Euro Bund Future December 2022
| Trading Metrics calculated at close of trading on 07-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2022 |
07-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
137.42 |
136.83 |
-0.59 |
-0.4% |
138.85 |
| High |
137.91 |
137.16 |
-0.75 |
-0.5% |
139.95 |
| Low |
136.38 |
136.08 |
-0.30 |
-0.2% |
136.38 |
| Close |
136.72 |
136.45 |
-0.27 |
-0.2% |
136.72 |
| Range |
1.53 |
1.08 |
-0.45 |
-29.4% |
3.57 |
| ATR |
1.84 |
1.79 |
-0.05 |
-3.0% |
0.00 |
| Volume |
610,208 |
545,086 |
-65,122 |
-10.7% |
3,203,594 |
|
| Daily Pivots for day following 07-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.80 |
139.21 |
137.04 |
|
| R3 |
138.72 |
138.13 |
136.75 |
|
| R2 |
137.64 |
137.64 |
136.65 |
|
| R1 |
137.05 |
137.05 |
136.55 |
136.81 |
| PP |
136.56 |
136.56 |
136.56 |
136.44 |
| S1 |
135.97 |
135.97 |
136.35 |
135.73 |
| S2 |
135.48 |
135.48 |
136.25 |
|
| S3 |
134.40 |
134.89 |
136.15 |
|
| S4 |
133.32 |
133.81 |
135.86 |
|
|
| 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 |
136.08 |
3.87 |
2.8% |
1.33 |
1.0% |
10% |
False |
True |
617,205 |
| 10 |
140.92 |
136.08 |
4.84 |
3.5% |
1.69 |
1.2% |
8% |
False |
True |
701,556 |
| 20 |
140.92 |
134.02 |
6.90 |
5.1% |
1.71 |
1.3% |
35% |
False |
False |
747,273 |
| 40 |
144.47 |
134.02 |
10.45 |
7.7% |
1.83 |
1.3% |
23% |
False |
False |
804,195 |
| 60 |
154.22 |
134.02 |
20.20 |
14.8% |
1.76 |
1.3% |
12% |
False |
False |
630,809 |
| 80 |
156.87 |
134.02 |
22.85 |
16.7% |
1.60 |
1.2% |
11% |
False |
False |
473,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.75 |
|
2.618 |
139.99 |
|
1.618 |
138.91 |
|
1.000 |
138.24 |
|
0.618 |
137.83 |
|
HIGH |
137.16 |
|
0.618 |
136.75 |
|
0.500 |
136.62 |
|
0.382 |
136.49 |
|
LOW |
136.08 |
|
0.618 |
135.41 |
|
1.000 |
135.00 |
|
1.618 |
134.33 |
|
2.618 |
133.25 |
|
4.250 |
131.49 |
|
|
| Fisher Pivots for day following 07-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
136.62 |
137.08 |
| PP |
136.56 |
136.87 |
| S1 |
136.51 |
136.66 |
|