Euro Bund Future March 2023
Trading Metrics calculated at close of trading on 20-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2022 |
20-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
137.57 |
137.20 |
-0.37 |
-0.3% |
140.41 |
High |
137.76 |
137.22 |
-0.54 |
-0.4% |
141.70 |
Low |
136.81 |
135.78 |
-1.03 |
-0.8% |
136.96 |
Close |
137.15 |
135.91 |
-1.24 |
-0.9% |
137.43 |
Range |
0.95 |
1.44 |
0.49 |
51.6% |
4.74 |
ATR |
1.50 |
1.50 |
0.00 |
-0.3% |
0.00 |
Volume |
449,294 |
599,407 |
150,113 |
33.4% |
3,901,910 |
|
Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.62 |
139.71 |
136.70 |
|
R3 |
139.18 |
138.27 |
136.31 |
|
R2 |
137.74 |
137.74 |
136.17 |
|
R1 |
136.83 |
136.83 |
136.04 |
136.57 |
PP |
136.30 |
136.30 |
136.30 |
136.17 |
S1 |
135.39 |
135.39 |
135.78 |
135.13 |
S2 |
134.86 |
134.86 |
135.65 |
|
S3 |
133.42 |
133.95 |
135.51 |
|
S4 |
131.98 |
132.51 |
135.12 |
|
|
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 |
141.06 |
135.78 |
5.28 |
3.9% |
1.62 |
1.2% |
2% |
False |
True |
750,642 |
10 |
142.91 |
135.78 |
7.13 |
5.2% |
1.52 |
1.1% |
2% |
False |
True |
680,012 |
20 |
142.91 |
135.78 |
7.13 |
5.2% |
1.46 |
1.1% |
2% |
False |
True |
496,093 |
40 |
142.91 |
134.50 |
8.41 |
6.2% |
1.33 |
1.0% |
17% |
False |
False |
249,424 |
60 |
142.91 |
132.55 |
10.36 |
7.6% |
1.23 |
0.9% |
32% |
False |
False |
166,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.34 |
2.618 |
140.99 |
1.618 |
139.55 |
1.000 |
138.66 |
0.618 |
138.11 |
HIGH |
137.22 |
0.618 |
136.67 |
0.500 |
136.50 |
0.382 |
136.33 |
LOW |
135.78 |
0.618 |
134.89 |
1.000 |
134.34 |
1.618 |
133.45 |
2.618 |
132.01 |
4.250 |
129.66 |
|
|
Fisher Pivots for day following 20-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
136.50 |
137.20 |
PP |
136.30 |
136.77 |
S1 |
136.11 |
136.34 |
|