Euro Bund Future September 2022
| Trading Metrics calculated at close of trading on 13-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2022 |
13-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
151.32 |
152.70 |
1.38 |
0.9% |
149.24 |
| High |
153.48 |
153.17 |
-0.31 |
-0.2% |
152.92 |
| Low |
151.26 |
151.66 |
0.40 |
0.3% |
148.72 |
| Close |
153.01 |
152.62 |
-0.39 |
-0.3% |
150.07 |
| Range |
2.22 |
1.51 |
-0.71 |
-32.0% |
4.20 |
| ATR |
2.15 |
2.11 |
-0.05 |
-2.1% |
0.00 |
| Volume |
808,504 |
780,995 |
-27,509 |
-3.4% |
3,054,867 |
|
| Daily Pivots for day following 13-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.01 |
156.33 |
153.45 |
|
| R3 |
155.50 |
154.82 |
153.04 |
|
| R2 |
153.99 |
153.99 |
152.90 |
|
| R1 |
153.31 |
153.31 |
152.76 |
152.90 |
| PP |
152.48 |
152.48 |
152.48 |
152.28 |
| S1 |
151.80 |
151.80 |
152.48 |
151.39 |
| S2 |
150.97 |
150.97 |
152.34 |
|
| S3 |
149.46 |
150.29 |
152.20 |
|
| S4 |
147.95 |
148.78 |
151.79 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.17 |
160.82 |
152.38 |
|
| R3 |
158.97 |
156.62 |
151.23 |
|
| R2 |
154.77 |
154.77 |
150.84 |
|
| R1 |
152.42 |
152.42 |
150.46 |
153.60 |
| PP |
150.57 |
150.57 |
150.57 |
151.16 |
| S1 |
148.22 |
148.22 |
149.69 |
149.40 |
| S2 |
146.37 |
146.37 |
149.30 |
|
| S3 |
142.17 |
144.02 |
148.92 |
|
| S4 |
137.97 |
139.82 |
147.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153.48 |
149.75 |
3.73 |
2.4% |
1.71 |
1.1% |
77% |
False |
False |
685,154 |
| 10 |
153.48 |
145.14 |
8.34 |
5.5% |
2.21 |
1.4% |
90% |
False |
False |
788,353 |
| 20 |
153.48 |
140.67 |
12.81 |
8.4% |
2.36 |
1.5% |
93% |
False |
False |
845,754 |
| 40 |
155.27 |
140.67 |
14.60 |
9.6% |
1.91 |
1.3% |
82% |
False |
False |
660,945 |
| 60 |
156.65 |
140.67 |
15.98 |
10.5% |
1.70 |
1.1% |
75% |
False |
False |
442,165 |
| 80 |
162.19 |
140.67 |
21.52 |
14.1% |
1.49 |
1.0% |
56% |
False |
False |
331,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159.59 |
|
2.618 |
157.12 |
|
1.618 |
155.61 |
|
1.000 |
154.68 |
|
0.618 |
154.10 |
|
HIGH |
153.17 |
|
0.618 |
152.59 |
|
0.500 |
152.42 |
|
0.382 |
152.24 |
|
LOW |
151.66 |
|
0.618 |
150.73 |
|
1.000 |
150.15 |
|
1.618 |
149.22 |
|
2.618 |
147.71 |
|
4.250 |
145.24 |
|
|
| Fisher Pivots for day following 13-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
152.55 |
152.29 |
| PP |
152.48 |
151.95 |
| S1 |
152.42 |
151.62 |
|