Euro Bund Future September 2022
| Trading Metrics calculated at close of trading on 26-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2022 |
26-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
150.31 |
151.20 |
0.89 |
0.6% |
152.16 |
| High |
151.42 |
151.24 |
-0.18 |
-0.1% |
152.84 |
| Low |
150.02 |
149.35 |
-0.67 |
-0.4% |
149.35 |
| Close |
150.98 |
149.96 |
-1.02 |
-0.7% |
149.96 |
| Range |
1.40 |
1.89 |
0.49 |
35.0% |
3.49 |
| ATR |
1.77 |
1.78 |
0.01 |
0.5% |
0.00 |
| Volume |
608,132 |
660,557 |
52,425 |
8.6% |
3,173,515 |
|
| Daily Pivots for day following 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.85 |
154.80 |
151.00 |
|
| R3 |
153.96 |
152.91 |
150.48 |
|
| R2 |
152.07 |
152.07 |
150.31 |
|
| R1 |
151.02 |
151.02 |
150.13 |
150.60 |
| PP |
150.18 |
150.18 |
150.18 |
149.98 |
| S1 |
149.13 |
149.13 |
149.79 |
148.71 |
| S2 |
148.29 |
148.29 |
149.61 |
|
| S3 |
146.40 |
147.24 |
149.44 |
|
| S4 |
144.51 |
145.35 |
148.92 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.19 |
159.06 |
151.88 |
|
| R3 |
157.70 |
155.57 |
150.92 |
|
| R2 |
154.21 |
154.21 |
150.60 |
|
| R1 |
152.08 |
152.08 |
150.28 |
151.40 |
| PP |
150.72 |
150.72 |
150.72 |
150.38 |
| S1 |
148.59 |
148.59 |
149.64 |
147.91 |
| S2 |
147.23 |
147.23 |
149.32 |
|
| S3 |
143.74 |
145.10 |
149.00 |
|
| S4 |
140.25 |
141.61 |
148.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152.84 |
149.35 |
3.49 |
2.3% |
1.66 |
1.1% |
17% |
False |
True |
634,703 |
| 10 |
156.88 |
149.35 |
7.53 |
5.0% |
1.66 |
1.1% |
8% |
False |
True |
569,684 |
| 20 |
159.70 |
149.35 |
10.35 |
6.9% |
1.73 |
1.2% |
6% |
False |
True |
544,534 |
| 40 |
159.70 |
148.24 |
11.46 |
7.6% |
1.87 |
1.2% |
15% |
False |
False |
634,308 |
| 60 |
159.70 |
140.67 |
19.03 |
12.7% |
1.99 |
1.3% |
49% |
False |
False |
724,126 |
| 80 |
159.70 |
140.67 |
19.03 |
12.7% |
1.83 |
1.2% |
49% |
False |
False |
572,128 |
| 100 |
159.74 |
140.67 |
19.07 |
12.7% |
1.68 |
1.1% |
49% |
False |
False |
458,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159.27 |
|
2.618 |
156.19 |
|
1.618 |
154.30 |
|
1.000 |
153.13 |
|
0.618 |
152.41 |
|
HIGH |
151.24 |
|
0.618 |
150.52 |
|
0.500 |
150.30 |
|
0.382 |
150.07 |
|
LOW |
149.35 |
|
0.618 |
148.18 |
|
1.000 |
147.46 |
|
1.618 |
146.29 |
|
2.618 |
144.40 |
|
4.250 |
141.32 |
|
|
| Fisher Pivots for day following 26-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
150.30 |
150.39 |
| PP |
150.18 |
150.24 |
| S1 |
150.07 |
150.10 |
|