Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 14-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2022 |
14-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
136.29 |
136.80 |
0.51 |
0.4% |
137.68 |
High |
137.54 |
138.52 |
0.98 |
0.7% |
138.52 |
Low |
135.15 |
135.82 |
0.67 |
0.5% |
135.14 |
Close |
136.22 |
136.08 |
-0.14 |
-0.1% |
136.08 |
Range |
2.39 |
2.70 |
0.31 |
13.0% |
3.38 |
ATR |
1.95 |
2.00 |
0.05 |
2.7% |
0.00 |
Volume |
999,507 |
814,195 |
-185,312 |
-18.5% |
4,347,258 |
|
Daily Pivots for day following 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.91 |
143.19 |
137.57 |
|
R3 |
142.21 |
140.49 |
136.82 |
|
R2 |
139.51 |
139.51 |
136.58 |
|
R1 |
137.79 |
137.79 |
136.33 |
137.30 |
PP |
136.81 |
136.81 |
136.81 |
136.56 |
S1 |
135.09 |
135.09 |
135.83 |
134.60 |
S2 |
134.11 |
134.11 |
135.59 |
|
S3 |
131.41 |
132.39 |
135.34 |
|
S4 |
128.71 |
129.69 |
134.60 |
|
|
Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.72 |
144.78 |
137.94 |
|
R3 |
143.34 |
141.40 |
137.01 |
|
R2 |
139.96 |
139.96 |
136.70 |
|
R1 |
138.02 |
138.02 |
136.39 |
137.30 |
PP |
136.58 |
136.58 |
136.58 |
136.22 |
S1 |
134.64 |
134.64 |
135.77 |
133.92 |
S2 |
133.20 |
133.20 |
135.46 |
|
S3 |
129.82 |
131.26 |
135.15 |
|
S4 |
126.44 |
127.88 |
134.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138.52 |
135.14 |
3.38 |
2.5% |
2.08 |
1.5% |
28% |
True |
False |
869,451 |
10 |
142.87 |
135.14 |
7.73 |
5.7% |
2.11 |
1.5% |
12% |
False |
False |
837,113 |
20 |
143.26 |
135.14 |
8.12 |
6.0% |
2.12 |
1.6% |
12% |
False |
False |
898,368 |
40 |
150.75 |
135.14 |
15.61 |
11.5% |
1.83 |
1.3% |
6% |
False |
False |
661,286 |
60 |
156.87 |
135.14 |
21.73 |
16.0% |
1.63 |
1.2% |
4% |
False |
False |
441,205 |
80 |
156.87 |
135.14 |
21.73 |
16.0% |
1.38 |
1.0% |
4% |
False |
False |
330,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.00 |
2.618 |
145.59 |
1.618 |
142.89 |
1.000 |
141.22 |
0.618 |
140.19 |
HIGH |
138.52 |
0.618 |
137.49 |
0.500 |
137.17 |
0.382 |
136.85 |
LOW |
135.82 |
0.618 |
134.15 |
1.000 |
133.12 |
1.618 |
131.45 |
2.618 |
128.75 |
4.250 |
124.35 |
|
|
Fisher Pivots for day following 14-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
137.17 |
136.83 |
PP |
136.81 |
136.58 |
S1 |
136.44 |
136.33 |
|