Euro Bund Future September 2022
| Trading Metrics calculated at close of trading on 22-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2022 |
22-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
153.66 |
152.16 |
-1.50 |
-1.0% |
155.65 |
| High |
153.66 |
152.84 |
-0.82 |
-0.5% |
156.88 |
| Low |
152.03 |
151.03 |
-1.00 |
-0.7% |
152.03 |
| Close |
152.17 |
151.36 |
-0.81 |
-0.5% |
152.17 |
| Range |
1.63 |
1.81 |
0.18 |
11.0% |
4.85 |
| ATR |
1.84 |
1.84 |
0.00 |
-0.1% |
0.00 |
| Volume |
562,752 |
599,337 |
36,585 |
6.5% |
2,523,330 |
|
| Daily Pivots for day following 22-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.17 |
156.08 |
152.36 |
|
| R3 |
155.36 |
154.27 |
151.86 |
|
| R2 |
153.55 |
153.55 |
151.69 |
|
| R1 |
152.46 |
152.46 |
151.53 |
152.10 |
| PP |
151.74 |
151.74 |
151.74 |
151.57 |
| S1 |
150.65 |
150.65 |
151.19 |
150.29 |
| S2 |
149.93 |
149.93 |
151.03 |
|
| S3 |
148.12 |
148.84 |
150.86 |
|
| S4 |
146.31 |
147.03 |
150.36 |
|
|
| 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 |
156.78 |
151.03 |
5.75 |
3.8% |
1.65 |
1.1% |
6% |
False |
True |
552,360 |
| 10 |
157.74 |
151.03 |
6.71 |
4.4% |
1.63 |
1.1% |
5% |
False |
True |
499,078 |
| 20 |
159.70 |
151.03 |
8.67 |
5.7% |
1.78 |
1.2% |
4% |
False |
True |
561,604 |
| 40 |
159.70 |
144.72 |
14.98 |
9.9% |
1.93 |
1.3% |
44% |
False |
False |
650,328 |
| 60 |
159.70 |
140.67 |
19.03 |
12.6% |
1.96 |
1.3% |
56% |
False |
False |
716,731 |
| 80 |
159.70 |
140.67 |
19.03 |
12.6% |
1.80 |
1.2% |
56% |
False |
False |
540,097 |
| 100 |
160.47 |
140.67 |
19.80 |
13.1% |
1.65 |
1.1% |
54% |
False |
False |
432,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160.53 |
|
2.618 |
157.58 |
|
1.618 |
155.77 |
|
1.000 |
154.65 |
|
0.618 |
153.96 |
|
HIGH |
152.84 |
|
0.618 |
152.15 |
|
0.500 |
151.94 |
|
0.382 |
151.72 |
|
LOW |
151.03 |
|
0.618 |
149.91 |
|
1.000 |
149.22 |
|
1.618 |
148.10 |
|
2.618 |
146.29 |
|
4.250 |
143.34 |
|
|
| Fisher Pivots for day following 22-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
151.94 |
152.75 |
| PP |
151.74 |
152.29 |
| S1 |
151.55 |
151.82 |
|