Euro Bund Future December 2022
| Trading Metrics calculated at close of trading on 18-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2022 |
18-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
140.70 |
140.01 |
-0.69 |
-0.5% |
138.41 |
| High |
141.09 |
140.50 |
-0.59 |
-0.4% |
141.09 |
| Low |
139.73 |
139.17 |
-0.56 |
-0.4% |
138.26 |
| Close |
140.01 |
140.18 |
0.17 |
0.1% |
140.18 |
| Range |
1.36 |
1.33 |
-0.03 |
-2.2% |
2.83 |
| ATR |
1.77 |
1.73 |
-0.03 |
-1.8% |
0.00 |
| Volume |
701,189 |
531,378 |
-169,811 |
-24.2% |
3,379,496 |
|
| Daily Pivots for day following 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.94 |
143.39 |
140.91 |
|
| R3 |
142.61 |
142.06 |
140.55 |
|
| R2 |
141.28 |
141.28 |
140.42 |
|
| R1 |
140.73 |
140.73 |
140.30 |
141.01 |
| PP |
139.95 |
139.95 |
139.95 |
140.09 |
| S1 |
139.40 |
139.40 |
140.06 |
139.68 |
| S2 |
138.62 |
138.62 |
139.94 |
|
| S3 |
137.29 |
138.07 |
139.81 |
|
| S4 |
135.96 |
136.74 |
139.45 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.33 |
147.09 |
141.74 |
|
| R3 |
145.50 |
144.26 |
140.96 |
|
| R2 |
142.67 |
142.67 |
140.70 |
|
| R1 |
141.43 |
141.43 |
140.44 |
142.05 |
| PP |
139.84 |
139.84 |
139.84 |
140.16 |
| S1 |
138.60 |
138.60 |
139.92 |
139.22 |
| S2 |
137.01 |
137.01 |
139.66 |
|
| S3 |
134.18 |
135.77 |
139.40 |
|
| S4 |
131.35 |
132.94 |
138.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141.09 |
138.26 |
2.83 |
2.0% |
1.48 |
1.1% |
68% |
False |
False |
675,899 |
| 10 |
141.09 |
135.76 |
5.33 |
3.8% |
1.63 |
1.2% |
83% |
False |
False |
680,832 |
| 20 |
141.09 |
135.23 |
5.86 |
4.2% |
1.69 |
1.2% |
84% |
False |
False |
702,788 |
| 40 |
142.87 |
134.02 |
8.85 |
6.3% |
1.87 |
1.3% |
70% |
False |
False |
789,336 |
| 60 |
148.75 |
134.02 |
14.73 |
10.5% |
1.80 |
1.3% |
42% |
False |
False |
734,057 |
| 80 |
156.87 |
134.02 |
22.85 |
16.3% |
1.68 |
1.2% |
27% |
False |
False |
551,494 |
| 100 |
156.87 |
134.02 |
22.85 |
16.3% |
1.50 |
1.1% |
27% |
False |
False |
441,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.15 |
|
2.618 |
143.98 |
|
1.618 |
142.65 |
|
1.000 |
141.83 |
|
0.618 |
141.32 |
|
HIGH |
140.50 |
|
0.618 |
139.99 |
|
0.500 |
139.84 |
|
0.382 |
139.68 |
|
LOW |
139.17 |
|
0.618 |
138.35 |
|
1.000 |
137.84 |
|
1.618 |
137.02 |
|
2.618 |
135.69 |
|
4.250 |
133.52 |
|
|
| Fisher Pivots for day following 18-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
140.07 |
140.09 |
| PP |
139.95 |
139.99 |
| S1 |
139.84 |
139.90 |
|