Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 19-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2022 |
19-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
138.46 |
137.57 |
-0.89 |
-0.6% |
140.41 |
High |
138.62 |
137.76 |
-0.86 |
-0.6% |
141.70 |
Low |
136.96 |
136.81 |
-0.15 |
-0.1% |
136.96 |
Close |
137.43 |
137.15 |
-0.28 |
-0.2% |
137.43 |
Range |
1.66 |
0.95 |
-0.71 |
-42.8% |
4.74 |
ATR |
1.54 |
1.50 |
-0.04 |
-2.7% |
0.00 |
Volume |
870,204 |
449,294 |
-420,910 |
-48.4% |
3,901,910 |
|
Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.09 |
139.57 |
137.67 |
|
R3 |
139.14 |
138.62 |
137.41 |
|
R2 |
138.19 |
138.19 |
137.32 |
|
R1 |
137.67 |
137.67 |
137.24 |
137.46 |
PP |
137.24 |
137.24 |
137.24 |
137.13 |
S1 |
136.72 |
136.72 |
137.06 |
136.51 |
S2 |
136.29 |
136.29 |
136.98 |
|
S3 |
135.34 |
135.77 |
136.89 |
|
S4 |
134.39 |
134.82 |
136.63 |
|
|
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 |
136.81 |
4.89 |
3.6% |
1.72 |
1.3% |
7% |
False |
True |
774,517 |
10 |
142.91 |
136.81 |
6.10 |
4.4% |
1.56 |
1.1% |
6% |
False |
True |
688,635 |
20 |
142.91 |
136.81 |
6.10 |
4.4% |
1.42 |
1.0% |
6% |
False |
True |
466,349 |
40 |
142.91 |
134.50 |
8.41 |
6.1% |
1.33 |
1.0% |
32% |
False |
False |
234,439 |
60 |
142.91 |
132.55 |
10.36 |
7.6% |
1.24 |
0.9% |
44% |
False |
False |
156,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.80 |
2.618 |
140.25 |
1.618 |
139.30 |
1.000 |
138.71 |
0.618 |
138.35 |
HIGH |
137.76 |
0.618 |
137.40 |
0.500 |
137.29 |
0.382 |
137.17 |
LOW |
136.81 |
0.618 |
136.22 |
1.000 |
135.86 |
1.618 |
135.27 |
2.618 |
134.32 |
4.250 |
132.77 |
|
|
Fisher Pivots for day following 19-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
137.29 |
138.80 |
PP |
137.24 |
138.25 |
S1 |
137.20 |
137.70 |
|