Euro Bund Future March 2022
| Trading Metrics calculated at close of trading on 01-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2022 |
01-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
167.03 |
167.75 |
0.72 |
0.4% |
166.92 |
| High |
168.00 |
171.12 |
3.12 |
1.9% |
168.01 |
| Low |
166.25 |
167.31 |
1.06 |
0.6% |
165.16 |
| Close |
167.04 |
170.30 |
3.26 |
2.0% |
166.15 |
| Range |
1.75 |
3.81 |
2.06 |
117.7% |
2.85 |
| ATR |
1.24 |
1.44 |
0.20 |
16.3% |
0.00 |
| Volume |
969,616 |
1,794,703 |
825,087 |
85.1% |
3,844,719 |
|
| Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181.01 |
179.46 |
172.40 |
|
| R3 |
177.20 |
175.65 |
171.35 |
|
| R2 |
173.39 |
173.39 |
171.00 |
|
| R1 |
171.84 |
171.84 |
170.65 |
172.62 |
| PP |
169.58 |
169.58 |
169.58 |
169.96 |
| S1 |
168.03 |
168.03 |
169.95 |
168.81 |
| S2 |
165.77 |
165.77 |
169.60 |
|
| S3 |
161.96 |
164.22 |
169.25 |
|
| S4 |
158.15 |
160.41 |
168.20 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174.99 |
173.42 |
167.72 |
|
| R3 |
172.14 |
170.57 |
166.93 |
|
| R2 |
169.29 |
169.29 |
166.67 |
|
| R1 |
167.72 |
167.72 |
166.41 |
167.08 |
| PP |
166.44 |
166.44 |
166.44 |
166.12 |
| S1 |
164.87 |
164.87 |
165.89 |
164.23 |
| S2 |
163.59 |
163.59 |
165.63 |
|
| S3 |
160.74 |
162.02 |
165.37 |
|
| S4 |
157.89 |
159.17 |
164.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
171.12 |
165.39 |
5.73 |
3.4% |
1.93 |
1.1% |
86% |
True |
False |
1,114,030 |
| 10 |
171.12 |
164.34 |
6.78 |
4.0% |
1.60 |
0.9% |
88% |
True |
False |
987,354 |
| 20 |
171.12 |
164.34 |
6.78 |
4.0% |
1.44 |
0.8% |
88% |
True |
False |
1,003,487 |
| 40 |
171.53 |
164.34 |
7.19 |
4.2% |
1.10 |
0.6% |
83% |
False |
False |
863,569 |
| 60 |
175.02 |
164.34 |
10.68 |
6.3% |
0.97 |
0.6% |
56% |
False |
False |
718,121 |
| 80 |
175.02 |
164.34 |
10.68 |
6.3% |
0.94 |
0.6% |
56% |
False |
False |
560,765 |
| 100 |
175.02 |
164.34 |
10.68 |
6.3% |
0.90 |
0.5% |
56% |
False |
False |
449,981 |
| 120 |
175.02 |
164.34 |
10.68 |
6.3% |
0.82 |
0.5% |
56% |
False |
False |
375,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
187.31 |
|
2.618 |
181.09 |
|
1.618 |
177.28 |
|
1.000 |
174.93 |
|
0.618 |
173.47 |
|
HIGH |
171.12 |
|
0.618 |
169.66 |
|
0.500 |
169.22 |
|
0.382 |
168.77 |
|
LOW |
167.31 |
|
0.618 |
164.96 |
|
1.000 |
163.50 |
|
1.618 |
161.15 |
|
2.618 |
157.34 |
|
4.250 |
151.12 |
|
|
| Fisher Pivots for day following 01-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
169.94 |
169.70 |
| PP |
169.58 |
169.10 |
| S1 |
169.22 |
168.50 |
|