Euro Bund Future December 2022


Trading Metrics calculated at close of trading on 29-Sep-2022
Day Change Summary
Previous Current
28-Sep-2022 29-Sep-2022 Change Change % Previous Week
Open 137.00 138.33 1.33 1.0% 143.19
High 138.74 138.49 -0.25 -0.2% 143.26
Low 135.52 136.22 0.70 0.5% 138.45
Close 137.91 137.50 -0.41 -0.3% 139.48
Range 3.22 2.27 -0.95 -29.5% 4.81
ATR 1.85 1.88 0.03 1.6% 0.00
Volume 1,412,914 989,178 -423,736 -30.0% 4,042,030
Daily Pivots for day following 29-Sep-2022
Classic Woodie Camarilla DeMark
R4 144.21 143.13 138.75
R3 141.94 140.86 138.12
R2 139.67 139.67 137.92
R1 138.59 138.59 137.71 138.00
PP 137.40 137.40 137.40 137.11
S1 136.32 136.32 137.29 135.73
S2 135.13 135.13 137.08
S3 132.86 134.05 136.88
S4 130.59 131.78 136.25
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
5 140.99 135.52 5.47 4.0% 2.50 1.8% 36% False False 1,125,378
10 143.26 135.52 7.74 5.6% 2.01 1.5% 26% False False 918,358
20 146.67 135.52 11.15 8.1% 1.84 1.3% 18% False False 835,496
40 155.58 135.52 20.06 14.6% 1.60 1.2% 10% False False 426,774
60 156.87 135.52 21.35 15.5% 1.36 1.0% 9% False False 284,594
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 0.51
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 148.14
2.618 144.43
1.618 142.16
1.000 140.76
0.618 139.89
HIGH 138.49
0.618 137.62
0.500 137.36
0.382 137.09
LOW 136.22
0.618 134.82
1.000 133.95
1.618 132.55
2.618 130.28
4.250 126.57
Fisher Pivots for day following 29-Sep-2022
Pivot 1 day 3 day
R1 137.45 137.47
PP 137.40 137.44
S1 137.36 137.41

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

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