Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 11-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2022 |
11-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
137.68 |
136.55 |
-1.13 |
-0.8% |
138.29 |
High |
138.46 |
136.77 |
-1.69 |
-1.2% |
142.87 |
Low |
135.83 |
135.56 |
-0.27 |
-0.2% |
137.35 |
Close |
136.08 |
136.45 |
0.37 |
0.3% |
137.67 |
Range |
2.63 |
1.21 |
-1.42 |
-54.0% |
5.52 |
ATR |
2.01 |
1.95 |
-0.06 |
-2.8% |
0.00 |
Volume |
786,668 |
876,446 |
89,778 |
11.4% |
4,023,878 |
|
Daily Pivots for day following 11-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.89 |
139.38 |
137.12 |
|
R3 |
138.68 |
138.17 |
136.78 |
|
R2 |
137.47 |
137.47 |
136.67 |
|
R1 |
136.96 |
136.96 |
136.56 |
136.61 |
PP |
136.26 |
136.26 |
136.26 |
136.09 |
S1 |
135.75 |
135.75 |
136.34 |
135.40 |
S2 |
135.05 |
135.05 |
136.23 |
|
S3 |
133.84 |
134.54 |
136.12 |
|
S4 |
132.63 |
133.33 |
135.78 |
|
|
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 |
141.74 |
135.56 |
6.18 |
4.5% |
1.82 |
1.3% |
14% |
False |
True |
783,321 |
10 |
142.87 |
135.52 |
7.35 |
5.4% |
2.23 |
1.6% |
13% |
False |
False |
911,466 |
20 |
143.87 |
135.52 |
8.35 |
6.1% |
1.95 |
1.4% |
11% |
False |
False |
867,222 |
40 |
154.05 |
135.52 |
18.53 |
13.6% |
1.78 |
1.3% |
5% |
False |
False |
594,445 |
60 |
156.87 |
135.52 |
21.35 |
15.6% |
1.57 |
1.1% |
4% |
False |
False |
396,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.91 |
2.618 |
139.94 |
1.618 |
138.73 |
1.000 |
137.98 |
0.618 |
137.52 |
HIGH |
136.77 |
0.618 |
136.31 |
0.500 |
136.17 |
0.382 |
136.02 |
LOW |
135.56 |
0.618 |
134.81 |
1.000 |
134.35 |
1.618 |
133.60 |
2.618 |
132.39 |
4.250 |
130.42 |
|
|
Fisher Pivots for day following 11-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
136.36 |
137.24 |
PP |
136.26 |
136.97 |
S1 |
136.17 |
136.71 |
|