Euro Bund Future December 2022


Trading Metrics calculated at close of trading on 20-Sep-2022
Day Change Summary
Previous Current
19-Sep-2022 20-Sep-2022 Change Change % Previous Week
Open 143.19 142.40 -0.79 -0.6% 143.52
High 143.26 142.58 -0.68 -0.5% 144.56
Low 142.18 140.53 -1.65 -1.2% 142.15
Close 142.62 140.70 -1.92 -1.3% 142.73
Range 1.08 2.05 0.97 89.8% 2.41
ATR 1.51 1.55 0.04 2.7% 0.00
Volume 352,175 902,528 550,353 156.3% 3,377,068
Daily Pivots for day following 20-Sep-2022
Classic Woodie Camarilla DeMark
R4 147.42 146.11 141.83
R3 145.37 144.06 141.26
R2 143.32 143.32 141.08
R1 142.01 142.01 140.89 141.64
PP 141.27 141.27 141.27 141.09
S1 139.96 139.96 140.51 139.59
S2 139.22 139.22 140.32
S3 137.17 137.91 140.14
S4 135.12 135.86 139.57
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 150.38 148.96 144.06
R3 147.97 146.55 143.39
R2 145.56 145.56 143.17
R1 144.14 144.14 142.95 143.65
PP 143.15 143.15 143.15 142.90
S1 141.73 141.73 142.51 141.24
S2 140.74 140.74 142.29
S3 138.33 139.32 142.07
S4 135.92 136.91 141.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.87 140.53 3.34 2.4% 1.27 0.9% 5% False True 663,187
10 145.82 140.53 5.29 3.8% 1.55 1.1% 3% False True 711,001
20 149.81 140.53 9.28 6.6% 1.56 1.1% 2% False True 485,750
40 156.87 140.53 16.34 11.6% 1.39 1.0% 1% False True 243,991
60 156.87 140.53 16.34 11.6% 1.17 0.8% 1% False True 162,662
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 151.29
2.618 147.95
1.618 145.90
1.000 144.63
0.618 143.85
HIGH 142.58
0.618 141.80
0.500 141.56
0.382 141.31
LOW 140.53
0.618 139.26
1.000 138.48
1.618 137.21
2.618 135.16
4.250 131.82
Fisher Pivots for day following 20-Sep-2022
Pivot 1 day 3 day
R1 141.56 141.90
PP 141.27 141.50
S1 140.99 141.10

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

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