Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 11-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
138.57 |
140.32 |
1.75 |
1.3% |
136.83 |
High |
140.72 |
140.38 |
-0.34 |
-0.2% |
140.72 |
Low |
137.97 |
138.40 |
0.43 |
0.3% |
135.76 |
Close |
140.50 |
138.52 |
-1.98 |
-1.4% |
138.52 |
Range |
2.75 |
1.98 |
-0.77 |
-28.0% |
4.96 |
ATR |
1.83 |
1.85 |
0.02 |
1.1% |
0.00 |
Volume |
891,485 |
601,218 |
-290,267 |
-32.6% |
3,428,828 |
|
Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.04 |
143.76 |
139.61 |
|
R3 |
143.06 |
141.78 |
139.06 |
|
R2 |
141.08 |
141.08 |
138.88 |
|
R1 |
139.80 |
139.80 |
138.70 |
139.45 |
PP |
139.10 |
139.10 |
139.10 |
138.93 |
S1 |
137.82 |
137.82 |
138.34 |
137.47 |
S2 |
137.12 |
137.12 |
138.16 |
|
S3 |
135.14 |
135.84 |
137.98 |
|
S4 |
133.16 |
133.86 |
137.43 |
|
|
Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.21 |
150.83 |
141.25 |
|
R3 |
148.25 |
145.87 |
139.88 |
|
R2 |
143.29 |
143.29 |
139.43 |
|
R1 |
140.91 |
140.91 |
138.97 |
142.10 |
PP |
138.33 |
138.33 |
138.33 |
138.93 |
S1 |
135.95 |
135.95 |
138.07 |
137.14 |
S2 |
133.37 |
133.37 |
137.61 |
|
S3 |
128.41 |
130.99 |
137.16 |
|
S4 |
123.45 |
126.03 |
135.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140.72 |
135.76 |
4.96 |
3.6% |
1.78 |
1.3% |
56% |
False |
False |
685,765 |
10 |
140.72 |
135.76 |
4.96 |
3.6% |
1.55 |
1.1% |
56% |
False |
False |
663,242 |
20 |
140.92 |
134.02 |
6.90 |
5.0% |
1.71 |
1.2% |
65% |
False |
False |
713,430 |
40 |
143.26 |
134.02 |
9.24 |
6.7% |
1.91 |
1.4% |
49% |
False |
False |
805,899 |
60 |
150.75 |
134.02 |
16.73 |
12.1% |
1.79 |
1.3% |
27% |
False |
False |
678,668 |
80 |
156.87 |
134.02 |
22.85 |
16.5% |
1.65 |
1.2% |
20% |
False |
False |
509,262 |
100 |
156.87 |
134.02 |
22.85 |
16.5% |
1.44 |
1.0% |
20% |
False |
False |
407,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.80 |
2.618 |
145.56 |
1.618 |
143.58 |
1.000 |
142.36 |
0.618 |
141.60 |
HIGH |
140.38 |
0.618 |
139.62 |
0.500 |
139.39 |
0.382 |
139.16 |
LOW |
138.40 |
0.618 |
137.18 |
1.000 |
136.42 |
1.618 |
135.20 |
2.618 |
133.22 |
4.250 |
129.99 |
|
|
Fisher Pivots for day following 11-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
139.39 |
138.82 |
PP |
139.10 |
138.72 |
S1 |
138.81 |
138.62 |
|