |
140.11 |
0.500 |
139.72 |
0.382 |
139.33 |
LOW |
138.05 |
0.618 |
135.99 |
1.000 |
134.71 |
1.618 |
132.65 |
2.618 |
129.31 |
4.250 |
123.86 |
|
|
Fisher Pivots for day following 03-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
140.69 |
140.39 |
PP |
140.21 |
139.60 |
S1 |
139.72 |
138.81 |
|