Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 05-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2022 |
05-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
141.24 |
141.50 |
0.26 |
0.2% |
139.20 |
High |
142.87 |
141.74 |
-1.13 |
-0.8% |
139.29 |
Low |
140.81 |
139.52 |
-1.29 |
-0.9% |
135.52 |
Close |
141.62 |
139.76 |
-1.86 |
-1.3% |
138.49 |
Range |
2.06 |
2.22 |
0.16 |
7.8% |
3.77 |
ATR |
2.01 |
2.03 |
0.01 |
0.7% |
0.00 |
Volume |
917,561 |
826,800 |
-90,761 |
-9.9% |
5,554,195 |
|
Daily Pivots for day following 05-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.00 |
145.60 |
140.98 |
|
R3 |
144.78 |
143.38 |
140.37 |
|
R2 |
142.56 |
142.56 |
140.17 |
|
R1 |
141.16 |
141.16 |
139.96 |
140.75 |
PP |
140.34 |
140.34 |
140.34 |
140.14 |
S1 |
138.94 |
138.94 |
139.56 |
138.53 |
S2 |
138.12 |
138.12 |
139.35 |
|
S3 |
135.90 |
136.72 |
139.15 |
|
S4 |
133.68 |
134.50 |
138.54 |
|
|
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 |
136.22 |
6.65 |
4.8% |
2.43 |
1.7% |
53% |
False |
False |
922,388 |
10 |
142.87 |
135.52 |
7.35 |
5.3% |
2.45 |
1.8% |
58% |
False |
False |
1,017,795 |
20 |
145.82 |
135.52 |
10.30 |
7.4% |
2.00 |
1.4% |
41% |
False |
False |
866,030 |
40 |
154.73 |
135.52 |
19.21 |
13.7% |
1.75 |
1.2% |
22% |
False |
False |
517,283 |
60 |
156.87 |
135.52 |
21.35 |
15.3% |
1.50 |
1.1% |
20% |
False |
False |
344,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.18 |
2.618 |
147.55 |
1.618 |
145.33 |
1.000 |
143.96 |
0.618 |
143.11 |
HIGH |
141.74 |
0.618 |
140.89 |
0.500 |
140.63 |
0.382 |
140.37 |
LOW |
139.52 |
0.618 |
138.15 |
1.000 |
137.30 |
1.618 |
135.93 |
2.618 |
133.71 |
4.250 |
130.09 |
|
|
Fisher Pivots for day following 05-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
140.63 |
140.46 |
PP |
140.34 |
140.23 |
S1 |
140.05 |
139.99 |
|