Euro Bund Future December 2022
| Trading Metrics calculated at close of trading on 24-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2022 |
24-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
135.00 |
135.53 |
0.53 |
0.4% |
136.37 |
| High |
135.64 |
136.82 |
1.18 |
0.9% |
137.68 |
| Low |
134.02 |
135.23 |
1.21 |
0.9% |
134.02 |
| Close |
135.12 |
136.16 |
1.04 |
0.8% |
135.12 |
| Range |
1.62 |
1.59 |
-0.03 |
-1.9% |
3.66 |
| ATR |
1.88 |
1.86 |
-0.01 |
-0.7% |
0.00 |
| Volume |
811,030 |
776,968 |
-34,062 |
-4.2% |
3,592,342 |
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.84 |
140.09 |
137.03 |
|
| R3 |
139.25 |
138.50 |
136.60 |
|
| R2 |
137.66 |
137.66 |
136.45 |
|
| R1 |
136.91 |
136.91 |
136.31 |
137.29 |
| PP |
136.07 |
136.07 |
136.07 |
136.26 |
| S1 |
135.32 |
135.32 |
136.01 |
135.70 |
| S2 |
134.48 |
134.48 |
135.87 |
|
| S3 |
132.89 |
133.73 |
135.72 |
|
| S4 |
131.30 |
132.14 |
135.29 |
|
|
| 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% |
1.59 |
1.2% |
58% |
False |
False |
772,894 |
| 10 |
138.52 |
134.02 |
4.50 |
3.3% |
1.72 |
1.3% |
48% |
False |
False |
792,990 |
| 20 |
142.87 |
134.02 |
8.85 |
6.5% |
2.05 |
1.5% |
24% |
False |
False |
869,363 |
| 40 |
146.90 |
134.02 |
12.88 |
9.5% |
1.85 |
1.4% |
17% |
False |
False |
768,502 |
| 60 |
156.87 |
134.02 |
22.85 |
16.8% |
1.68 |
1.2% |
9% |
False |
False |
514,004 |
| 80 |
156.87 |
134.02 |
22.85 |
16.8% |
1.45 |
1.1% |
9% |
False |
False |
385,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.58 |
|
2.618 |
140.98 |
|
1.618 |
139.39 |
|
1.000 |
138.41 |
|
0.618 |
137.80 |
|
HIGH |
136.82 |
|
0.618 |
136.21 |
|
0.500 |
136.03 |
|
0.382 |
135.84 |
|
LOW |
135.23 |
|
0.618 |
134.25 |
|
1.000 |
133.64 |
|
1.618 |
132.66 |
|
2.618 |
131.07 |
|
4.250 |
128.47 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
136.12 |
135.91 |
| PP |
136.07 |
135.67 |
| S1 |
136.03 |
135.42 |
|