Euro Bund Future December 2022

Trading Metrics calculated at close of trading on 15-Sep-2022

Day Change Summary
	Previous	Current
	14-Sep-2022	15-Sep-2022	Change	Change %	Previous Week
Open	143.26	143.58	0.32	0.2%	145.33
High	143.87	143.63	-0.24	-0.2%	146.59
Low	142.65	142.74	0.09	0.1%	142.46
Close	143.63	143.22	-0.41	-0.3%	143.57
Range	1.22	0.89	-0.33	-27.0%	4.13
ATR	1.63	1.58	-0.05	-3.2%	0.00
Volume	723,341	724,960	1,619	0.2%	3,571,578

Daily Pivots for day following 15-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	145.87	145.43	143.71
R3	144.98	144.54	143.46
R2	144.09	144.09	143.38
R1	143.65	143.65	143.30	143.43
PP	143.20	143.20	143.20	143.08
S1	142.76	142.76	143.14	142.54
S2	142.31	142.31	143.06
S3	141.42	141.87	142.98
S4	140.53	140.98	142.73

Weekly Pivots for week ending 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	156.60	154.21	145.84
R3	152.47	150.08	144.71
R2	148.34	148.34	144.33
R1	145.95	145.95	143.95	145.08
PP	144.21	144.21	144.21	143.77
S1	141.82	141.82	143.19	140.95
S2	140.08	140.08	142.81
S3	135.95	137.69	142.43
S4	131.82	133.56	141.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144.56	142.46	2.10	1.5%	1.45	1.0%	36%	False	False	723,570
10	146.67	142.46	4.21	2.9%	1.67	1.2%	18%	False	False	752,635
20	151.70	142.46	9.24	6.5%	1.55	1.1%	8%	False	False	393,717
40	156.87	142.46	14.41	10.1%	1.40	1.0%	5%	False	False	197,301

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.50
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	147.41
2.618	145.96
1.618	145.07
1.000	144.52
0.618	144.18
HIGH	143.63
0.618	143.29
0.500	143.19
0.382	143.08
LOW	142.74
0.618	142.19
1.000	141.85
1.618	141.30
2.618	140.41
4.250	138.96

Fisher Pivots for day following 15-Sep-2022
Pivot	1 day	3 day
R1	143.21	143.56
PP	143.20	143.45
S1	143.19	143.33

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols