Euro Bund Future December 2022
| Trading Metrics calculated at close of trading on 19-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2022 |
19-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
136.78 |
137.20 |
0.42 |
0.3% |
137.68 |
| High |
137.68 |
137.28 |
-0.40 |
-0.3% |
138.52 |
| Low |
135.93 |
135.60 |
-0.33 |
-0.2% |
135.14 |
| Close |
137.22 |
136.10 |
-1.12 |
-0.8% |
136.08 |
| Range |
1.75 |
1.68 |
-0.07 |
-4.0% |
3.38 |
| ATR |
1.96 |
1.94 |
-0.02 |
-1.0% |
0.00 |
| Volume |
783,972 |
759,337 |
-24,635 |
-3.1% |
4,347,258 |
|
| Daily Pivots for day following 19-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.37 |
140.41 |
137.02 |
|
| R3 |
139.69 |
138.73 |
136.56 |
|
| R2 |
138.01 |
138.01 |
136.41 |
|
| R1 |
137.05 |
137.05 |
136.25 |
136.69 |
| PP |
136.33 |
136.33 |
136.33 |
136.15 |
| S1 |
135.37 |
135.37 |
135.95 |
135.01 |
| S2 |
134.65 |
134.65 |
135.79 |
|
| S3 |
132.97 |
133.69 |
135.64 |
|
| S4 |
131.29 |
132.01 |
135.18 |
|
|
| 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 |
135.15 |
3.37 |
2.5% |
2.01 |
1.5% |
28% |
False |
False |
772,370 |
| 10 |
140.13 |
135.14 |
4.99 |
3.7% |
1.84 |
1.4% |
19% |
False |
False |
782,209 |
| 20 |
142.87 |
135.14 |
7.73 |
5.7% |
2.15 |
1.6% |
12% |
False |
False |
900,002 |
| 40 |
148.97 |
135.14 |
13.83 |
10.2% |
1.83 |
1.3% |
7% |
False |
False |
711,715 |
| 60 |
156.87 |
135.14 |
21.73 |
16.0% |
1.66 |
1.2% |
4% |
False |
False |
475,328 |
| 80 |
156.87 |
135.14 |
21.73 |
16.0% |
1.43 |
1.0% |
4% |
False |
False |
356,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.42 |
|
2.618 |
141.68 |
|
1.618 |
140.00 |
|
1.000 |
138.96 |
|
0.618 |
138.32 |
|
HIGH |
137.28 |
|
0.618 |
136.64 |
|
0.500 |
136.44 |
|
0.382 |
136.24 |
|
LOW |
135.60 |
|
0.618 |
134.56 |
|
1.000 |
133.92 |
|
1.618 |
132.88 |
|
2.618 |
131.20 |
|
4.250 |
128.46 |
|
|
| Fisher Pivots for day following 19-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
136.44 |
136.64 |
| PP |
136.33 |
136.46 |
| S1 |
136.21 |
136.28 |
|