Euro Bund Future December 2022
| Trading Metrics calculated at close of trading on 28-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2022 |
28-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
142.03 |
140.80 |
-1.23 |
-0.9% |
140.14 |
| High |
142.03 |
141.42 |
-0.61 |
-0.4% |
142.03 |
| Low |
140.34 |
139.78 |
-0.56 |
-0.4% |
139.55 |
| Close |
140.49 |
140.42 |
-0.07 |
0.0% |
140.49 |
| Range |
1.69 |
1.64 |
-0.05 |
-3.0% |
2.48 |
| ATR |
1.63 |
1.63 |
0.00 |
0.0% |
0.00 |
| Volume |
560,716 |
612,214 |
51,498 |
9.2% |
2,302,069 |
|
| Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.46 |
144.58 |
141.32 |
|
| R3 |
143.82 |
142.94 |
140.87 |
|
| R2 |
142.18 |
142.18 |
140.72 |
|
| R1 |
141.30 |
141.30 |
140.57 |
140.92 |
| PP |
140.54 |
140.54 |
140.54 |
140.35 |
| S1 |
139.66 |
139.66 |
140.27 |
139.28 |
| S2 |
138.90 |
138.90 |
140.12 |
|
| S3 |
137.26 |
138.02 |
139.97 |
|
| S4 |
135.62 |
136.38 |
139.52 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.13 |
146.79 |
141.85 |
|
| R3 |
145.65 |
144.31 |
141.17 |
|
| R2 |
143.17 |
143.17 |
140.94 |
|
| R1 |
141.83 |
141.83 |
140.72 |
142.50 |
| PP |
140.69 |
140.69 |
140.69 |
141.03 |
| S1 |
139.35 |
139.35 |
140.26 |
140.02 |
| S2 |
138.21 |
138.21 |
140.04 |
|
| S3 |
135.73 |
136.87 |
139.81 |
|
| S4 |
133.25 |
134.39 |
139.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142.03 |
139.55 |
2.48 |
1.8% |
1.39 |
1.0% |
35% |
False |
False |
582,856 |
| 10 |
142.03 |
138.26 |
3.77 |
2.7% |
1.43 |
1.0% |
57% |
False |
False |
629,377 |
| 20 |
142.03 |
135.76 |
6.27 |
4.5% |
1.49 |
1.1% |
74% |
False |
False |
646,310 |
| 40 |
142.87 |
134.02 |
8.85 |
6.3% |
1.74 |
1.2% |
72% |
False |
False |
723,338 |
| 60 |
146.67 |
134.02 |
12.65 |
9.0% |
1.79 |
1.3% |
51% |
False |
False |
769,715 |
| 80 |
155.15 |
134.02 |
21.13 |
15.0% |
1.69 |
1.2% |
30% |
False |
False |
587,873 |
| 100 |
156.87 |
134.02 |
22.85 |
16.3% |
1.53 |
1.1% |
28% |
False |
False |
470,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.39 |
|
2.618 |
145.71 |
|
1.618 |
144.07 |
|
1.000 |
143.06 |
|
0.618 |
142.43 |
|
HIGH |
141.42 |
|
0.618 |
140.79 |
|
0.500 |
140.60 |
|
0.382 |
140.41 |
|
LOW |
139.78 |
|
0.618 |
138.77 |
|
1.000 |
138.14 |
|
1.618 |
137.13 |
|
2.618 |
135.49 |
|
4.250 |
132.81 |
|
|
| Fisher Pivots for day following 28-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
140.60 |
140.90 |
| PP |
140.54 |
140.74 |
| S1 |
140.48 |
140.58 |
|