Euro Bund Future September 2022
| Trading Metrics calculated at close of trading on 18-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2022 |
18-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
152.84 |
152.95 |
0.11 |
0.1% |
149.90 |
| High |
153.80 |
153.32 |
-0.48 |
-0.3% |
153.80 |
| Low |
152.26 |
151.47 |
-0.79 |
-0.5% |
149.75 |
| Close |
153.10 |
151.92 |
-1.18 |
-0.8% |
153.10 |
| Range |
1.54 |
1.85 |
0.31 |
20.1% |
4.05 |
| ATR |
2.05 |
2.04 |
-0.01 |
-0.7% |
0.00 |
| Volume |
578,803 |
508,831 |
-69,972 |
-12.1% |
3,421,203 |
|
| Daily Pivots for day following 18-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.79 |
156.70 |
152.94 |
|
| R3 |
155.94 |
154.85 |
152.43 |
|
| R2 |
154.09 |
154.09 |
152.26 |
|
| R1 |
153.00 |
153.00 |
152.09 |
152.62 |
| PP |
152.24 |
152.24 |
152.24 |
152.05 |
| S1 |
151.15 |
151.15 |
151.75 |
150.77 |
| S2 |
150.39 |
150.39 |
151.58 |
|
| S3 |
148.54 |
149.30 |
151.41 |
|
| S4 |
146.69 |
147.45 |
150.90 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.37 |
162.78 |
155.33 |
|
| R3 |
160.32 |
158.73 |
154.21 |
|
| R2 |
156.27 |
156.27 |
153.84 |
|
| R1 |
154.68 |
154.68 |
153.47 |
155.48 |
| PP |
152.22 |
152.22 |
152.22 |
152.61 |
| S1 |
150.63 |
150.63 |
152.73 |
151.43 |
| S2 |
148.17 |
148.17 |
152.36 |
|
| S3 |
144.12 |
146.58 |
151.99 |
|
| S4 |
140.07 |
142.53 |
150.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153.80 |
151.21 |
2.59 |
1.7% |
1.78 |
1.2% |
27% |
False |
False |
692,448 |
| 10 |
153.80 |
148.72 |
5.08 |
3.3% |
1.88 |
1.2% |
63% |
False |
False |
698,490 |
| 20 |
153.80 |
143.05 |
10.75 |
7.1% |
2.10 |
1.4% |
83% |
False |
False |
770,230 |
| 40 |
155.27 |
140.67 |
14.60 |
9.6% |
1.93 |
1.3% |
77% |
False |
False |
706,931 |
| 60 |
156.65 |
140.67 |
15.98 |
10.5% |
1.73 |
1.1% |
70% |
False |
False |
472,903 |
| 80 |
160.70 |
140.67 |
20.03 |
13.2% |
1.55 |
1.0% |
56% |
False |
False |
355,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.18 |
|
2.618 |
158.16 |
|
1.618 |
156.31 |
|
1.000 |
155.17 |
|
0.618 |
154.46 |
|
HIGH |
153.32 |
|
0.618 |
152.61 |
|
0.500 |
152.40 |
|
0.382 |
152.18 |
|
LOW |
151.47 |
|
0.618 |
150.33 |
|
1.000 |
149.62 |
|
1.618 |
148.48 |
|
2.618 |
146.63 |
|
4.250 |
143.61 |
|
|
| Fisher Pivots for day following 18-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
152.40 |
152.51 |
| PP |
152.24 |
152.31 |
| S1 |
152.08 |
152.12 |
|