Euro Bund Future September 2022
| Trading Metrics calculated at close of trading on 17-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2022 |
17-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
145.36 |
143.54 |
-1.82 |
-1.3% |
146.71 |
| High |
145.36 |
144.99 |
-0.37 |
-0.3% |
147.19 |
| Low |
140.67 |
142.56 |
1.89 |
1.3% |
140.67 |
| Close |
143.74 |
144.30 |
0.56 |
0.4% |
144.30 |
| Range |
4.69 |
2.43 |
-2.26 |
-48.2% |
6.52 |
| ATR |
1.96 |
1.99 |
0.03 |
1.7% |
0.00 |
| Volume |
1,238,916 |
854,887 |
-384,029 |
-31.0% |
5,739,188 |
|
| Daily Pivots for day following 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.24 |
150.20 |
145.64 |
|
| R3 |
148.81 |
147.77 |
144.97 |
|
| R2 |
146.38 |
146.38 |
144.75 |
|
| R1 |
145.34 |
145.34 |
144.52 |
145.86 |
| PP |
143.95 |
143.95 |
143.95 |
144.21 |
| S1 |
142.91 |
142.91 |
144.08 |
143.43 |
| S2 |
141.52 |
141.52 |
143.85 |
|
| S3 |
139.09 |
140.48 |
143.63 |
|
| S4 |
136.66 |
138.05 |
142.96 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.61 |
160.48 |
147.89 |
|
| R3 |
157.09 |
153.96 |
146.09 |
|
| R2 |
150.57 |
150.57 |
145.50 |
|
| R1 |
147.44 |
147.44 |
144.90 |
145.75 |
| PP |
144.05 |
144.05 |
144.05 |
143.21 |
| S1 |
140.92 |
140.92 |
143.70 |
139.23 |
| S2 |
137.53 |
137.53 |
143.10 |
|
| S3 |
131.01 |
134.40 |
142.51 |
|
| S4 |
124.49 |
127.88 |
140.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147.19 |
140.67 |
6.52 |
4.5% |
3.33 |
2.3% |
56% |
False |
False |
1,147,837 |
| 10 |
150.34 |
140.67 |
9.67 |
6.7% |
2.39 |
1.7% |
38% |
False |
False |
995,439 |
| 20 |
155.27 |
140.67 |
14.60 |
10.1% |
1.77 |
1.2% |
25% |
False |
False |
643,632 |
| 40 |
156.65 |
140.67 |
15.98 |
11.1% |
1.54 |
1.1% |
23% |
False |
False |
324,239 |
| 60 |
160.70 |
140.67 |
20.03 |
13.9% |
1.36 |
0.9% |
18% |
False |
False |
216,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155.32 |
|
2.618 |
151.35 |
|
1.618 |
148.92 |
|
1.000 |
147.42 |
|
0.618 |
146.49 |
|
HIGH |
144.99 |
|
0.618 |
144.06 |
|
0.500 |
143.78 |
|
0.382 |
143.49 |
|
LOW |
142.56 |
|
0.618 |
141.06 |
|
1.000 |
140.13 |
|
1.618 |
138.63 |
|
2.618 |
136.20 |
|
4.250 |
132.23 |
|
|
| Fisher Pivots for day following 17-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
144.13 |
143.90 |
| PP |
143.95 |
143.49 |
| S1 |
143.78 |
143.09 |
|