Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 16-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2022 |
16-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
138.62 |
139.71 |
1.09 |
0.8% |
136.83 |
High |
139.92 |
140.86 |
0.94 |
0.7% |
140.72 |
Low |
138.38 |
138.70 |
0.32 |
0.2% |
135.76 |
Close |
139.33 |
140.38 |
1.05 |
0.8% |
138.52 |
Range |
1.54 |
2.16 |
0.62 |
40.3% |
4.96 |
ATR |
1.77 |
1.80 |
0.03 |
1.6% |
0.00 |
Volume |
842,088 |
763,835 |
-78,253 |
-9.3% |
3,428,828 |
|
Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.46 |
145.58 |
141.57 |
|
R3 |
144.30 |
143.42 |
140.97 |
|
R2 |
142.14 |
142.14 |
140.78 |
|
R1 |
141.26 |
141.26 |
140.58 |
141.70 |
PP |
139.98 |
139.98 |
139.98 |
140.20 |
S1 |
139.10 |
139.10 |
140.18 |
139.54 |
S2 |
137.82 |
137.82 |
139.98 |
|
S3 |
135.66 |
136.94 |
139.79 |
|
S4 |
133.50 |
134.78 |
139.19 |
|
|
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 |
140.86 |
137.97 |
2.89 |
2.1% |
1.89 |
1.3% |
83% |
True |
False |
727,926 |
10 |
140.86 |
135.76 |
5.10 |
3.6% |
1.65 |
1.2% |
91% |
True |
False |
693,850 |
20 |
140.92 |
134.02 |
6.90 |
4.9% |
1.70 |
1.2% |
92% |
False |
False |
718,370 |
40 |
142.87 |
134.02 |
8.85 |
6.3% |
1.92 |
1.4% |
72% |
False |
False |
809,186 |
60 |
148.97 |
134.02 |
14.95 |
10.6% |
1.79 |
1.3% |
43% |
False |
False |
713,933 |
80 |
156.87 |
134.02 |
22.85 |
16.3% |
1.67 |
1.2% |
28% |
False |
False |
536,088 |
100 |
156.87 |
134.02 |
22.85 |
16.3% |
1.48 |
1.1% |
28% |
False |
False |
428,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.04 |
2.618 |
146.51 |
1.618 |
144.35 |
1.000 |
143.02 |
0.618 |
142.19 |
HIGH |
140.86 |
0.618 |
140.03 |
0.500 |
139.78 |
0.382 |
139.53 |
LOW |
138.70 |
0.618 |
137.37 |
1.000 |
136.54 |
1.618 |
135.21 |
2.618 |
133.05 |
4.250 |
129.52 |
|
|
Fisher Pivots for day following 16-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
140.18 |
140.11 |
PP |
139.98 |
139.83 |
S1 |
139.78 |
139.56 |
|