Euro Bund Future December 2022
| Trading Metrics calculated at close of trading on 28-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2022 |
28-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
138.92 |
140.86 |
1.94 |
1.4% |
135.53 |
| High |
140.83 |
140.92 |
0.09 |
0.1% |
140.92 |
| Low |
137.57 |
138.29 |
0.72 |
0.5% |
135.23 |
| Close |
140.26 |
139.33 |
-0.93 |
-0.7% |
139.33 |
| Range |
3.26 |
2.63 |
-0.63 |
-19.3% |
5.69 |
| ATR |
1.96 |
2.00 |
0.05 |
2.5% |
0.00 |
| Volume |
924,236 |
802,581 |
-121,655 |
-13.2% |
4,043,855 |
|
| Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.40 |
146.00 |
140.78 |
|
| R3 |
144.77 |
143.37 |
140.05 |
|
| R2 |
142.14 |
142.14 |
139.81 |
|
| R1 |
140.74 |
140.74 |
139.57 |
140.13 |
| PP |
139.51 |
139.51 |
139.51 |
139.21 |
| S1 |
138.11 |
138.11 |
139.09 |
137.50 |
| S2 |
136.88 |
136.88 |
138.85 |
|
| S3 |
134.25 |
135.48 |
138.61 |
|
| S4 |
131.62 |
132.85 |
137.88 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.56 |
153.14 |
142.46 |
|
| R3 |
149.87 |
147.45 |
140.89 |
|
| R2 |
144.18 |
144.18 |
140.37 |
|
| R1 |
141.76 |
141.76 |
139.85 |
142.97 |
| PP |
138.49 |
138.49 |
138.49 |
139.10 |
| S1 |
136.07 |
136.07 |
138.81 |
137.28 |
| S2 |
132.80 |
132.80 |
138.29 |
|
| S3 |
127.11 |
130.38 |
137.77 |
|
| S4 |
121.42 |
124.69 |
136.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.92 |
135.23 |
5.69 |
4.1% |
2.17 |
1.6% |
72% |
True |
False |
808,771 |
| 10 |
140.92 |
134.02 |
6.90 |
5.0% |
1.87 |
1.3% |
77% |
True |
False |
763,619 |
| 20 |
142.87 |
134.02 |
8.85 |
6.4% |
1.99 |
1.4% |
60% |
False |
False |
800,366 |
| 40 |
146.67 |
134.02 |
12.65 |
9.1% |
1.94 |
1.4% |
42% |
False |
False |
831,418 |
| 60 |
155.15 |
134.02 |
21.13 |
15.2% |
1.76 |
1.3% |
25% |
False |
False |
568,394 |
| 80 |
156.87 |
134.02 |
22.85 |
16.4% |
1.54 |
1.1% |
23% |
False |
False |
426,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152.10 |
|
2.618 |
147.81 |
|
1.618 |
145.18 |
|
1.000 |
143.55 |
|
0.618 |
142.55 |
|
HIGH |
140.92 |
|
0.618 |
139.92 |
|
0.500 |
139.61 |
|
0.382 |
139.29 |
|
LOW |
138.29 |
|
0.618 |
136.66 |
|
1.000 |
135.66 |
|
1.618 |
134.03 |
|
2.618 |
131.40 |
|
4.250 |
127.11 |
|
|
| Fisher Pivots for day following 28-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
139.61 |
139.30 |
| PP |
139.51 |
139.27 |
| S1 |
139.42 |
139.25 |
|