Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 27-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2022 |
27-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
138.24 |
138.92 |
0.68 |
0.5% |
136.37 |
High |
139.05 |
140.83 |
1.78 |
1.3% |
137.68 |
Low |
137.69 |
137.57 |
-0.12 |
-0.1% |
134.02 |
Close |
138.87 |
140.26 |
1.39 |
1.0% |
135.12 |
Range |
1.36 |
3.26 |
1.90 |
139.7% |
3.66 |
ATR |
1.86 |
1.96 |
0.10 |
5.4% |
0.00 |
Volume |
782,220 |
924,236 |
142,016 |
18.2% |
3,592,342 |
|
Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.33 |
148.06 |
142.05 |
|
R3 |
146.07 |
144.80 |
141.16 |
|
R2 |
142.81 |
142.81 |
140.86 |
|
R1 |
141.54 |
141.54 |
140.56 |
142.18 |
PP |
139.55 |
139.55 |
139.55 |
139.87 |
S1 |
138.28 |
138.28 |
139.96 |
138.92 |
S2 |
136.29 |
136.29 |
139.66 |
|
S3 |
133.03 |
135.02 |
139.36 |
|
S4 |
129.77 |
131.76 |
138.47 |
|
|
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 |
140.83 |
134.02 |
6.81 |
4.9% |
1.96 |
1.4% |
92% |
True |
False |
810,460 |
10 |
140.83 |
134.02 |
6.81 |
4.9% |
1.88 |
1.3% |
92% |
True |
False |
764,781 |
20 |
142.87 |
134.02 |
8.85 |
6.3% |
1.97 |
1.4% |
71% |
False |
False |
811,516 |
40 |
146.67 |
134.02 |
12.65 |
9.0% |
1.90 |
1.4% |
49% |
False |
False |
823,506 |
60 |
155.58 |
134.02 |
21.56 |
15.4% |
1.72 |
1.2% |
29% |
False |
False |
555,021 |
80 |
156.87 |
134.02 |
22.85 |
16.3% |
1.51 |
1.1% |
27% |
False |
False |
416,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154.69 |
2.618 |
149.36 |
1.618 |
146.10 |
1.000 |
144.09 |
0.618 |
142.84 |
HIGH |
140.83 |
0.618 |
139.58 |
0.500 |
139.20 |
0.382 |
138.82 |
LOW |
137.57 |
0.618 |
135.56 |
1.000 |
134.31 |
1.618 |
132.30 |
2.618 |
129.04 |
4.250 |
123.72 |
|
|
Fisher Pivots for day following 27-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
139.91 |
139.72 |
PP |
139.55 |
139.18 |
S1 |
139.20 |
138.65 |
|