Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 04-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2022 |
04-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
138.29 |
141.24 |
2.95 |
2.1% |
139.20 |
High |
141.39 |
142.87 |
1.48 |
1.0% |
139.29 |
Low |
138.05 |
140.81 |
2.76 |
2.0% |
135.52 |
Close |
141.18 |
141.62 |
0.44 |
0.3% |
138.49 |
Range |
3.34 |
2.06 |
-1.28 |
-38.3% |
3.77 |
ATR |
2.01 |
2.01 |
0.00 |
0.2% |
0.00 |
Volume |
852,825 |
917,561 |
64,736 |
7.6% |
5,554,195 |
|
Daily Pivots for day following 04-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.95 |
146.84 |
142.75 |
|
R3 |
145.89 |
144.78 |
142.19 |
|
R2 |
143.83 |
143.83 |
142.00 |
|
R1 |
142.72 |
142.72 |
141.81 |
143.28 |
PP |
141.77 |
141.77 |
141.77 |
142.04 |
S1 |
140.66 |
140.66 |
141.43 |
141.22 |
S2 |
139.71 |
139.71 |
141.24 |
|
S3 |
137.65 |
138.60 |
141.05 |
|
S4 |
135.59 |
136.54 |
140.49 |
|
|
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 |
142.87 |
135.52 |
7.35 |
5.2% |
2.63 |
1.9% |
83% |
True |
False |
1,039,611 |
10 |
142.87 |
135.52 |
7.35 |
5.2% |
2.35 |
1.7% |
83% |
True |
False |
1,011,190 |
20 |
145.82 |
135.52 |
10.30 |
7.3% |
1.95 |
1.4% |
59% |
False |
False |
861,095 |
40 |
154.73 |
135.52 |
19.21 |
13.6% |
1.71 |
1.2% |
32% |
False |
False |
496,634 |
60 |
156.87 |
135.52 |
21.35 |
15.1% |
1.48 |
1.0% |
29% |
False |
False |
331,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.63 |
2.618 |
148.26 |
1.618 |
146.20 |
1.000 |
144.93 |
0.618 |
144.14 |
HIGH |
142.87 |
0.618 |
142.08 |
0.500 |
141.84 |
0.382 |
141.60 |
LOW |
140.81 |
0.618 |
139.54 |
1.000 |
138.75 |
1.618 |
137.48 |
2.618 |
135.42 |
4.250 |
132.06 |
|
|
Fisher Pivots for day following 04-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
141.84 |
141.06 |
PP |
141.77 |
140.49 |
S1 |
141.69 |
139.93 |
|