Euro Bund Future March 2022
| Trading Metrics calculated at close of trading on 05-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2022 |
05-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
170.69 |
170.75 |
0.06 |
0.0% |
172.48 |
| High |
171.17 |
170.93 |
-0.24 |
-0.1% |
172.64 |
| Low |
170.50 |
170.53 |
0.03 |
0.0% |
171.31 |
| Close |
170.81 |
170.75 |
-0.06 |
0.0% |
171.37 |
| Range |
0.67 |
0.40 |
-0.27 |
-40.3% |
1.33 |
| ATR |
0.74 |
0.72 |
-0.02 |
-3.3% |
0.00 |
| Volume |
717,434 |
639,223 |
-78,211 |
-10.9% |
1,009,806 |
|
| Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171.94 |
171.74 |
170.97 |
|
| R3 |
171.54 |
171.34 |
170.86 |
|
| R2 |
171.14 |
171.14 |
170.82 |
|
| R1 |
170.94 |
170.94 |
170.79 |
170.95 |
| PP |
170.74 |
170.74 |
170.74 |
170.74 |
| S1 |
170.54 |
170.54 |
170.71 |
170.55 |
| S2 |
170.34 |
170.34 |
170.68 |
|
| S3 |
169.94 |
170.14 |
170.64 |
|
| S4 |
169.54 |
169.74 |
170.53 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175.76 |
174.90 |
172.10 |
|
| R3 |
174.43 |
173.57 |
171.74 |
|
| R2 |
173.10 |
173.10 |
171.61 |
|
| R1 |
172.24 |
172.24 |
171.49 |
172.01 |
| PP |
171.77 |
171.77 |
171.77 |
171.66 |
| S1 |
170.91 |
170.91 |
171.25 |
170.68 |
| S2 |
170.44 |
170.44 |
171.13 |
|
| S3 |
169.11 |
169.58 |
171.00 |
|
| S4 |
167.78 |
168.25 |
170.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
171.79 |
170.50 |
1.29 |
0.8% |
0.51 |
0.3% |
19% |
False |
False |
433,259 |
| 10 |
173.52 |
170.50 |
3.02 |
1.8% |
0.62 |
0.4% |
8% |
False |
False |
359,624 |
| 20 |
175.02 |
170.50 |
4.52 |
2.6% |
0.74 |
0.4% |
6% |
False |
False |
421,083 |
| 40 |
175.02 |
170.50 |
4.52 |
2.6% |
0.78 |
0.5% |
6% |
False |
False |
303,741 |
| 60 |
175.02 |
169.34 |
5.68 |
3.3% |
0.77 |
0.5% |
25% |
False |
False |
205,041 |
| 80 |
175.02 |
169.34 |
5.68 |
3.3% |
0.69 |
0.4% |
25% |
False |
False |
154,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172.63 |
|
2.618 |
171.98 |
|
1.618 |
171.58 |
|
1.000 |
171.33 |
|
0.618 |
171.18 |
|
HIGH |
170.93 |
|
0.618 |
170.78 |
|
0.500 |
170.73 |
|
0.382 |
170.68 |
|
LOW |
170.53 |
|
0.618 |
170.28 |
|
1.000 |
170.13 |
|
1.618 |
169.88 |
|
2.618 |
169.48 |
|
4.250 |
168.83 |
|
|
| Fisher Pivots for day following 05-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
170.74 |
171.02 |
| PP |
170.74 |
170.93 |
| S1 |
170.73 |
170.84 |
|