Euro Bund Future December 2022
| Trading Metrics calculated at close of trading on 06-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2022 |
06-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
141.50 |
139.81 |
-1.69 |
-1.2% |
139.20 |
| High |
141.74 |
140.13 |
-1.61 |
-1.1% |
139.29 |
| Low |
139.52 |
138.64 |
-0.88 |
-0.6% |
135.52 |
| Close |
139.76 |
138.96 |
-0.80 |
-0.6% |
138.49 |
| Range |
2.22 |
1.49 |
-0.73 |
-32.9% |
3.77 |
| ATR |
2.03 |
1.99 |
-0.04 |
-1.9% |
0.00 |
| Volume |
826,800 |
771,686 |
-55,114 |
-6.7% |
5,554,195 |
|
| Daily Pivots for day following 06-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.71 |
142.83 |
139.78 |
|
| R3 |
142.22 |
141.34 |
139.37 |
|
| R2 |
140.73 |
140.73 |
139.23 |
|
| R1 |
139.85 |
139.85 |
139.10 |
139.55 |
| PP |
139.24 |
139.24 |
139.24 |
139.09 |
| S1 |
138.36 |
138.36 |
138.82 |
138.06 |
| S2 |
137.75 |
137.75 |
138.69 |
|
| S3 |
136.26 |
136.87 |
138.55 |
|
| S4 |
134.77 |
135.38 |
138.14 |
|
|
| 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 |
136.98 |
5.89 |
4.2% |
2.27 |
1.6% |
34% |
False |
False |
878,889 |
| 10 |
142.87 |
135.52 |
7.35 |
5.3% |
2.39 |
1.7% |
47% |
False |
False |
1,002,133 |
| 20 |
144.56 |
135.52 |
9.04 |
6.5% |
1.94 |
1.4% |
38% |
False |
False |
859,794 |
| 40 |
154.69 |
135.52 |
19.17 |
13.8% |
1.75 |
1.3% |
18% |
False |
False |
536,563 |
| 60 |
156.87 |
135.52 |
21.35 |
15.4% |
1.51 |
1.1% |
16% |
False |
False |
357,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.46 |
|
2.618 |
144.03 |
|
1.618 |
142.54 |
|
1.000 |
141.62 |
|
0.618 |
141.05 |
|
HIGH |
140.13 |
|
0.618 |
139.56 |
|
0.500 |
139.39 |
|
0.382 |
139.21 |
|
LOW |
138.64 |
|
0.618 |
137.72 |
|
1.000 |
137.15 |
|
1.618 |
136.23 |
|
2.618 |
134.74 |
|
4.250 |
132.31 |
|
|
| Fisher Pivots for day following 06-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
139.39 |
140.76 |
| PP |
139.24 |
140.16 |
| S1 |
139.10 |
139.56 |
|