Euro Bund Future December 2022
| Trading Metrics calculated at close of trading on 26-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2022 |
26-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
136.46 |
138.24 |
1.78 |
1.3% |
136.37 |
| High |
138.45 |
139.05 |
0.60 |
0.4% |
137.68 |
| Low |
136.46 |
137.69 |
1.23 |
0.9% |
134.02 |
| Close |
138.21 |
138.87 |
0.66 |
0.5% |
135.12 |
| Range |
1.99 |
1.36 |
-0.63 |
-31.7% |
3.66 |
| ATR |
1.89 |
1.86 |
-0.04 |
-2.0% |
0.00 |
| Volume |
757,850 |
782,220 |
24,370 |
3.2% |
3,592,342 |
|
| Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.62 |
142.10 |
139.62 |
|
| R3 |
141.26 |
140.74 |
139.24 |
|
| R2 |
139.90 |
139.90 |
139.12 |
|
| R1 |
139.38 |
139.38 |
138.99 |
139.64 |
| PP |
138.54 |
138.54 |
138.54 |
138.67 |
| S1 |
138.02 |
138.02 |
138.75 |
138.28 |
| S2 |
137.18 |
137.18 |
138.62 |
|
| S3 |
135.82 |
136.66 |
138.50 |
|
| S4 |
134.46 |
135.30 |
138.12 |
|
|
| 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 |
139.05 |
134.02 |
5.03 |
3.6% |
1.57 |
1.1% |
96% |
True |
False |
772,246 |
| 10 |
139.05 |
134.02 |
5.03 |
3.6% |
1.79 |
1.3% |
96% |
True |
False |
772,308 |
| 20 |
142.87 |
134.02 |
8.85 |
6.4% |
1.92 |
1.4% |
55% |
False |
False |
814,763 |
| 40 |
146.67 |
134.02 |
12.65 |
9.1% |
1.86 |
1.3% |
38% |
False |
False |
804,422 |
| 60 |
155.58 |
134.02 |
21.56 |
15.5% |
1.68 |
1.2% |
22% |
False |
False |
539,647 |
| 80 |
156.87 |
134.02 |
22.85 |
16.5% |
1.49 |
1.1% |
21% |
False |
False |
404,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.83 |
|
2.618 |
142.61 |
|
1.618 |
141.25 |
|
1.000 |
140.41 |
|
0.618 |
139.89 |
|
HIGH |
139.05 |
|
0.618 |
138.53 |
|
0.500 |
138.37 |
|
0.382 |
138.21 |
|
LOW |
137.69 |
|
0.618 |
136.85 |
|
1.000 |
136.33 |
|
1.618 |
135.49 |
|
2.618 |
134.13 |
|
4.250 |
131.91 |
|
|
| Fisher Pivots for day following 26-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
138.70 |
138.29 |
| PP |
138.54 |
137.72 |
| S1 |
138.37 |
137.14 |
|