Euro Bund Future September 2022
| Trading Metrics calculated at close of trading on 20-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2022 |
20-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
152.20 |
151.01 |
-1.19 |
-0.8% |
149.90 |
| High |
152.60 |
152.37 |
-0.23 |
-0.2% |
153.80 |
| Low |
150.62 |
150.83 |
0.21 |
0.1% |
149.75 |
| Close |
151.10 |
151.28 |
0.18 |
0.1% |
153.10 |
| Range |
1.98 |
1.54 |
-0.44 |
-22.2% |
4.05 |
| ATR |
2.03 |
2.00 |
-0.04 |
-1.7% |
0.00 |
| Volume |
695,477 |
713,598 |
18,121 |
2.6% |
3,421,203 |
|
| Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156.11 |
155.24 |
152.13 |
|
| R3 |
154.57 |
153.70 |
151.70 |
|
| R2 |
153.03 |
153.03 |
151.56 |
|
| R1 |
152.16 |
152.16 |
151.42 |
152.60 |
| PP |
151.49 |
151.49 |
151.49 |
151.71 |
| S1 |
150.62 |
150.62 |
151.14 |
151.06 |
| S2 |
149.95 |
149.95 |
151.00 |
|
| S3 |
148.41 |
149.08 |
150.86 |
|
| S4 |
146.87 |
147.54 |
150.43 |
|
|
| 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 |
1.2% |
21% |
False |
False |
656,363 |
| 10 |
153.80 |
149.75 |
4.05 |
2.7% |
1.72 |
1.1% |
38% |
False |
False |
670,759 |
| 20 |
153.80 |
143.40 |
10.40 |
6.9% |
2.14 |
1.4% |
76% |
False |
False |
772,203 |
| 40 |
155.27 |
140.67 |
14.60 |
9.7% |
1.97 |
1.3% |
73% |
False |
False |
741,663 |
| 60 |
156.65 |
140.67 |
15.98 |
10.6% |
1.75 |
1.2% |
66% |
False |
False |
496,153 |
| 80 |
160.47 |
140.67 |
19.80 |
13.1% |
1.57 |
1.0% |
54% |
False |
False |
372,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158.92 |
|
2.618 |
156.40 |
|
1.618 |
154.86 |
|
1.000 |
153.91 |
|
0.618 |
153.32 |
|
HIGH |
152.37 |
|
0.618 |
151.78 |
|
0.500 |
151.60 |
|
0.382 |
151.42 |
|
LOW |
150.83 |
|
0.618 |
149.88 |
|
1.000 |
149.29 |
|
1.618 |
148.34 |
|
2.618 |
146.80 |
|
4.250 |
144.29 |
|
|
| Fisher Pivots for day following 20-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
151.60 |
151.97 |
| PP |
151.49 |
151.74 |
| S1 |
151.39 |
151.51 |
|