Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 01-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2022 |
01-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
138.85 |
138.48 |
-0.37 |
-0.3% |
135.53 |
High |
139.15 |
139.95 |
0.80 |
0.6% |
140.92 |
Low |
138.12 |
138.41 |
0.29 |
0.2% |
135.23 |
Close |
138.44 |
138.84 |
0.40 |
0.3% |
139.33 |
Range |
1.03 |
1.54 |
0.51 |
49.5% |
5.69 |
ATR |
1.95 |
1.92 |
-0.03 |
-1.5% |
0.00 |
Volume |
662,652 |
636,525 |
-26,127 |
-3.9% |
4,043,855 |
|
Daily Pivots for day following 01-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.69 |
142.80 |
139.69 |
|
R3 |
142.15 |
141.26 |
139.26 |
|
R2 |
140.61 |
140.61 |
139.12 |
|
R1 |
139.72 |
139.72 |
138.98 |
140.17 |
PP |
139.07 |
139.07 |
139.07 |
139.29 |
S1 |
138.18 |
138.18 |
138.70 |
138.63 |
S2 |
137.53 |
137.53 |
138.56 |
|
S3 |
135.99 |
136.64 |
138.42 |
|
S4 |
134.45 |
135.10 |
137.99 |
|
|
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 |
137.57 |
3.35 |
2.4% |
1.96 |
1.4% |
38% |
False |
False |
761,642 |
10 |
140.92 |
134.02 |
6.90 |
5.0% |
1.80 |
1.3% |
70% |
False |
False |
764,656 |
20 |
141.74 |
134.02 |
7.72 |
5.6% |
1.85 |
1.3% |
62% |
False |
False |
776,806 |
40 |
145.82 |
134.02 |
11.80 |
8.5% |
1.90 |
1.4% |
41% |
False |
False |
818,951 |
60 |
154.73 |
134.02 |
20.71 |
14.9% |
1.76 |
1.3% |
23% |
False |
False |
590,024 |
80 |
156.87 |
134.02 |
22.85 |
16.5% |
1.57 |
1.1% |
21% |
False |
False |
442,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.50 |
2.618 |
143.98 |
1.618 |
142.44 |
1.000 |
141.49 |
0.618 |
140.90 |
HIGH |
139.95 |
0.618 |
139.36 |
0.500 |
139.18 |
0.382 |
139.00 |
LOW |
138.41 |
0.618 |
137.46 |
1.000 |
136.87 |
1.618 |
135.92 |
2.618 |
134.38 |
4.250 |
131.87 |
|
|
Fisher Pivots for day following 01-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
139.18 |
139.52 |
PP |
139.07 |
139.29 |
S1 |
138.95 |
139.07 |
|