Euro Bund Future March 2022
| Trading Metrics calculated at close of trading on 13-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2022 |
13-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
169.87 |
170.08 |
0.21 |
0.1% |
171.36 |
| High |
170.51 |
171.00 |
0.49 |
0.3% |
171.53 |
| Low |
169.74 |
169.86 |
0.12 |
0.1% |
169.88 |
| Close |
170.22 |
170.71 |
0.49 |
0.3% |
170.00 |
| Range |
0.77 |
1.14 |
0.37 |
48.1% |
1.65 |
| ATR |
0.70 |
0.74 |
0.03 |
4.4% |
0.00 |
| Volume |
800,924 |
723,630 |
-77,294 |
-9.7% |
3,228,496 |
|
| Daily Pivots for day following 13-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173.94 |
173.47 |
171.34 |
|
| R3 |
172.80 |
172.33 |
171.02 |
|
| R2 |
171.66 |
171.66 |
170.92 |
|
| R1 |
171.19 |
171.19 |
170.81 |
171.43 |
| PP |
170.52 |
170.52 |
170.52 |
170.64 |
| S1 |
170.05 |
170.05 |
170.61 |
170.29 |
| S2 |
169.38 |
169.38 |
170.50 |
|
| S3 |
168.24 |
168.91 |
170.40 |
|
| S4 |
167.10 |
167.77 |
170.08 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175.42 |
174.36 |
170.91 |
|
| R3 |
173.77 |
172.71 |
170.45 |
|
| R2 |
172.12 |
172.12 |
170.30 |
|
| R1 |
171.06 |
171.06 |
170.15 |
170.77 |
| PP |
170.47 |
170.47 |
170.47 |
170.32 |
| S1 |
169.41 |
169.41 |
169.85 |
169.12 |
| S2 |
168.82 |
168.82 |
169.70 |
|
| S3 |
167.17 |
167.76 |
169.55 |
|
| S4 |
165.52 |
166.11 |
169.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
171.00 |
169.57 |
1.43 |
0.8% |
0.74 |
0.4% |
80% |
True |
False |
717,748 |
| 10 |
171.53 |
169.57 |
1.96 |
1.1% |
0.64 |
0.4% |
58% |
False |
False |
620,389 |
| 20 |
174.94 |
169.57 |
5.37 |
3.1% |
0.71 |
0.4% |
21% |
False |
False |
495,086 |
| 40 |
175.02 |
169.57 |
5.45 |
3.2% |
0.78 |
0.5% |
21% |
False |
False |
410,852 |
| 60 |
175.02 |
169.34 |
5.68 |
3.3% |
0.78 |
0.5% |
24% |
False |
False |
277,010 |
| 80 |
175.02 |
169.34 |
5.68 |
3.3% |
0.72 |
0.4% |
24% |
False |
False |
208,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175.85 |
|
2.618 |
173.98 |
|
1.618 |
172.84 |
|
1.000 |
172.14 |
|
0.618 |
171.70 |
|
HIGH |
171.00 |
|
0.618 |
170.56 |
|
0.500 |
170.43 |
|
0.382 |
170.30 |
|
LOW |
169.86 |
|
0.618 |
169.16 |
|
1.000 |
168.72 |
|
1.618 |
168.02 |
|
2.618 |
166.88 |
|
4.250 |
165.02 |
|
|
| Fisher Pivots for day following 13-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
170.62 |
170.57 |
| PP |
170.52 |
170.43 |
| S1 |
170.43 |
170.29 |
|