Euro Bund Future December 2022
| Trading Metrics calculated at close of trading on 20-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2022 |
20-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
137.20 |
135.60 |
-1.60 |
-1.2% |
137.68 |
| High |
137.28 |
136.15 |
-1.13 |
-0.8% |
138.52 |
| Low |
135.60 |
134.86 |
-0.74 |
-0.5% |
135.14 |
| Close |
136.10 |
135.70 |
-0.40 |
-0.3% |
136.08 |
| Range |
1.68 |
1.29 |
-0.39 |
-23.2% |
3.38 |
| ATR |
1.94 |
1.89 |
-0.05 |
-2.4% |
0.00 |
| Volume |
759,337 |
733,164 |
-26,173 |
-3.4% |
4,347,258 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.44 |
138.86 |
136.41 |
|
| R3 |
138.15 |
137.57 |
136.05 |
|
| R2 |
136.86 |
136.86 |
135.94 |
|
| R1 |
136.28 |
136.28 |
135.82 |
136.57 |
| PP |
135.57 |
135.57 |
135.57 |
135.72 |
| S1 |
134.99 |
134.99 |
135.58 |
135.28 |
| S2 |
134.28 |
134.28 |
135.46 |
|
| S3 |
132.99 |
133.70 |
135.35 |
|
| S4 |
131.70 |
132.41 |
134.99 |
|
|
| 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 |
134.86 |
3.66 |
2.7% |
1.79 |
1.3% |
23% |
False |
True |
719,101 |
| 10 |
138.91 |
134.86 |
4.05 |
3.0% |
1.82 |
1.3% |
21% |
False |
True |
778,357 |
| 20 |
142.87 |
134.86 |
8.01 |
5.9% |
2.10 |
1.6% |
10% |
False |
True |
890,245 |
| 40 |
148.97 |
134.86 |
14.11 |
10.4% |
1.84 |
1.4% |
6% |
False |
True |
729,739 |
| 60 |
156.87 |
134.86 |
22.01 |
16.2% |
1.68 |
1.2% |
4% |
False |
True |
487,547 |
| 80 |
156.87 |
134.86 |
22.01 |
16.2% |
1.44 |
1.1% |
4% |
False |
True |
365,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.63 |
|
2.618 |
139.53 |
|
1.618 |
138.24 |
|
1.000 |
137.44 |
|
0.618 |
136.95 |
|
HIGH |
136.15 |
|
0.618 |
135.66 |
|
0.500 |
135.51 |
|
0.382 |
135.35 |
|
LOW |
134.86 |
|
0.618 |
134.06 |
|
1.000 |
133.57 |
|
1.618 |
132.77 |
|
2.618 |
131.48 |
|
4.250 |
129.38 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
135.64 |
136.27 |
| PP |
135.57 |
136.08 |
| S1 |
135.51 |
135.89 |
|