Euro Bund Future September 2022
| Trading Metrics calculated at close of trading on 14-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2022 |
14-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
152.70 |
152.98 |
0.28 |
0.2% |
149.24 |
| High |
153.17 |
153.01 |
-0.16 |
-0.1% |
152.92 |
| Low |
151.66 |
151.21 |
-0.45 |
-0.3% |
148.72 |
| Close |
152.62 |
152.17 |
-0.45 |
-0.3% |
150.07 |
| Range |
1.51 |
1.80 |
0.29 |
19.2% |
4.20 |
| ATR |
2.11 |
2.08 |
-0.02 |
-1.0% |
0.00 |
| Volume |
780,995 |
785,110 |
4,115 |
0.5% |
3,054,867 |
|
| Daily Pivots for day following 14-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.53 |
156.65 |
153.16 |
|
| R3 |
155.73 |
154.85 |
152.67 |
|
| R2 |
153.93 |
153.93 |
152.50 |
|
| R1 |
153.05 |
153.05 |
152.34 |
152.59 |
| PP |
152.13 |
152.13 |
152.13 |
151.90 |
| S1 |
151.25 |
151.25 |
152.01 |
150.79 |
| S2 |
150.33 |
150.33 |
151.84 |
|
| S3 |
148.53 |
149.45 |
151.68 |
|
| S4 |
146.73 |
147.65 |
151.18 |
|
|
| 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 |
2.5% |
1.77 |
1.2% |
65% |
False |
False |
680,284 |
| 10 |
153.48 |
146.50 |
6.98 |
4.6% |
2.17 |
1.4% |
81% |
False |
False |
782,957 |
| 20 |
153.48 |
140.67 |
12.81 |
8.4% |
2.29 |
1.5% |
90% |
False |
False |
820,539 |
| 40 |
155.27 |
140.67 |
14.60 |
9.6% |
1.93 |
1.3% |
79% |
False |
False |
680,307 |
| 60 |
156.65 |
140.67 |
15.98 |
10.5% |
1.71 |
1.1% |
72% |
False |
False |
455,073 |
| 80 |
161.15 |
140.67 |
20.48 |
13.5% |
1.51 |
1.0% |
56% |
False |
False |
341,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160.66 |
|
2.618 |
157.72 |
|
1.618 |
155.92 |
|
1.000 |
154.81 |
|
0.618 |
154.12 |
|
HIGH |
153.01 |
|
0.618 |
152.32 |
|
0.500 |
152.11 |
|
0.382 |
151.90 |
|
LOW |
151.21 |
|
0.618 |
150.10 |
|
1.000 |
149.41 |
|
1.618 |
148.30 |
|
2.618 |
146.50 |
|
4.250 |
143.56 |
|
|
| Fisher Pivots for day following 14-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
152.15 |
152.35 |
| PP |
152.13 |
152.29 |
| S1 |
152.11 |
152.23 |
|