Euro Bund Future June 2022
| Trading Metrics calculated at close of trading on 26-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2022 |
26-May-2022 |
Change |
Change % |
Previous Week |
| Open |
153.55 |
153.86 |
0.31 |
0.2% |
153.88 |
| High |
154.43 |
154.74 |
0.31 |
0.2% |
154.45 |
| Low |
153.48 |
153.19 |
-0.29 |
-0.2% |
151.89 |
| Close |
153.92 |
153.26 |
-0.66 |
-0.4% |
153.93 |
| Range |
0.95 |
1.55 |
0.60 |
63.2% |
2.56 |
| ATR |
1.47 |
1.47 |
0.01 |
0.4% |
0.00 |
| Volume |
802,672 |
783,651 |
-19,021 |
-2.4% |
4,029,113 |
|
| Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158.38 |
157.37 |
154.11 |
|
| R3 |
156.83 |
155.82 |
153.69 |
|
| R2 |
155.28 |
155.28 |
153.54 |
|
| R1 |
154.27 |
154.27 |
153.40 |
154.00 |
| PP |
153.73 |
153.73 |
153.73 |
153.60 |
| S1 |
152.72 |
152.72 |
153.12 |
152.45 |
| S2 |
152.18 |
152.18 |
152.98 |
|
| S3 |
150.63 |
151.17 |
152.83 |
|
| S4 |
149.08 |
149.62 |
152.41 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.10 |
160.08 |
155.34 |
|
| R3 |
158.54 |
157.52 |
154.63 |
|
| R2 |
155.98 |
155.98 |
154.40 |
|
| R1 |
154.96 |
154.96 |
154.16 |
155.47 |
| PP |
153.42 |
153.42 |
153.42 |
153.68 |
| S1 |
152.40 |
152.40 |
153.70 |
152.91 |
| S2 |
150.86 |
150.86 |
153.46 |
|
| S3 |
148.30 |
149.84 |
153.23 |
|
| S4 |
145.74 |
147.28 |
152.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154.74 |
152.77 |
1.97 |
1.3% |
1.21 |
0.8% |
25% |
True |
False |
795,281 |
| 10 |
155.12 |
151.89 |
3.23 |
2.1% |
1.33 |
0.9% |
42% |
False |
False |
798,234 |
| 20 |
155.33 |
150.49 |
4.84 |
3.2% |
1.45 |
0.9% |
57% |
False |
False |
816,884 |
| 40 |
159.79 |
150.49 |
9.30 |
6.1% |
1.47 |
1.0% |
30% |
False |
False |
815,090 |
| 60 |
168.67 |
150.49 |
18.18 |
11.9% |
1.50 |
1.0% |
15% |
False |
False |
791,899 |
| 80 |
168.67 |
150.49 |
18.18 |
11.9% |
1.45 |
0.9% |
15% |
False |
False |
604,039 |
| 100 |
168.67 |
150.49 |
18.18 |
11.9% |
1.23 |
0.8% |
15% |
False |
False |
483,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.33 |
|
2.618 |
158.80 |
|
1.618 |
157.25 |
|
1.000 |
156.29 |
|
0.618 |
155.70 |
|
HIGH |
154.74 |
|
0.618 |
154.15 |
|
0.500 |
153.97 |
|
0.382 |
153.78 |
|
LOW |
153.19 |
|
0.618 |
152.23 |
|
1.000 |
151.64 |
|
1.618 |
150.68 |
|
2.618 |
149.13 |
|
4.250 |
146.60 |
|
|
| Fisher Pivots for day following 26-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
153.97 |
153.76 |
| PP |
153.73 |
153.59 |
| S1 |
153.50 |
153.43 |
|