Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 07-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2022 |
07-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
139.81 |
138.90 |
-0.91 |
-0.7% |
138.29 |
High |
140.13 |
138.91 |
-1.22 |
-0.9% |
142.87 |
Low |
138.64 |
137.35 |
-1.29 |
-0.9% |
137.35 |
Close |
138.96 |
137.67 |
-1.29 |
-0.9% |
137.67 |
Range |
1.49 |
1.56 |
0.07 |
4.7% |
5.52 |
ATR |
1.99 |
1.96 |
-0.03 |
-1.4% |
0.00 |
Volume |
771,686 |
655,006 |
-116,680 |
-15.1% |
4,023,878 |
|
Daily Pivots for day following 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.66 |
141.72 |
138.53 |
|
R3 |
141.10 |
140.16 |
138.10 |
|
R2 |
139.54 |
139.54 |
137.96 |
|
R1 |
138.60 |
138.60 |
137.81 |
138.29 |
PP |
137.98 |
137.98 |
137.98 |
137.82 |
S1 |
137.04 |
137.04 |
137.53 |
136.73 |
S2 |
136.42 |
136.42 |
137.38 |
|
S3 |
134.86 |
135.48 |
137.24 |
|
S4 |
133.30 |
133.92 |
136.81 |
|
|
Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.86 |
152.28 |
140.71 |
|
R3 |
150.34 |
146.76 |
139.19 |
|
R2 |
144.82 |
144.82 |
138.68 |
|
R1 |
141.24 |
141.24 |
138.18 |
140.27 |
PP |
139.30 |
139.30 |
139.30 |
138.81 |
S1 |
135.72 |
135.72 |
137.16 |
134.75 |
S2 |
133.78 |
133.78 |
136.66 |
|
S3 |
128.26 |
130.20 |
136.15 |
|
S4 |
122.74 |
124.68 |
134.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.87 |
137.35 |
5.52 |
4.0% |
2.13 |
1.6% |
6% |
False |
True |
804,775 |
10 |
142.87 |
135.52 |
7.35 |
5.3% |
2.29 |
1.7% |
29% |
False |
False |
957,807 |
20 |
144.56 |
135.52 |
9.04 |
6.6% |
1.91 |
1.4% |
24% |
False |
False |
849,858 |
40 |
154.22 |
135.52 |
18.70 |
13.6% |
1.74 |
1.3% |
11% |
False |
False |
552,925 |
60 |
156.87 |
135.52 |
21.35 |
15.5% |
1.53 |
1.1% |
10% |
False |
False |
368,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.54 |
2.618 |
142.99 |
1.618 |
141.43 |
1.000 |
140.47 |
0.618 |
139.87 |
HIGH |
138.91 |
0.618 |
138.31 |
0.500 |
138.13 |
0.382 |
137.95 |
LOW |
137.35 |
0.618 |
136.39 |
1.000 |
135.79 |
1.618 |
134.83 |
2.618 |
133.27 |
4.250 |
130.72 |
|
|
Fisher Pivots for day following 07-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
138.13 |
139.55 |
PP |
137.98 |
138.92 |
S1 |
137.82 |
138.30 |
|