Euro Bund Future September 2022
| Trading Metrics calculated at close of trading on 19-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2022 |
19-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
152.95 |
152.20 |
-0.75 |
-0.5% |
149.90 |
| High |
153.32 |
152.60 |
-0.72 |
-0.5% |
153.80 |
| Low |
151.47 |
150.62 |
-0.85 |
-0.6% |
149.75 |
| Close |
151.92 |
151.10 |
-0.82 |
-0.5% |
153.10 |
| Range |
1.85 |
1.98 |
0.13 |
7.0% |
4.05 |
| ATR |
2.04 |
2.03 |
0.00 |
-0.2% |
0.00 |
| Volume |
508,831 |
695,477 |
186,646 |
36.7% |
3,421,203 |
|
| Daily Pivots for day following 19-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.38 |
156.22 |
152.19 |
|
| R3 |
155.40 |
154.24 |
151.64 |
|
| R2 |
153.42 |
153.42 |
151.46 |
|
| R1 |
152.26 |
152.26 |
151.28 |
151.85 |
| PP |
151.44 |
151.44 |
151.44 |
151.24 |
| S1 |
150.28 |
150.28 |
150.92 |
149.87 |
| S2 |
149.46 |
149.46 |
150.74 |
|
| S3 |
147.48 |
148.30 |
150.56 |
|
| S4 |
145.50 |
146.32 |
150.01 |
|
|
| 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 |
150.62 |
3.18 |
2.1% |
1.74 |
1.1% |
15% |
False |
True |
669,843 |
| 10 |
153.80 |
149.75 |
4.05 |
2.7% |
1.81 |
1.2% |
33% |
False |
False |
687,626 |
| 20 |
153.80 |
143.05 |
10.75 |
7.1% |
2.11 |
1.4% |
75% |
False |
False |
775,667 |
| 40 |
155.27 |
140.67 |
14.60 |
9.7% |
1.96 |
1.3% |
71% |
False |
False |
724,148 |
| 60 |
156.65 |
140.67 |
15.98 |
10.6% |
1.75 |
1.2% |
65% |
False |
False |
484,317 |
| 80 |
160.56 |
140.67 |
19.89 |
13.2% |
1.57 |
1.0% |
52% |
False |
False |
363,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.02 |
|
2.618 |
157.78 |
|
1.618 |
155.80 |
|
1.000 |
154.58 |
|
0.618 |
153.82 |
|
HIGH |
152.60 |
|
0.618 |
151.84 |
|
0.500 |
151.61 |
|
0.382 |
151.38 |
|
LOW |
150.62 |
|
0.618 |
149.40 |
|
1.000 |
148.64 |
|
1.618 |
147.42 |
|
2.618 |
145.44 |
|
4.250 |
142.21 |
|
|
| Fisher Pivots for day following 19-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
151.61 |
152.21 |
| PP |
151.44 |
151.84 |
| S1 |
151.27 |
151.47 |
|