Euro Bund Future September 2022
| Trading Metrics calculated at close of trading on 22-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2022 |
22-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
151.88 |
152.32 |
0.44 |
0.3% |
152.95 |
| High |
152.38 |
155.16 |
2.78 |
1.8% |
155.16 |
| Low |
149.69 |
152.13 |
2.44 |
1.6% |
149.69 |
| Close |
152.18 |
154.46 |
2.28 |
1.5% |
154.46 |
| Range |
2.69 |
3.03 |
0.34 |
12.6% |
5.47 |
| ATR |
2.05 |
2.12 |
0.07 |
3.4% |
0.00 |
| Volume |
917,636 |
796,397 |
-121,239 |
-13.2% |
3,631,939 |
|
| Daily Pivots for day following 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.01 |
161.76 |
156.13 |
|
| R3 |
159.98 |
158.73 |
155.29 |
|
| R2 |
156.95 |
156.95 |
155.02 |
|
| R1 |
155.70 |
155.70 |
154.74 |
156.33 |
| PP |
153.92 |
153.92 |
153.92 |
154.23 |
| S1 |
152.67 |
152.67 |
154.18 |
153.30 |
| S2 |
150.89 |
150.89 |
153.90 |
|
| S3 |
147.86 |
149.64 |
153.63 |
|
| S4 |
144.83 |
146.61 |
152.79 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169.51 |
167.46 |
157.47 |
|
| R3 |
164.04 |
161.99 |
155.96 |
|
| R2 |
158.57 |
158.57 |
155.46 |
|
| R1 |
156.52 |
156.52 |
154.96 |
157.55 |
| PP |
153.10 |
153.10 |
153.10 |
153.62 |
| S1 |
151.05 |
151.05 |
153.96 |
152.08 |
| S2 |
147.63 |
147.63 |
153.46 |
|
| S3 |
142.16 |
145.58 |
152.96 |
|
| S4 |
136.69 |
140.11 |
151.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155.16 |
149.69 |
5.47 |
3.5% |
2.22 |
1.4% |
87% |
True |
False |
726,387 |
| 10 |
155.16 |
149.69 |
5.47 |
3.5% |
2.01 |
1.3% |
87% |
True |
False |
705,314 |
| 20 |
155.16 |
144.72 |
10.44 |
6.8% |
2.13 |
1.4% |
93% |
True |
False |
752,983 |
| 40 |
155.27 |
140.67 |
14.60 |
9.5% |
2.06 |
1.3% |
94% |
False |
False |
783,086 |
| 60 |
156.65 |
140.67 |
15.98 |
10.3% |
1.82 |
1.2% |
86% |
False |
False |
524,576 |
| 80 |
160.47 |
140.67 |
19.80 |
12.8% |
1.62 |
1.0% |
70% |
False |
False |
394,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168.04 |
|
2.618 |
163.09 |
|
1.618 |
160.06 |
|
1.000 |
158.19 |
|
0.618 |
157.03 |
|
HIGH |
155.16 |
|
0.618 |
154.00 |
|
0.500 |
153.65 |
|
0.382 |
153.29 |
|
LOW |
152.13 |
|
0.618 |
150.26 |
|
1.000 |
149.10 |
|
1.618 |
147.23 |
|
2.618 |
144.20 |
|
4.250 |
139.25 |
|
|
| Fisher Pivots for day following 22-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
154.19 |
153.78 |
| PP |
153.92 |
153.10 |
| S1 |
153.65 |
152.43 |
|