Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 21-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2022 |
21-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
135.60 |
135.00 |
-0.60 |
-0.4% |
136.37 |
High |
136.15 |
135.64 |
-0.51 |
-0.4% |
137.68 |
Low |
134.86 |
134.02 |
-0.84 |
-0.6% |
134.02 |
Close |
135.70 |
135.12 |
-0.58 |
-0.4% |
135.12 |
Range |
1.29 |
1.62 |
0.33 |
25.6% |
3.66 |
ATR |
1.89 |
1.88 |
-0.02 |
-0.8% |
0.00 |
Volume |
733,164 |
811,030 |
77,866 |
10.6% |
3,592,342 |
|
Daily Pivots for day following 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.79 |
139.07 |
136.01 |
|
R3 |
138.17 |
137.45 |
135.57 |
|
R2 |
136.55 |
136.55 |
135.42 |
|
R1 |
135.83 |
135.83 |
135.27 |
136.19 |
PP |
134.93 |
134.93 |
134.93 |
135.11 |
S1 |
134.21 |
134.21 |
134.97 |
134.57 |
S2 |
133.31 |
133.31 |
134.82 |
|
S3 |
131.69 |
132.59 |
134.67 |
|
S4 |
130.07 |
130.97 |
134.23 |
|
|
Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.59 |
144.51 |
137.13 |
|
R3 |
142.93 |
140.85 |
136.13 |
|
R2 |
139.27 |
139.27 |
135.79 |
|
R1 |
137.19 |
137.19 |
135.46 |
136.40 |
PP |
135.61 |
135.61 |
135.61 |
135.21 |
S1 |
133.53 |
133.53 |
134.78 |
132.74 |
S2 |
131.95 |
131.95 |
134.45 |
|
S3 |
128.29 |
129.87 |
134.11 |
|
S4 |
124.63 |
126.21 |
133.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
137.68 |
134.02 |
3.66 |
2.7% |
1.57 |
1.2% |
30% |
False |
True |
718,468 |
10 |
138.52 |
134.02 |
4.50 |
3.3% |
1.83 |
1.4% |
24% |
False |
True |
793,960 |
20 |
142.87 |
134.02 |
8.85 |
6.5% |
2.06 |
1.5% |
12% |
False |
True |
875,883 |
40 |
148.75 |
134.02 |
14.73 |
10.9% |
1.85 |
1.4% |
7% |
False |
True |
749,691 |
60 |
156.87 |
134.02 |
22.85 |
16.9% |
1.67 |
1.2% |
5% |
False |
True |
501,063 |
80 |
156.87 |
134.02 |
22.85 |
16.9% |
1.45 |
1.1% |
5% |
False |
True |
375,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.53 |
2.618 |
139.88 |
1.618 |
138.26 |
1.000 |
137.26 |
0.618 |
136.64 |
HIGH |
135.64 |
0.618 |
135.02 |
0.500 |
134.83 |
0.382 |
134.64 |
LOW |
134.02 |
0.618 |
133.02 |
1.000 |
132.40 |
1.618 |
131.40 |
2.618 |
129.78 |
4.250 |
127.14 |
|
|
Fisher Pivots for day following 21-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
135.02 |
135.65 |
PP |
134.93 |
135.47 |
S1 |
134.83 |
135.30 |
|