Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 05-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2022 |
05-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
157.39 |
158.07 |
0.68 |
0.4% |
157.35 |
High |
158.28 |
158.21 |
-0.07 |
0.0% |
159.70 |
Low |
156.66 |
155.72 |
-0.94 |
-0.6% |
155.72 |
Close |
157.90 |
155.94 |
-1.96 |
-1.2% |
155.94 |
Range |
1.62 |
2.49 |
0.87 |
53.7% |
3.98 |
ATR |
2.01 |
2.04 |
0.03 |
1.7% |
0.00 |
Volume |
581,392 |
483,667 |
-97,725 |
-16.8% |
2,961,559 |
|
Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.09 |
162.51 |
157.31 |
|
R3 |
161.60 |
160.02 |
156.62 |
|
R2 |
159.11 |
159.11 |
156.40 |
|
R1 |
157.53 |
157.53 |
156.17 |
157.08 |
PP |
156.62 |
156.62 |
156.62 |
156.40 |
S1 |
155.04 |
155.04 |
155.71 |
154.59 |
S2 |
154.13 |
154.13 |
155.48 |
|
S3 |
151.64 |
152.55 |
155.26 |
|
S4 |
149.15 |
150.06 |
154.57 |
|
|
Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.06 |
166.48 |
158.13 |
|
R3 |
165.08 |
162.50 |
157.03 |
|
R2 |
161.10 |
161.10 |
156.67 |
|
R1 |
158.52 |
158.52 |
156.30 |
157.82 |
PP |
157.12 |
157.12 |
157.12 |
156.77 |
S1 |
154.54 |
154.54 |
155.58 |
153.84 |
S2 |
153.14 |
153.14 |
155.21 |
|
S3 |
149.16 |
150.56 |
154.85 |
|
S4 |
145.18 |
146.58 |
153.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.70 |
155.72 |
3.98 |
2.6% |
2.11 |
1.4% |
6% |
False |
True |
592,311 |
10 |
159.70 |
153.78 |
5.92 |
3.8% |
1.92 |
1.2% |
36% |
False |
False |
638,016 |
20 |
159.70 |
149.69 |
10.01 |
6.4% |
1.96 |
1.3% |
62% |
False |
False |
671,665 |
40 |
159.70 |
140.67 |
19.03 |
12.2% |
2.23 |
1.4% |
80% |
False |
False |
790,084 |
60 |
159.70 |
140.67 |
19.03 |
12.2% |
1.90 |
1.2% |
80% |
False |
False |
630,407 |
80 |
159.70 |
140.67 |
19.03 |
12.2% |
1.74 |
1.1% |
80% |
False |
False |
473,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.79 |
2.618 |
164.73 |
1.618 |
162.24 |
1.000 |
160.70 |
0.618 |
159.75 |
HIGH |
158.21 |
0.618 |
157.26 |
0.500 |
156.97 |
0.382 |
156.67 |
LOW |
155.72 |
0.618 |
154.18 |
1.000 |
153.23 |
1.618 |
151.69 |
2.618 |
149.20 |
4.250 |
145.14 |
|
|
Fisher Pivots for day following 05-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
156.97 |
157.03 |
PP |
156.62 |
156.66 |
S1 |
156.28 |
156.30 |
|