Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 13-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
140.41 |
140.17 |
-0.24 |
-0.2% |
141.39 |
High |
141.17 |
141.70 |
0.53 |
0.4% |
142.91 |
Low |
139.96 |
139.77 |
-0.19 |
-0.1% |
140.35 |
Close |
140.48 |
140.84 |
0.36 |
0.3% |
140.52 |
Range |
1.21 |
1.93 |
0.72 |
59.5% |
2.56 |
ATR |
1.41 |
1.45 |
0.04 |
2.6% |
0.00 |
Volume |
478,618 |
718,779 |
240,161 |
50.2% |
3,359,338 |
|
Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.56 |
145.63 |
141.90 |
|
R3 |
144.63 |
143.70 |
141.37 |
|
R2 |
142.70 |
142.70 |
141.19 |
|
R1 |
141.77 |
141.77 |
141.02 |
142.24 |
PP |
140.77 |
140.77 |
140.77 |
141.00 |
S1 |
139.84 |
139.84 |
140.66 |
140.31 |
S2 |
138.84 |
138.84 |
140.49 |
|
S3 |
136.91 |
137.91 |
140.31 |
|
S4 |
134.98 |
135.98 |
139.78 |
|
|
Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.94 |
147.29 |
141.93 |
|
R3 |
146.38 |
144.73 |
141.22 |
|
R2 |
143.82 |
143.82 |
140.99 |
|
R1 |
142.17 |
142.17 |
140.75 |
141.72 |
PP |
141.26 |
141.26 |
141.26 |
141.03 |
S1 |
139.61 |
139.61 |
140.29 |
139.16 |
S2 |
138.70 |
138.70 |
140.05 |
|
S3 |
136.14 |
137.05 |
139.82 |
|
S4 |
133.58 |
134.49 |
139.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.91 |
139.77 |
3.14 |
2.2% |
1.42 |
1.0% |
34% |
False |
True |
609,382 |
10 |
142.91 |
139.77 |
3.14 |
2.2% |
1.36 |
1.0% |
34% |
False |
True |
607,495 |
20 |
142.91 |
137.90 |
5.01 |
3.6% |
1.37 |
1.0% |
59% |
False |
False |
310,686 |
40 |
142.91 |
132.55 |
10.36 |
7.4% |
1.26 |
0.9% |
80% |
False |
False |
155,596 |
60 |
142.91 |
132.55 |
10.36 |
7.4% |
1.21 |
0.9% |
80% |
False |
False |
103,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.90 |
2.618 |
146.75 |
1.618 |
144.82 |
1.000 |
143.63 |
0.618 |
142.89 |
HIGH |
141.70 |
0.618 |
140.96 |
0.500 |
140.74 |
0.382 |
140.51 |
LOW |
139.77 |
0.618 |
138.58 |
1.000 |
137.84 |
1.618 |
136.65 |
2.618 |
134.72 |
4.250 |
131.57 |
|
|
Fisher Pivots for day following 13-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
140.81 |
140.86 |
PP |
140.77 |
140.85 |
S1 |
140.74 |
140.85 |
|