Euro Bund Future September 2022
| Trading Metrics calculated at close of trading on 09-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2022 |
09-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
155.97 |
156.97 |
1.00 |
0.6% |
157.35 |
| High |
157.12 |
157.05 |
-0.07 |
0.0% |
159.70 |
| Low |
155.86 |
155.77 |
-0.09 |
-0.1% |
155.72 |
| Close |
156.71 |
156.18 |
-0.53 |
-0.3% |
155.94 |
| Range |
1.26 |
1.28 |
0.02 |
1.6% |
3.98 |
| ATR |
1.99 |
1.94 |
-0.05 |
-2.5% |
0.00 |
| Volume |
364,170 |
414,662 |
50,492 |
13.9% |
2,961,559 |
|
| Daily Pivots for day following 09-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160.17 |
159.46 |
156.88 |
|
| R3 |
158.89 |
158.18 |
156.53 |
|
| R2 |
157.61 |
157.61 |
156.41 |
|
| R1 |
156.90 |
156.90 |
156.30 |
156.62 |
| PP |
156.33 |
156.33 |
156.33 |
156.19 |
| S1 |
155.62 |
155.62 |
156.06 |
155.34 |
| S2 |
155.05 |
155.05 |
155.95 |
|
| S3 |
153.77 |
154.34 |
155.83 |
|
| S4 |
152.49 |
153.06 |
155.48 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169.06 |
166.48 |
158.13 |
|
| R3 |
165.08 |
162.50 |
157.03 |
|
| R2 |
161.10 |
161.10 |
156.67 |
|
| R1 |
158.52 |
158.52 |
156.30 |
157.82 |
| PP |
157.12 |
157.12 |
157.12 |
156.77 |
| S1 |
154.54 |
154.54 |
155.58 |
153.84 |
| S2 |
153.14 |
153.14 |
155.21 |
|
| S3 |
149.16 |
150.56 |
154.85 |
|
| S4 |
145.18 |
146.58 |
153.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158.33 |
155.72 |
2.61 |
1.7% |
1.74 |
1.1% |
18% |
False |
False |
499,320 |
| 10 |
159.70 |
154.75 |
4.95 |
3.2% |
1.89 |
1.2% |
29% |
False |
False |
600,720 |
| 20 |
159.70 |
149.69 |
10.01 |
6.4% |
1.88 |
1.2% |
65% |
False |
False |
646,792 |
| 40 |
159.70 |
140.67 |
19.03 |
12.2% |
2.17 |
1.4% |
82% |
False |
False |
758,270 |
| 60 |
159.70 |
140.67 |
19.03 |
12.2% |
1.90 |
1.2% |
82% |
False |
False |
643,260 |
| 80 |
159.70 |
140.67 |
19.03 |
12.2% |
1.74 |
1.1% |
82% |
False |
False |
483,593 |
| 100 |
162.19 |
140.67 |
21.52 |
13.8% |
1.56 |
1.0% |
72% |
False |
False |
387,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.49 |
|
2.618 |
160.40 |
|
1.618 |
159.12 |
|
1.000 |
158.33 |
|
0.618 |
157.84 |
|
HIGH |
157.05 |
|
0.618 |
156.56 |
|
0.500 |
156.41 |
|
0.382 |
156.26 |
|
LOW |
155.77 |
|
0.618 |
154.98 |
|
1.000 |
154.49 |
|
1.618 |
153.70 |
|
2.618 |
152.42 |
|
4.250 |
150.33 |
|
|
| Fisher Pivots for day following 09-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
156.41 |
156.97 |
| PP |
156.33 |
156.70 |
| S1 |
156.26 |
156.44 |
|