Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 03-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2022 |
03-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
138.75 |
138.00 |
-0.75 |
-0.5% |
135.53 |
High |
139.24 |
138.07 |
-1.17 |
-0.8% |
140.92 |
Low |
138.09 |
136.71 |
-1.38 |
-1.0% |
135.23 |
Close |
138.64 |
137.21 |
-1.43 |
-1.0% |
139.33 |
Range |
1.15 |
1.36 |
0.21 |
18.3% |
5.69 |
ATR |
1.86 |
1.87 |
0.00 |
0.3% |
0.00 |
Volume |
541,672 |
752,537 |
210,865 |
38.9% |
4,043,855 |
|
Daily Pivots for day following 03-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.41 |
140.67 |
137.96 |
|
R3 |
140.05 |
139.31 |
137.58 |
|
R2 |
138.69 |
138.69 |
137.46 |
|
R1 |
137.95 |
137.95 |
137.33 |
137.64 |
PP |
137.33 |
137.33 |
137.33 |
137.18 |
S1 |
136.59 |
136.59 |
137.09 |
136.28 |
S2 |
135.97 |
135.97 |
136.96 |
|
S3 |
134.61 |
135.23 |
136.84 |
|
S4 |
133.25 |
133.87 |
136.46 |
|
|
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 |
136.71 |
4.21 |
3.1% |
1.54 |
1.1% |
12% |
False |
True |
679,193 |
10 |
140.92 |
134.02 |
6.90 |
5.0% |
1.75 |
1.3% |
46% |
False |
False |
744,827 |
20 |
140.92 |
134.02 |
6.90 |
5.0% |
1.79 |
1.3% |
46% |
False |
False |
761,592 |
40 |
144.56 |
134.02 |
10.54 |
7.7% |
1.86 |
1.4% |
30% |
False |
False |
810,693 |
60 |
154.69 |
134.02 |
20.67 |
15.1% |
1.76 |
1.3% |
15% |
False |
False |
611,573 |
80 |
156.87 |
134.02 |
22.85 |
16.7% |
1.58 |
1.1% |
14% |
False |
False |
458,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.85 |
2.618 |
141.63 |
1.618 |
140.27 |
1.000 |
139.43 |
0.618 |
138.91 |
HIGH |
138.07 |
0.618 |
137.55 |
0.500 |
137.39 |
0.382 |
137.23 |
LOW |
136.71 |
0.618 |
135.87 |
1.000 |
135.35 |
1.618 |
134.51 |
2.618 |
133.15 |
4.250 |
130.93 |
|
|
Fisher Pivots for day following 03-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
137.39 |
138.33 |
PP |
137.33 |
137.96 |
S1 |
137.27 |
137.58 |
|