Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 16-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2022 |
16-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
140.06 |
138.46 |
-1.60 |
-1.1% |
140.41 |
High |
140.78 |
138.62 |
-2.16 |
-1.5% |
141.70 |
Low |
138.12 |
136.96 |
-1.16 |
-0.8% |
136.96 |
Close |
138.65 |
137.43 |
-1.22 |
-0.9% |
137.43 |
Range |
2.66 |
1.66 |
-1.00 |
-37.6% |
4.74 |
ATR |
1.53 |
1.54 |
0.01 |
0.7% |
0.00 |
Volume |
1,081,768 |
870,204 |
-211,564 |
-19.6% |
3,901,910 |
|
Daily Pivots for day following 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.65 |
141.70 |
138.34 |
|
R3 |
140.99 |
140.04 |
137.89 |
|
R2 |
139.33 |
139.33 |
137.73 |
|
R1 |
138.38 |
138.38 |
137.58 |
138.03 |
PP |
137.67 |
137.67 |
137.67 |
137.49 |
S1 |
136.72 |
136.72 |
137.28 |
136.37 |
S2 |
136.01 |
136.01 |
137.13 |
|
S3 |
134.35 |
135.06 |
136.97 |
|
S4 |
132.69 |
133.40 |
136.52 |
|
|
Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.92 |
149.91 |
140.04 |
|
R3 |
148.18 |
145.17 |
138.73 |
|
R2 |
143.44 |
143.44 |
138.30 |
|
R1 |
140.43 |
140.43 |
137.86 |
139.57 |
PP |
138.70 |
138.70 |
138.70 |
138.26 |
S1 |
135.69 |
135.69 |
137.00 |
134.83 |
S2 |
133.96 |
133.96 |
136.56 |
|
S3 |
129.22 |
130.95 |
136.13 |
|
S4 |
124.48 |
126.21 |
134.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.70 |
136.96 |
4.74 |
3.4% |
1.77 |
1.3% |
10% |
False |
True |
780,382 |
10 |
142.91 |
136.96 |
5.95 |
4.3% |
1.57 |
1.1% |
8% |
False |
True |
726,124 |
20 |
142.91 |
136.96 |
5.95 |
4.3% |
1.44 |
1.0% |
8% |
False |
True |
444,104 |
40 |
142.91 |
134.00 |
8.91 |
6.5% |
1.33 |
1.0% |
38% |
False |
False |
223,207 |
60 |
142.91 |
132.55 |
10.36 |
7.5% |
1.24 |
0.9% |
47% |
False |
False |
148,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.68 |
2.618 |
142.97 |
1.618 |
141.31 |
1.000 |
140.28 |
0.618 |
139.65 |
HIGH |
138.62 |
0.618 |
137.99 |
0.500 |
137.79 |
0.382 |
137.59 |
LOW |
136.96 |
0.618 |
135.93 |
1.000 |
135.30 |
1.618 |
134.27 |
2.618 |
132.61 |
4.250 |
129.91 |
|
|
Fisher Pivots for day following 16-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
137.79 |
139.01 |
PP |
137.67 |
138.48 |
S1 |
137.55 |
137.96 |
|