Euro Bund Future March 2023
| Trading Metrics calculated at close of trading on 14-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2022 |
14-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
140.17 |
140.62 |
0.45 |
0.3% |
141.39 |
| High |
141.70 |
141.06 |
-0.64 |
-0.5% |
142.91 |
| Low |
139.77 |
139.65 |
-0.12 |
-0.1% |
140.35 |
| Close |
140.84 |
140.45 |
-0.39 |
-0.3% |
140.52 |
| Range |
1.93 |
1.41 |
-0.52 |
-26.9% |
2.56 |
| ATR |
1.45 |
1.45 |
0.00 |
-0.2% |
0.00 |
| Volume |
718,779 |
752,541 |
33,762 |
4.7% |
3,359,338 |
|
| Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.62 |
143.94 |
141.23 |
|
| R3 |
143.21 |
142.53 |
140.84 |
|
| R2 |
141.80 |
141.80 |
140.71 |
|
| R1 |
141.12 |
141.12 |
140.58 |
140.76 |
| PP |
140.39 |
140.39 |
140.39 |
140.20 |
| S1 |
139.71 |
139.71 |
140.32 |
139.35 |
| S2 |
138.98 |
138.98 |
140.19 |
|
| S3 |
137.57 |
138.30 |
140.06 |
|
| S4 |
136.16 |
136.89 |
139.67 |
|
|
| 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 |
142.55 |
139.65 |
2.90 |
2.1% |
1.44 |
1.0% |
28% |
False |
True |
612,583 |
| 10 |
142.91 |
139.65 |
3.26 |
2.3% |
1.38 |
1.0% |
25% |
False |
True |
670,314 |
| 20 |
142.91 |
138.34 |
4.57 |
3.3% |
1.34 |
1.0% |
46% |
False |
False |
347,744 |
| 40 |
142.91 |
132.55 |
10.36 |
7.4% |
1.28 |
0.9% |
76% |
False |
False |
174,409 |
| 60 |
142.91 |
132.55 |
10.36 |
7.4% |
1.23 |
0.9% |
76% |
False |
False |
116,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.05 |
|
2.618 |
144.75 |
|
1.618 |
143.34 |
|
1.000 |
142.47 |
|
0.618 |
141.93 |
|
HIGH |
141.06 |
|
0.618 |
140.52 |
|
0.500 |
140.36 |
|
0.382 |
140.19 |
|
LOW |
139.65 |
|
0.618 |
138.78 |
|
1.000 |
138.24 |
|
1.618 |
137.37 |
|
2.618 |
135.96 |
|
4.250 |
133.66 |
|
|
| Fisher Pivots for day following 14-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
140.42 |
140.68 |
| PP |
140.39 |
140.60 |
| S1 |
140.36 |
140.53 |
|