Euro Bund Future December 2022


Trading Metrics calculated at close of trading on 27-Sep-2022
Day Change Summary
Previous Current
26-Sep-2022 27-Sep-2022 Change Change % Previous Week
Open 139.20 137.70 -1.50 -1.1% 143.19
High 139.22 139.29 0.07 0.1% 143.26
Low 137.41 136.62 -0.79 -0.6% 138.45
Close 138.87 137.14 -1.73 -1.2% 139.48
Range 1.81 2.67 0.86 47.5% 4.81
ATR 1.67 1.75 0.07 4.2% 0.00
Volume 907,363 1,219,163 311,800 34.4% 4,042,030
Daily Pivots for day following 27-Sep-2022
Classic Woodie Camarilla DeMark
R4 145.69 144.09 138.61
R3 143.02 141.42 137.87
R2 140.35 140.35 137.63
R1 138.75 138.75 137.38 138.22
PP 137.68 137.68 137.68 137.42
S1 136.08 136.08 136.90 135.55
S2 135.01 135.01 136.65
S3 132.34 133.41 136.41
S4 129.67 130.74 135.67
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 154.83 151.96 142.13
R3 150.02 147.15 140.80
R2 145.21 145.21 140.36
R1 142.34 142.34 139.92 141.37
PP 140.40 140.40 140.40 139.91
S1 137.53 137.53 139.04 136.56
S2 135.59 135.59 138.60
S3 130.78 132.72 138.16
S4 125.97 127.91 136.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.02 136.62 5.40 3.9% 2.08 1.5% 10% False True 982,770
10 143.87 136.62 7.25 5.3% 1.67 1.2% 7% False True 822,979
20 146.90 136.62 10.28 7.5% 1.72 1.3% 5% False True 727,208
40 156.87 136.62 20.25 14.8% 1.53 1.1% 3% False True 366,792
60 156.87 136.62 20.25 14.8% 1.29 0.9% 3% False True 244,559
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 150.64
2.618 146.28
1.618 143.61
1.000 141.96
0.618 140.94
HIGH 139.29
0.618 138.27
0.500 137.96
0.382 137.64
LOW 136.62
0.618 134.97
1.000 133.95
1.618 132.30
2.618 129.63
4.250 125.27
Fisher Pivots for day following 27-Sep-2022
Pivot 1 day 3 day
R1 137.96 138.81
PP 137.68 138.25
S1 137.41 137.70

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

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