Euro Bund Future December 2022
| Trading Metrics calculated at close of trading on 17-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2022 |
17-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
136.80 |
136.37 |
-0.43 |
-0.3% |
137.68 |
| High |
138.52 |
137.65 |
-0.87 |
-0.6% |
138.52 |
| Low |
135.82 |
136.12 |
0.30 |
0.2% |
135.14 |
| Close |
136.08 |
136.88 |
0.80 |
0.6% |
136.08 |
| Range |
2.70 |
1.53 |
-1.17 |
-43.3% |
3.38 |
| ATR |
2.00 |
1.97 |
-0.03 |
-1.5% |
0.00 |
| Volume |
814,195 |
504,839 |
-309,356 |
-38.0% |
4,347,258 |
|
| Daily Pivots for day following 17-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.47 |
140.71 |
137.72 |
|
| R3 |
139.94 |
139.18 |
137.30 |
|
| R2 |
138.41 |
138.41 |
137.16 |
|
| R1 |
137.65 |
137.65 |
137.02 |
138.03 |
| PP |
136.88 |
136.88 |
136.88 |
137.08 |
| S1 |
136.12 |
136.12 |
136.74 |
136.50 |
| S2 |
135.35 |
135.35 |
136.60 |
|
| S3 |
133.82 |
134.59 |
136.46 |
|
| S4 |
132.29 |
133.06 |
136.04 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.72 |
144.78 |
137.94 |
|
| R3 |
143.34 |
141.40 |
137.01 |
|
| R2 |
139.96 |
139.96 |
136.70 |
|
| R1 |
138.02 |
138.02 |
136.39 |
137.30 |
| PP |
136.58 |
136.58 |
136.58 |
136.22 |
| S1 |
134.64 |
134.64 |
135.77 |
133.92 |
| S2 |
133.20 |
133.20 |
135.46 |
|
| S3 |
129.82 |
131.26 |
135.15 |
|
| S4 |
126.44 |
127.88 |
134.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138.52 |
135.14 |
3.38 |
2.5% |
1.86 |
1.4% |
51% |
False |
False |
813,085 |
| 10 |
142.87 |
135.14 |
7.73 |
5.6% |
1.92 |
1.4% |
23% |
False |
False |
802,315 |
| 20 |
142.87 |
135.14 |
7.73 |
5.6% |
2.14 |
1.6% |
23% |
False |
False |
906,001 |
| 40 |
150.23 |
135.14 |
15.09 |
11.0% |
1.84 |
1.3% |
12% |
False |
False |
673,582 |
| 60 |
156.87 |
135.14 |
21.73 |
15.9% |
1.61 |
1.2% |
8% |
False |
False |
449,619 |
| 80 |
156.87 |
135.14 |
21.73 |
15.9% |
1.40 |
1.0% |
8% |
False |
False |
337,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.15 |
|
2.618 |
141.66 |
|
1.618 |
140.13 |
|
1.000 |
139.18 |
|
0.618 |
138.60 |
|
HIGH |
137.65 |
|
0.618 |
137.07 |
|
0.500 |
136.89 |
|
0.382 |
136.70 |
|
LOW |
136.12 |
|
0.618 |
135.17 |
|
1.000 |
134.59 |
|
1.618 |
133.64 |
|
2.618 |
132.11 |
|
4.250 |
129.62 |
|
|
| Fisher Pivots for day following 17-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
136.89 |
136.87 |
| PP |
136.88 |
136.85 |
| S1 |
136.88 |
136.84 |
|