Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 01-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2022 |
01-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
141.01 |
141.86 |
0.85 |
0.6% |
140.14 |
High |
141.70 |
142.77 |
1.07 |
0.8% |
142.03 |
Low |
140.50 |
141.67 |
1.17 |
0.8% |
139.55 |
Close |
140.88 |
142.43 |
1.55 |
1.1% |
140.49 |
Range |
1.20 |
1.10 |
-0.10 |
-8.3% |
2.48 |
ATR |
1.61 |
1.63 |
0.02 |
1.3% |
0.00 |
Volume |
946,070 |
1,497,066 |
550,996 |
58.2% |
2,302,069 |
|
Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.59 |
145.11 |
143.04 |
|
R3 |
144.49 |
144.01 |
142.73 |
|
R2 |
143.39 |
143.39 |
142.63 |
|
R1 |
142.91 |
142.91 |
142.53 |
143.15 |
PP |
142.29 |
142.29 |
142.29 |
142.41 |
S1 |
141.81 |
141.81 |
142.33 |
142.05 |
S2 |
141.19 |
141.19 |
142.23 |
|
S3 |
140.09 |
140.71 |
142.13 |
|
S4 |
138.99 |
139.61 |
141.83 |
|
|
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 |
142.77 |
139.78 |
2.99 |
2.1% |
1.46 |
1.0% |
89% |
True |
False |
885,329 |
10 |
142.77 |
139.17 |
3.60 |
2.5% |
1.36 |
1.0% |
91% |
True |
False |
740,056 |
20 |
142.77 |
135.76 |
7.01 |
4.9% |
1.50 |
1.1% |
95% |
True |
False |
716,953 |
40 |
142.77 |
134.02 |
8.75 |
6.1% |
1.65 |
1.2% |
96% |
True |
False |
739,751 |
60 |
145.82 |
134.02 |
11.80 |
8.3% |
1.77 |
1.2% |
71% |
False |
False |
781,844 |
80 |
154.73 |
134.02 |
20.71 |
14.5% |
1.70 |
1.2% |
41% |
False |
False |
628,517 |
100 |
156.87 |
134.02 |
22.85 |
16.0% |
1.56 |
1.1% |
37% |
False |
False |
502,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.45 |
2.618 |
145.65 |
1.618 |
144.55 |
1.000 |
143.87 |
0.618 |
143.45 |
HIGH |
142.77 |
0.618 |
142.35 |
0.500 |
142.22 |
0.382 |
142.09 |
LOW |
141.67 |
0.618 |
140.99 |
1.000 |
140.57 |
1.618 |
139.89 |
2.618 |
138.79 |
4.250 |
137.00 |
|
|
Fisher Pivots for day following 01-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
142.36 |
142.10 |
PP |
142.29 |
141.76 |
S1 |
142.22 |
141.43 |
|