Euro Bund Future March 2022
| Trading Metrics calculated at close of trading on 24-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2022 |
24-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
165.65 |
166.18 |
0.53 |
0.3% |
165.89 |
| High |
166.17 |
168.01 |
1.84 |
1.1% |
166.74 |
| Low |
165.39 |
166.01 |
0.62 |
0.4% |
164.34 |
| Close |
165.99 |
166.93 |
0.94 |
0.6% |
166.34 |
| Range |
0.78 |
2.00 |
1.22 |
156.4% |
2.40 |
| ATR |
1.12 |
1.19 |
0.06 |
5.7% |
0.00 |
| Volume |
764,909 |
1,187,083 |
422,174 |
55.2% |
4,207,175 |
|
| Daily Pivots for day following 24-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172.98 |
171.96 |
168.03 |
|
| R3 |
170.98 |
169.96 |
167.48 |
|
| R2 |
168.98 |
168.98 |
167.30 |
|
| R1 |
167.96 |
167.96 |
167.11 |
168.47 |
| PP |
166.98 |
166.98 |
166.98 |
167.24 |
| S1 |
165.96 |
165.96 |
166.75 |
166.47 |
| S2 |
164.98 |
164.98 |
166.56 |
|
| S3 |
162.98 |
163.96 |
166.38 |
|
| S4 |
160.98 |
161.96 |
165.83 |
|
|
| Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173.01 |
172.07 |
167.66 |
|
| R3 |
170.61 |
169.67 |
167.00 |
|
| R2 |
168.21 |
168.21 |
166.78 |
|
| R1 |
167.27 |
167.27 |
166.56 |
167.74 |
| PP |
165.81 |
165.81 |
165.81 |
166.04 |
| S1 |
164.87 |
164.87 |
166.12 |
165.34 |
| S2 |
163.41 |
163.41 |
165.90 |
|
| S3 |
161.01 |
162.47 |
165.68 |
|
| S4 |
158.61 |
160.07 |
165.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
168.01 |
165.14 |
2.87 |
1.7% |
1.37 |
0.8% |
62% |
True |
False |
901,163 |
| 10 |
168.01 |
164.34 |
3.67 |
2.2% |
1.41 |
0.8% |
71% |
True |
False |
927,611 |
| 20 |
170.42 |
164.34 |
6.08 |
3.6% |
1.23 |
0.7% |
43% |
False |
False |
948,039 |
| 40 |
172.42 |
164.34 |
8.08 |
4.8% |
0.97 |
0.6% |
32% |
False |
False |
789,120 |
| 60 |
175.02 |
164.34 |
10.68 |
6.4% |
0.91 |
0.5% |
24% |
False |
False |
681,520 |
| 80 |
175.02 |
164.34 |
10.68 |
6.4% |
0.89 |
0.5% |
24% |
False |
False |
515,833 |
| 100 |
175.02 |
164.34 |
10.68 |
6.4% |
0.84 |
0.5% |
24% |
False |
False |
413,930 |
| 120 |
175.02 |
164.34 |
10.68 |
6.4% |
0.77 |
0.5% |
24% |
False |
False |
345,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176.51 |
|
2.618 |
173.25 |
|
1.618 |
171.25 |
|
1.000 |
170.01 |
|
0.618 |
169.25 |
|
HIGH |
168.01 |
|
0.618 |
167.25 |
|
0.500 |
167.01 |
|
0.382 |
166.77 |
|
LOW |
166.01 |
|
0.618 |
164.77 |
|
1.000 |
164.01 |
|
1.618 |
162.77 |
|
2.618 |
160.77 |
|
4.250 |
157.51 |
|
|
| Fisher Pivots for day following 24-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
167.01 |
166.82 |
| PP |
166.98 |
166.70 |
| S1 |
166.96 |
166.59 |
|