Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 12-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2022 |
12-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
136.55 |
135.80 |
-0.75 |
-0.5% |
138.29 |
High |
136.77 |
136.59 |
-0.18 |
-0.1% |
142.87 |
Low |
135.56 |
135.14 |
-0.42 |
-0.3% |
137.35 |
Close |
136.45 |
135.84 |
-0.61 |
-0.4% |
137.67 |
Range |
1.21 |
1.45 |
0.24 |
19.8% |
5.52 |
ATR |
1.95 |
1.92 |
-0.04 |
-1.8% |
0.00 |
Volume |
876,446 |
870,442 |
-6,004 |
-0.7% |
4,023,878 |
|
Daily Pivots for day following 12-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.21 |
139.47 |
136.64 |
|
R3 |
138.76 |
138.02 |
136.24 |
|
R2 |
137.31 |
137.31 |
136.11 |
|
R1 |
136.57 |
136.57 |
135.97 |
136.94 |
PP |
135.86 |
135.86 |
135.86 |
136.04 |
S1 |
135.12 |
135.12 |
135.71 |
135.49 |
S2 |
134.41 |
134.41 |
135.57 |
|
S3 |
132.96 |
133.67 |
135.44 |
|
S4 |
131.51 |
132.22 |
135.04 |
|
|
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 |
140.13 |
135.14 |
4.99 |
3.7% |
1.67 |
1.2% |
14% |
False |
True |
792,049 |
10 |
142.87 |
135.14 |
7.73 |
5.7% |
2.05 |
1.5% |
9% |
False |
True |
857,218 |
20 |
143.63 |
135.14 |
8.49 |
6.3% |
1.96 |
1.4% |
8% |
False |
True |
874,577 |
40 |
153.25 |
135.14 |
18.11 |
13.3% |
1.78 |
1.3% |
4% |
False |
True |
616,143 |
60 |
156.87 |
135.14 |
21.73 |
16.0% |
1.57 |
1.2% |
3% |
False |
True |
410,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.75 |
2.618 |
140.39 |
1.618 |
138.94 |
1.000 |
138.04 |
0.618 |
137.49 |
HIGH |
136.59 |
0.618 |
136.04 |
0.500 |
135.87 |
0.382 |
135.69 |
LOW |
135.14 |
0.618 |
134.24 |
1.000 |
133.69 |
1.618 |
132.79 |
2.618 |
131.34 |
4.250 |
128.98 |
|
|
Fisher Pivots for day following 12-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
135.87 |
136.80 |
PP |
135.86 |
136.48 |
S1 |
135.85 |
136.16 |
|