Euro Bund Future September 2022
| Trading Metrics calculated at close of trading on 30-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2022 |
30-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
148.95 |
148.63 |
-0.32 |
-0.2% |
152.16 |
| High |
148.99 |
149.32 |
0.33 |
0.2% |
152.84 |
| Low |
147.92 |
147.86 |
-0.06 |
0.0% |
149.35 |
| Close |
148.61 |
148.20 |
-0.41 |
-0.3% |
149.96 |
| Range |
1.07 |
1.46 |
0.39 |
36.4% |
3.49 |
| ATR |
1.80 |
1.78 |
-0.02 |
-1.3% |
0.00 |
| Volume |
559,520 |
869,148 |
309,628 |
55.3% |
3,173,515 |
|
| Daily Pivots for day following 30-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.84 |
151.98 |
149.00 |
|
| R3 |
151.38 |
150.52 |
148.60 |
|
| R2 |
149.92 |
149.92 |
148.47 |
|
| R1 |
149.06 |
149.06 |
148.33 |
148.76 |
| PP |
148.46 |
148.46 |
148.46 |
148.31 |
| S1 |
147.60 |
147.60 |
148.07 |
147.30 |
| S2 |
147.00 |
147.00 |
147.93 |
|
| S3 |
145.54 |
146.14 |
147.80 |
|
| S4 |
144.08 |
144.68 |
147.40 |
|
|
| 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 |
151.42 |
147.86 |
3.56 |
2.4% |
1.37 |
0.9% |
10% |
False |
True |
659,230 |
| 10 |
155.96 |
147.86 |
8.10 |
5.5% |
1.58 |
1.1% |
4% |
False |
True |
631,287 |
| 20 |
158.33 |
147.86 |
10.47 |
7.1% |
1.64 |
1.1% |
3% |
False |
True |
553,778 |
| 40 |
159.70 |
147.86 |
11.84 |
8.0% |
1.78 |
1.2% |
3% |
False |
True |
626,046 |
| 60 |
159.70 |
140.67 |
19.03 |
12.8% |
2.00 |
1.3% |
40% |
False |
False |
727,190 |
| 80 |
159.70 |
140.67 |
19.03 |
12.8% |
1.82 |
1.2% |
40% |
False |
False |
589,921 |
| 100 |
159.70 |
140.67 |
19.03 |
12.8% |
1.69 |
1.1% |
40% |
False |
False |
472,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155.53 |
|
2.618 |
153.14 |
|
1.618 |
151.68 |
|
1.000 |
150.78 |
|
0.618 |
150.22 |
|
HIGH |
149.32 |
|
0.618 |
148.76 |
|
0.500 |
148.59 |
|
0.382 |
148.42 |
|
LOW |
147.86 |
|
0.618 |
146.96 |
|
1.000 |
146.40 |
|
1.618 |
145.50 |
|
2.618 |
144.04 |
|
4.250 |
141.66 |
|
|
| Fisher Pivots for day following 30-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
148.59 |
149.55 |
| PP |
148.46 |
149.10 |
| S1 |
148.33 |
148.65 |
|