Euro Bund Future June 2022
| Trading Metrics calculated at close of trading on 31-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
| Open |
153.31 |
152.50 |
-0.81 |
-0.5% |
153.82 |
| High |
154.14 |
152.89 |
-1.25 |
-0.8% |
154.74 |
| Low |
153.22 |
151.34 |
-1.88 |
-1.2% |
152.77 |
| Close |
153.74 |
151.57 |
-2.17 |
-1.4% |
153.74 |
| Range |
0.92 |
1.55 |
0.63 |
68.5% |
1.97 |
| ATR |
1.43 |
1.50 |
0.07 |
4.8% |
0.00 |
| Volume |
629,944 |
1,550,057 |
920,113 |
146.1% |
3,929,639 |
|
| Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156.58 |
155.63 |
152.42 |
|
| R3 |
155.03 |
154.08 |
152.00 |
|
| R2 |
153.48 |
153.48 |
151.85 |
|
| R1 |
152.53 |
152.53 |
151.71 |
152.23 |
| PP |
151.93 |
151.93 |
151.93 |
151.79 |
| S1 |
150.98 |
150.98 |
151.43 |
150.68 |
| S2 |
150.38 |
150.38 |
151.29 |
|
| S3 |
148.83 |
149.43 |
151.14 |
|
| S4 |
147.28 |
147.88 |
150.72 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.66 |
158.67 |
154.82 |
|
| R3 |
157.69 |
156.70 |
154.28 |
|
| R2 |
155.72 |
155.72 |
154.10 |
|
| R1 |
154.73 |
154.73 |
153.92 |
154.24 |
| PP |
153.75 |
153.75 |
153.75 |
153.51 |
| S1 |
152.76 |
152.76 |
153.56 |
152.27 |
| S2 |
151.78 |
151.78 |
153.38 |
|
| S3 |
149.81 |
150.79 |
153.20 |
|
| S4 |
147.84 |
148.82 |
152.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154.74 |
151.34 |
3.40 |
2.2% |
1.24 |
0.8% |
7% |
False |
True |
941,461 |
| 10 |
154.74 |
151.34 |
3.40 |
2.2% |
1.31 |
0.9% |
7% |
False |
True |
889,757 |
| 20 |
155.33 |
150.49 |
4.84 |
3.2% |
1.47 |
1.0% |
22% |
False |
False |
855,875 |
| 40 |
159.79 |
150.49 |
9.30 |
6.1% |
1.44 |
0.9% |
12% |
False |
False |
822,628 |
| 60 |
168.67 |
150.49 |
18.18 |
12.0% |
1.49 |
1.0% |
6% |
False |
False |
799,908 |
| 80 |
168.67 |
150.49 |
18.18 |
12.0% |
1.46 |
1.0% |
6% |
False |
False |
631,194 |
| 100 |
168.67 |
150.49 |
18.18 |
12.0% |
1.25 |
0.8% |
6% |
False |
False |
505,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159.48 |
|
2.618 |
156.95 |
|
1.618 |
155.40 |
|
1.000 |
154.44 |
|
0.618 |
153.85 |
|
HIGH |
152.89 |
|
0.618 |
152.30 |
|
0.500 |
152.12 |
|
0.382 |
151.93 |
|
LOW |
151.34 |
|
0.618 |
150.38 |
|
1.000 |
149.79 |
|
1.618 |
148.83 |
|
2.618 |
147.28 |
|
4.250 |
144.75 |
|
|
| Fisher Pivots for day following 31-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
152.12 |
153.04 |
| PP |
151.93 |
152.55 |
| S1 |
151.75 |
152.06 |
|