Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 18-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2022 |
18-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
136.37 |
136.78 |
0.41 |
0.3% |
137.68 |
High |
137.65 |
137.68 |
0.03 |
0.0% |
138.52 |
Low |
136.12 |
135.93 |
-0.19 |
-0.1% |
135.14 |
Close |
136.88 |
137.22 |
0.34 |
0.2% |
136.08 |
Range |
1.53 |
1.75 |
0.22 |
14.4% |
3.38 |
ATR |
1.97 |
1.96 |
-0.02 |
-0.8% |
0.00 |
Volume |
504,839 |
783,972 |
279,133 |
55.3% |
4,347,258 |
|
Daily Pivots for day following 18-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.19 |
141.46 |
138.18 |
|
R3 |
140.44 |
139.71 |
137.70 |
|
R2 |
138.69 |
138.69 |
137.54 |
|
R1 |
137.96 |
137.96 |
137.38 |
138.33 |
PP |
136.94 |
136.94 |
136.94 |
137.13 |
S1 |
136.21 |
136.21 |
137.06 |
136.58 |
S2 |
135.19 |
135.19 |
136.90 |
|
S3 |
133.44 |
134.46 |
136.74 |
|
S4 |
131.69 |
132.71 |
136.26 |
|
|
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% |
1.96 |
1.4% |
62% |
False |
False |
794,591 |
10 |
141.74 |
135.14 |
6.60 |
4.8% |
1.89 |
1.4% |
32% |
False |
False |
788,956 |
20 |
142.87 |
135.14 |
7.73 |
5.6% |
2.12 |
1.5% |
27% |
False |
False |
900,073 |
40 |
149.81 |
135.14 |
14.67 |
10.7% |
1.84 |
1.3% |
14% |
False |
False |
692,911 |
60 |
156.87 |
135.14 |
21.73 |
15.8% |
1.63 |
1.2% |
10% |
False |
False |
462,685 |
80 |
156.87 |
135.14 |
21.73 |
15.8% |
1.41 |
1.0% |
10% |
False |
False |
347,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.12 |
2.618 |
142.26 |
1.618 |
140.51 |
1.000 |
139.43 |
0.618 |
138.76 |
HIGH |
137.68 |
0.618 |
137.01 |
0.500 |
136.81 |
0.382 |
136.60 |
LOW |
135.93 |
0.618 |
134.85 |
1.000 |
134.18 |
1.618 |
133.10 |
2.618 |
131.35 |
4.250 |
128.49 |
|
|
Fisher Pivots for day following 18-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
137.08 |
137.20 |
PP |
136.94 |
137.19 |
S1 |
136.81 |
137.17 |
|