Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 13-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2022 |
13-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
135.80 |
136.29 |
0.49 |
0.4% |
138.29 |
High |
136.59 |
137.54 |
0.95 |
0.7% |
142.87 |
Low |
135.14 |
135.15 |
0.01 |
0.0% |
137.35 |
Close |
135.84 |
136.22 |
0.38 |
0.3% |
137.67 |
Range |
1.45 |
2.39 |
0.94 |
64.8% |
5.52 |
ATR |
1.92 |
1.95 |
0.03 |
1.8% |
0.00 |
Volume |
870,442 |
999,507 |
129,065 |
14.8% |
4,023,878 |
|
Daily Pivots for day following 13-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.47 |
142.24 |
137.53 |
|
R3 |
141.08 |
139.85 |
136.88 |
|
R2 |
138.69 |
138.69 |
136.66 |
|
R1 |
137.46 |
137.46 |
136.44 |
136.88 |
PP |
136.30 |
136.30 |
136.30 |
136.02 |
S1 |
135.07 |
135.07 |
136.00 |
134.49 |
S2 |
133.91 |
133.91 |
135.78 |
|
S3 |
131.52 |
132.68 |
135.56 |
|
S4 |
129.13 |
130.29 |
134.91 |
|
|
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 |
138.91 |
135.14 |
3.77 |
2.8% |
1.85 |
1.4% |
29% |
False |
False |
837,613 |
10 |
142.87 |
135.14 |
7.73 |
5.7% |
2.06 |
1.5% |
14% |
False |
False |
858,251 |
20 |
143.26 |
135.14 |
8.12 |
6.0% |
2.04 |
1.5% |
13% |
False |
False |
888,305 |
40 |
151.70 |
135.14 |
16.56 |
12.2% |
1.79 |
1.3% |
7% |
False |
False |
641,011 |
60 |
156.87 |
135.14 |
21.73 |
16.0% |
1.61 |
1.2% |
5% |
False |
False |
427,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.70 |
2.618 |
143.80 |
1.618 |
141.41 |
1.000 |
139.93 |
0.618 |
139.02 |
HIGH |
137.54 |
0.618 |
136.63 |
0.500 |
136.35 |
0.382 |
136.06 |
LOW |
135.15 |
0.618 |
133.67 |
1.000 |
132.76 |
1.618 |
131.28 |
2.618 |
128.89 |
4.250 |
124.99 |
|
|
Fisher Pivots for day following 13-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
136.35 |
136.34 |
PP |
136.30 |
136.30 |
S1 |
136.26 |
136.26 |
|