Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 23-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2022 |
23-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
140.06 |
140.47 |
0.41 |
0.3% |
138.41 |
High |
140.64 |
141.30 |
0.66 |
0.5% |
141.09 |
Low |
139.89 |
139.77 |
-0.12 |
-0.1% |
138.26 |
Close |
140.39 |
141.15 |
0.76 |
0.5% |
140.18 |
Range |
0.75 |
1.53 |
0.78 |
104.0% |
2.83 |
ATR |
1.64 |
1.63 |
-0.01 |
-0.5% |
0.00 |
Volume |
521,674 |
705,854 |
184,180 |
35.3% |
3,379,496 |
|
Daily Pivots for day following 23-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.33 |
144.77 |
141.99 |
|
R3 |
143.80 |
143.24 |
141.57 |
|
R2 |
142.27 |
142.27 |
141.43 |
|
R1 |
141.71 |
141.71 |
141.29 |
141.99 |
PP |
140.74 |
140.74 |
140.74 |
140.88 |
S1 |
140.18 |
140.18 |
141.01 |
140.46 |
S2 |
139.21 |
139.21 |
140.87 |
|
S3 |
137.68 |
138.65 |
140.73 |
|
S4 |
136.15 |
137.12 |
140.31 |
|
|
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 |
141.30 |
139.17 |
2.13 |
1.5% |
1.26 |
0.9% |
93% |
True |
False |
594,784 |
10 |
141.30 |
137.97 |
3.33 |
2.4% |
1.57 |
1.1% |
95% |
True |
False |
661,355 |
20 |
141.30 |
135.76 |
5.54 |
3.9% |
1.62 |
1.1% |
97% |
True |
False |
674,004 |
40 |
142.87 |
134.02 |
8.85 |
6.3% |
1.77 |
1.3% |
81% |
False |
False |
744,383 |
60 |
146.67 |
134.02 |
12.65 |
9.0% |
1.78 |
1.3% |
56% |
False |
False |
760,949 |
80 |
155.58 |
134.02 |
21.56 |
15.3% |
1.67 |
1.2% |
33% |
False |
False |
573,236 |
100 |
156.87 |
134.02 |
22.85 |
16.2% |
1.52 |
1.1% |
31% |
False |
False |
458,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.80 |
2.618 |
145.31 |
1.618 |
143.78 |
1.000 |
142.83 |
0.618 |
142.25 |
HIGH |
141.30 |
0.618 |
140.72 |
0.500 |
140.54 |
0.382 |
140.35 |
LOW |
139.77 |
0.618 |
138.82 |
1.000 |
138.24 |
1.618 |
137.29 |
2.618 |
135.76 |
4.250 |
133.27 |
|
|
Fisher Pivots for day following 23-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
140.95 |
140.91 |
PP |
140.74 |
140.67 |
S1 |
140.54 |
140.43 |
|