Euro Bund Future June 2022
| Trading Metrics calculated at close of trading on 24-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
| Open |
153.82 |
153.10 |
-0.72 |
-0.5% |
153.88 |
| High |
154.11 |
153.98 |
-0.13 |
-0.1% |
154.45 |
| Low |
152.85 |
152.77 |
-0.08 |
-0.1% |
151.89 |
| Close |
153.11 |
153.94 |
0.83 |
0.5% |
153.93 |
| Range |
1.26 |
1.21 |
-0.05 |
-4.0% |
2.56 |
| ATR |
1.53 |
1.51 |
-0.02 |
-1.5% |
0.00 |
| Volume |
772,388 |
940,984 |
168,596 |
21.8% |
4,029,113 |
|
| Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.19 |
156.78 |
154.61 |
|
| R3 |
155.98 |
155.57 |
154.27 |
|
| R2 |
154.77 |
154.77 |
154.16 |
|
| R1 |
154.36 |
154.36 |
154.05 |
154.57 |
| PP |
153.56 |
153.56 |
153.56 |
153.67 |
| S1 |
153.15 |
153.15 |
153.83 |
153.36 |
| S2 |
152.35 |
152.35 |
153.72 |
|
| S3 |
151.14 |
151.94 |
153.61 |
|
| S4 |
149.93 |
150.73 |
153.27 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.10 |
160.08 |
155.34 |
|
| R3 |
158.54 |
157.52 |
154.63 |
|
| R2 |
155.98 |
155.98 |
154.40 |
|
| R1 |
154.96 |
154.96 |
154.16 |
155.47 |
| PP |
153.42 |
153.42 |
153.42 |
153.68 |
| S1 |
152.40 |
152.40 |
153.70 |
152.91 |
| S2 |
150.86 |
150.86 |
153.46 |
|
| S3 |
148.30 |
149.84 |
153.23 |
|
| S4 |
145.74 |
147.28 |
152.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154.45 |
151.89 |
2.56 |
1.7% |
1.33 |
0.9% |
80% |
False |
False |
853,649 |
| 10 |
155.33 |
151.87 |
3.46 |
2.2% |
1.45 |
0.9% |
60% |
False |
False |
848,006 |
| 20 |
156.00 |
150.49 |
5.51 |
3.6% |
1.48 |
1.0% |
63% |
False |
False |
824,631 |
| 40 |
159.79 |
150.49 |
9.30 |
6.0% |
1.49 |
1.0% |
37% |
False |
False |
815,689 |
| 60 |
168.67 |
150.49 |
18.18 |
11.8% |
1.55 |
1.0% |
19% |
False |
False |
774,795 |
| 80 |
168.67 |
150.49 |
18.18 |
11.8% |
1.44 |
0.9% |
19% |
False |
False |
584,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159.12 |
|
2.618 |
157.15 |
|
1.618 |
155.94 |
|
1.000 |
155.19 |
|
0.618 |
154.73 |
|
HIGH |
153.98 |
|
0.618 |
153.52 |
|
0.500 |
153.38 |
|
0.382 |
153.23 |
|
LOW |
152.77 |
|
0.618 |
152.02 |
|
1.000 |
151.56 |
|
1.618 |
150.81 |
|
2.618 |
149.60 |
|
4.250 |
147.63 |
|
|
| Fisher Pivots for day following 24-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
153.75 |
153.79 |
| PP |
153.56 |
153.64 |
| S1 |
153.38 |
153.50 |
|