Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 15-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
140.62 |
140.06 |
-0.56 |
-0.4% |
141.39 |
High |
141.06 |
140.78 |
-0.28 |
-0.2% |
142.91 |
Low |
139.65 |
138.12 |
-1.53 |
-1.1% |
140.35 |
Close |
140.45 |
138.65 |
-1.80 |
-1.3% |
140.52 |
Range |
1.41 |
2.66 |
1.25 |
88.7% |
2.56 |
ATR |
1.45 |
1.53 |
0.09 |
6.0% |
0.00 |
Volume |
752,541 |
1,081,768 |
329,227 |
43.7% |
3,359,338 |
|
Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.16 |
145.57 |
140.11 |
|
R3 |
144.50 |
142.91 |
139.38 |
|
R2 |
141.84 |
141.84 |
139.14 |
|
R1 |
140.25 |
140.25 |
138.89 |
139.72 |
PP |
139.18 |
139.18 |
139.18 |
138.92 |
S1 |
137.59 |
137.59 |
138.41 |
137.06 |
S2 |
136.52 |
136.52 |
138.16 |
|
S3 |
133.86 |
134.93 |
137.92 |
|
S4 |
131.20 |
132.27 |
137.19 |
|
|
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 |
141.94 |
138.12 |
3.82 |
2.8% |
1.76 |
1.3% |
14% |
False |
True |
725,058 |
10 |
142.91 |
138.12 |
4.79 |
3.5% |
1.55 |
1.1% |
11% |
False |
True |
700,987 |
20 |
142.91 |
138.12 |
4.79 |
3.5% |
1.41 |
1.0% |
11% |
False |
True |
400,978 |
40 |
142.91 |
132.55 |
10.36 |
7.5% |
1.32 |
1.0% |
59% |
False |
False |
201,453 |
60 |
142.91 |
132.55 |
10.36 |
7.5% |
1.24 |
0.9% |
59% |
False |
False |
134,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.09 |
2.618 |
147.74 |
1.618 |
145.08 |
1.000 |
143.44 |
0.618 |
142.42 |
HIGH |
140.78 |
0.618 |
139.76 |
0.500 |
139.45 |
0.382 |
139.14 |
LOW |
138.12 |
0.618 |
136.48 |
1.000 |
135.46 |
1.618 |
133.82 |
2.618 |
131.16 |
4.250 |
126.82 |
|
|
Fisher Pivots for day following 15-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
139.45 |
139.91 |
PP |
139.18 |
139.49 |
S1 |
138.92 |
139.07 |
|