Euro Bund Future September 2022
| Trading Metrics calculated at close of trading on 25-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2022 |
25-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
150.69 |
150.31 |
-0.38 |
-0.3% |
155.65 |
| High |
151.06 |
151.42 |
0.36 |
0.2% |
156.88 |
| Low |
150.02 |
150.02 |
0.00 |
0.0% |
152.03 |
| Close |
150.26 |
150.98 |
0.72 |
0.5% |
152.17 |
| Range |
1.04 |
1.40 |
0.36 |
34.6% |
4.85 |
| ATR |
1.80 |
1.77 |
-0.03 |
-1.6% |
0.00 |
| Volume |
598,796 |
608,132 |
9,336 |
1.6% |
2,523,330 |
|
| Daily Pivots for day following 25-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.01 |
154.39 |
151.75 |
|
| R3 |
153.61 |
152.99 |
151.37 |
|
| R2 |
152.21 |
152.21 |
151.24 |
|
| R1 |
151.59 |
151.59 |
151.11 |
151.90 |
| PP |
150.81 |
150.81 |
150.81 |
150.96 |
| S1 |
150.19 |
150.19 |
150.85 |
150.50 |
| S2 |
149.41 |
149.41 |
150.72 |
|
| S3 |
148.01 |
148.79 |
150.60 |
|
| S4 |
146.61 |
147.39 |
150.21 |
|
|
| 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 |
153.66 |
150.02 |
3.64 |
2.4% |
1.61 |
1.1% |
26% |
False |
True |
615,142 |
| 10 |
156.88 |
150.02 |
6.86 |
4.5% |
1.57 |
1.0% |
14% |
False |
True |
545,522 |
| 20 |
159.70 |
150.02 |
9.68 |
6.4% |
1.72 |
1.1% |
10% |
False |
True |
552,092 |
| 40 |
159.70 |
146.50 |
13.20 |
8.7% |
1.89 |
1.3% |
34% |
False |
False |
642,226 |
| 60 |
159.70 |
140.67 |
19.03 |
12.6% |
1.97 |
1.3% |
54% |
False |
False |
723,965 |
| 80 |
159.70 |
140.67 |
19.03 |
12.6% |
1.82 |
1.2% |
54% |
False |
False |
563,937 |
| 100 |
160.47 |
140.67 |
19.80 |
13.1% |
1.67 |
1.1% |
52% |
False |
False |
451,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157.37 |
|
2.618 |
155.09 |
|
1.618 |
153.69 |
|
1.000 |
152.82 |
|
0.618 |
152.29 |
|
HIGH |
151.42 |
|
0.618 |
150.89 |
|
0.500 |
150.72 |
|
0.382 |
150.55 |
|
LOW |
150.02 |
|
0.618 |
149.15 |
|
1.000 |
148.62 |
|
1.618 |
147.75 |
|
2.618 |
146.35 |
|
4.250 |
144.07 |
|
|
| Fisher Pivots for day following 25-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
150.89 |
151.21 |
| PP |
150.81 |
151.13 |
| S1 |
150.72 |
151.06 |
|