Euro Bund Future June 2022
| Trading Metrics calculated at close of trading on 02-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2022 |
02-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
151.53 |
150.99 |
-0.54 |
-0.4% |
153.82 |
| High |
151.85 |
151.09 |
-0.76 |
-0.5% |
154.74 |
| Low |
150.78 |
150.06 |
-0.72 |
-0.5% |
152.77 |
| Close |
151.01 |
150.26 |
-0.75 |
-0.5% |
153.74 |
| Range |
1.07 |
1.03 |
-0.04 |
-3.7% |
1.97 |
| ATR |
1.47 |
1.44 |
-0.03 |
-2.1% |
0.00 |
| Volume |
1,833,503 |
1,141,864 |
-691,639 |
-37.7% |
3,929,639 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153.56 |
152.94 |
150.83 |
|
| R3 |
152.53 |
151.91 |
150.54 |
|
| R2 |
151.50 |
151.50 |
150.45 |
|
| R1 |
150.88 |
150.88 |
150.35 |
150.68 |
| PP |
150.47 |
150.47 |
150.47 |
150.37 |
| S1 |
149.85 |
149.85 |
150.17 |
149.65 |
| S2 |
149.44 |
149.44 |
150.07 |
|
| S3 |
148.41 |
148.82 |
149.98 |
|
| S4 |
147.38 |
147.79 |
149.69 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.66 |
158.67 |
154.82 |
|
| R3 |
157.69 |
156.70 |
154.28 |
|
| R2 |
155.72 |
155.72 |
154.10 |
|
| R1 |
154.73 |
154.73 |
153.92 |
154.24 |
| PP |
153.75 |
153.75 |
153.75 |
153.51 |
| S1 |
152.76 |
152.76 |
153.56 |
152.27 |
| S2 |
151.78 |
151.78 |
153.38 |
|
| S3 |
149.81 |
150.79 |
153.20 |
|
| S4 |
147.84 |
148.82 |
152.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154.74 |
150.06 |
4.68 |
3.1% |
1.22 |
0.8% |
4% |
False |
True |
1,187,803 |
| 10 |
154.74 |
150.06 |
4.68 |
3.1% |
1.26 |
0.8% |
4% |
False |
True |
1,006,749 |
| 20 |
155.33 |
150.06 |
5.27 |
3.5% |
1.43 |
1.0% |
4% |
False |
True |
933,030 |
| 40 |
159.42 |
150.06 |
9.36 |
6.2% |
1.42 |
0.9% |
2% |
False |
True |
857,306 |
| 60 |
167.17 |
150.06 |
17.11 |
11.4% |
1.46 |
1.0% |
1% |
False |
True |
823,465 |
| 80 |
168.67 |
150.06 |
18.61 |
12.4% |
1.46 |
1.0% |
1% |
False |
True |
668,283 |
| 100 |
168.67 |
150.06 |
18.61 |
12.4% |
1.27 |
0.8% |
1% |
False |
True |
534,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155.47 |
|
2.618 |
153.79 |
|
1.618 |
152.76 |
|
1.000 |
152.12 |
|
0.618 |
151.73 |
|
HIGH |
151.09 |
|
0.618 |
150.70 |
|
0.500 |
150.58 |
|
0.382 |
150.45 |
|
LOW |
150.06 |
|
0.618 |
149.42 |
|
1.000 |
149.03 |
|
1.618 |
148.39 |
|
2.618 |
147.36 |
|
4.250 |
145.68 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
150.58 |
151.48 |
| PP |
150.47 |
151.07 |
| S1 |
150.37 |
150.67 |
|