Euro Bund Future December 2022

Trading Metrics calculated at close of trading on 21-Sep-2022

Day Change Summary
	Previous	Current
	20-Sep-2022	21-Sep-2022	Change	Change %	Previous Week
Open	142.40	140.86	-1.54	-1.1%	143.52
High	142.58	141.98	-0.60	-0.4%	144.56
Low	140.53	140.73	0.20	0.1%	142.15
Close	140.70	141.20	0.50	0.4%	142.73
Range	2.05	1.25	-0.80	-39.0%	2.41
ATR	1.55	1.53	-0.02	-1.3%	0.00
Volume	902,528	760,749	-141,779	-15.7%	3,377,068

Daily Pivots for day following 21-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	145.05	144.38	141.89
R3	143.80	143.13	141.54
R2	142.55	142.55	141.43
R1	141.88	141.88	141.31	142.22
PP	141.30	141.30	141.30	141.47
S1	140.63	140.63	141.09	140.97
S2	140.05	140.05	140.97
S3	138.80	139.38	140.86
S4	137.55	138.13	140.51

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	143.63	140.53	3.10	2.2%	1.27	0.9%	22%	False	False	670,669
10	145.82	140.53	5.29	3.7%	1.55	1.1%	13%	False	False	714,265
20	148.97	140.53	8.44	6.0%	1.52	1.1%	8%	False	False	523,428
40	156.87	140.53	16.34	11.6%	1.42	1.0%	4%	False	False	262,991
60	156.87	140.53	16.34	11.6%	1.19	0.8%	4%	False	False	175,341

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	147.29
2.618	145.25
1.618	144.00
1.000	143.23
0.618	142.75
HIGH	141.98
0.618	141.50
0.500	141.36
0.382	141.21
LOW	140.73
0.618	139.96
1.000	139.48
1.618	138.71
2.618	137.46
4.250	135.42

Fisher Pivots for day following 21-Sep-2022
Pivot	1 day	3 day
R1	141.36	141.90
PP	141.30	141.66
S1	141.25	141.43

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