Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 04-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2022 |
04-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
138.00 |
137.42 |
-0.58 |
-0.4% |
138.85 |
High |
138.07 |
137.91 |
-0.16 |
-0.1% |
139.95 |
Low |
136.71 |
136.38 |
-0.33 |
-0.2% |
136.38 |
Close |
137.21 |
136.72 |
-0.49 |
-0.4% |
136.72 |
Range |
1.36 |
1.53 |
0.17 |
12.5% |
3.57 |
ATR |
1.87 |
1.84 |
-0.02 |
-1.3% |
0.00 |
Volume |
752,537 |
610,208 |
-142,329 |
-18.9% |
3,203,594 |
|
Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.59 |
140.69 |
137.56 |
|
R3 |
140.06 |
139.16 |
137.14 |
|
R2 |
138.53 |
138.53 |
137.00 |
|
R1 |
137.63 |
137.63 |
136.86 |
137.32 |
PP |
137.00 |
137.00 |
137.00 |
136.85 |
S1 |
136.10 |
136.10 |
136.58 |
135.79 |
S2 |
135.47 |
135.47 |
136.44 |
|
S3 |
133.94 |
134.57 |
136.30 |
|
S4 |
132.41 |
133.04 |
135.88 |
|
|
Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.39 |
146.13 |
138.68 |
|
R3 |
144.82 |
142.56 |
137.70 |
|
R2 |
141.25 |
141.25 |
137.37 |
|
R1 |
138.99 |
138.99 |
137.05 |
138.34 |
PP |
137.68 |
137.68 |
137.68 |
137.36 |
S1 |
135.42 |
135.42 |
136.39 |
134.77 |
S2 |
134.11 |
134.11 |
136.07 |
|
S3 |
130.54 |
131.85 |
135.74 |
|
S4 |
126.97 |
128.28 |
134.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
139.95 |
136.38 |
3.57 |
2.6% |
1.32 |
1.0% |
10% |
False |
True |
640,718 |
10 |
140.92 |
135.23 |
5.69 |
4.2% |
1.74 |
1.3% |
26% |
False |
False |
724,744 |
20 |
140.92 |
134.02 |
6.90 |
5.0% |
1.78 |
1.3% |
39% |
False |
False |
759,352 |
40 |
144.56 |
134.02 |
10.54 |
7.7% |
1.85 |
1.4% |
26% |
False |
False |
804,605 |
60 |
154.22 |
134.02 |
20.20 |
14.8% |
1.76 |
1.3% |
13% |
False |
False |
621,734 |
80 |
156.87 |
134.02 |
22.85 |
16.7% |
1.59 |
1.2% |
12% |
False |
False |
466,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.41 |
2.618 |
141.92 |
1.618 |
140.39 |
1.000 |
139.44 |
0.618 |
138.86 |
HIGH |
137.91 |
0.618 |
137.33 |
0.500 |
137.15 |
0.382 |
136.96 |
LOW |
136.38 |
0.618 |
135.43 |
1.000 |
134.85 |
1.618 |
133.90 |
2.618 |
132.37 |
4.250 |
129.88 |
|
|
Fisher Pivots for day following 04-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
137.15 |
137.81 |
PP |
137.00 |
137.45 |
S1 |
136.86 |
137.08 |
|