Euro Bund Future September 2022
| Trading Metrics calculated at close of trading on 12-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2022 |
12-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
156.53 |
155.36 |
-1.17 |
-0.7% |
155.97 |
| High |
157.45 |
155.92 |
-1.53 |
-1.0% |
157.74 |
| Low |
155.28 |
154.88 |
-0.40 |
-0.3% |
154.88 |
| Close |
155.51 |
155.34 |
-0.17 |
-0.1% |
155.34 |
| Range |
2.17 |
1.04 |
-1.13 |
-52.1% |
2.86 |
| ATR |
1.94 |
1.87 |
-0.06 |
-3.3% |
0.00 |
| Volume |
508,798 |
418,938 |
-89,860 |
-17.7% |
2,232,291 |
|
| Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158.50 |
157.96 |
155.91 |
|
| R3 |
157.46 |
156.92 |
155.63 |
|
| R2 |
156.42 |
156.42 |
155.53 |
|
| R1 |
155.88 |
155.88 |
155.44 |
155.63 |
| PP |
155.38 |
155.38 |
155.38 |
155.26 |
| S1 |
154.84 |
154.84 |
155.24 |
154.59 |
| S2 |
154.34 |
154.34 |
155.15 |
|
| S3 |
153.30 |
153.80 |
155.05 |
|
| S4 |
152.26 |
152.76 |
154.77 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.57 |
162.81 |
156.91 |
|
| R3 |
161.71 |
159.95 |
156.13 |
|
| R2 |
158.85 |
158.85 |
155.86 |
|
| R1 |
157.09 |
157.09 |
155.60 |
156.54 |
| PP |
155.99 |
155.99 |
155.99 |
155.71 |
| S1 |
154.23 |
154.23 |
155.08 |
153.68 |
| S2 |
153.13 |
153.13 |
154.82 |
|
| S3 |
150.27 |
151.37 |
154.55 |
|
| S4 |
147.41 |
148.51 |
153.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157.74 |
154.88 |
2.86 |
1.8% |
1.49 |
1.0% |
16% |
False |
True |
446,458 |
| 10 |
159.70 |
154.88 |
4.82 |
3.1% |
1.80 |
1.2% |
10% |
False |
True |
519,385 |
| 20 |
159.70 |
149.69 |
10.01 |
6.4% |
1.89 |
1.2% |
56% |
False |
False |
612,219 |
| 40 |
159.70 |
142.56 |
17.14 |
11.0% |
2.01 |
1.3% |
75% |
False |
False |
699,876 |
| 60 |
159.70 |
140.67 |
19.03 |
12.3% |
1.92 |
1.2% |
77% |
False |
False |
667,056 |
| 80 |
159.70 |
140.67 |
19.03 |
12.3% |
1.76 |
1.1% |
77% |
False |
False |
501,505 |
| 100 |
160.70 |
140.67 |
20.03 |
12.9% |
1.60 |
1.0% |
73% |
False |
False |
401,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160.34 |
|
2.618 |
158.64 |
|
1.618 |
157.60 |
|
1.000 |
156.96 |
|
0.618 |
156.56 |
|
HIGH |
155.92 |
|
0.618 |
155.52 |
|
0.500 |
155.40 |
|
0.382 |
155.28 |
|
LOW |
154.88 |
|
0.618 |
154.24 |
|
1.000 |
153.84 |
|
1.618 |
153.20 |
|
2.618 |
152.16 |
|
4.250 |
150.46 |
|
|
| Fisher Pivots for day following 12-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
155.40 |
156.31 |
| PP |
155.38 |
155.99 |
| S1 |
155.36 |
155.66 |
|