Euro Bund Future September 2022
| Trading Metrics calculated at close of trading on 19-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2022 |
19-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
154.20 |
153.66 |
-0.54 |
-0.4% |
155.65 |
| High |
154.47 |
153.66 |
-0.81 |
-0.5% |
156.88 |
| Low |
153.24 |
152.03 |
-1.21 |
-0.8% |
152.03 |
| Close |
154.16 |
152.17 |
-1.99 |
-1.3% |
152.17 |
| Range |
1.23 |
1.63 |
0.40 |
32.5% |
4.85 |
| ATR |
1.82 |
1.84 |
0.02 |
1.2% |
0.00 |
| Volume |
530,648 |
562,752 |
32,104 |
6.0% |
2,523,330 |
|
| Daily Pivots for day following 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.51 |
156.47 |
153.07 |
|
| R3 |
155.88 |
154.84 |
152.62 |
|
| R2 |
154.25 |
154.25 |
152.47 |
|
| R1 |
153.21 |
153.21 |
152.32 |
152.92 |
| PP |
152.62 |
152.62 |
152.62 |
152.47 |
| S1 |
151.58 |
151.58 |
152.02 |
151.29 |
| S2 |
150.99 |
150.99 |
151.87 |
|
| S3 |
149.36 |
149.95 |
151.72 |
|
| S4 |
147.73 |
148.32 |
151.27 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.24 |
165.06 |
154.84 |
|
| R3 |
163.39 |
160.21 |
153.50 |
|
| R2 |
158.54 |
158.54 |
153.06 |
|
| R1 |
155.36 |
155.36 |
152.61 |
154.53 |
| PP |
153.69 |
153.69 |
153.69 |
153.28 |
| S1 |
150.51 |
150.51 |
151.73 |
149.68 |
| S2 |
148.84 |
148.84 |
151.28 |
|
| S3 |
143.99 |
145.66 |
150.84 |
|
| S4 |
139.14 |
140.81 |
149.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156.88 |
152.03 |
4.85 |
3.2% |
1.65 |
1.1% |
3% |
False |
True |
504,666 |
| 10 |
157.74 |
152.03 |
5.71 |
3.8% |
1.57 |
1.0% |
2% |
False |
True |
475,562 |
| 20 |
159.70 |
152.03 |
7.67 |
5.0% |
1.75 |
1.1% |
2% |
False |
True |
556,789 |
| 40 |
159.70 |
144.72 |
14.98 |
9.8% |
1.94 |
1.3% |
50% |
False |
False |
654,886 |
| 60 |
159.70 |
140.67 |
19.03 |
12.5% |
1.95 |
1.3% |
60% |
False |
False |
707,653 |
| 80 |
159.70 |
140.67 |
19.03 |
12.5% |
1.80 |
1.2% |
60% |
False |
False |
532,630 |
| 100 |
160.47 |
140.67 |
19.80 |
13.0% |
1.64 |
1.1% |
58% |
False |
False |
426,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160.59 |
|
2.618 |
157.93 |
|
1.618 |
156.30 |
|
1.000 |
155.29 |
|
0.618 |
154.67 |
|
HIGH |
153.66 |
|
0.618 |
153.04 |
|
0.500 |
152.85 |
|
0.382 |
152.65 |
|
LOW |
152.03 |
|
0.618 |
151.02 |
|
1.000 |
150.40 |
|
1.618 |
149.39 |
|
2.618 |
147.76 |
|
4.250 |
145.10 |
|
|
| Fisher Pivots for day following 19-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
152.85 |
154.00 |
| PP |
152.62 |
153.39 |
| S1 |
152.40 |
152.78 |
|