Euro Bund Future December 2022


Trading Metrics calculated at close of trading on 20-Oct-2022
Day Change Summary
Previous Current
19-Oct-2022 20-Oct-2022 Change Change % Previous Week
Open 137.20 135.60 -1.60 -1.2% 137.68
High 137.28 136.15 -1.13 -0.8% 138.52
Low 135.60 134.86 -0.74 -0.5% 135.14
Close 136.10 135.70 -0.40 -0.3% 136.08
Range 1.68 1.29 -0.39 -23.2% 3.38
ATR 1.94 1.89 -0.05 -2.4% 0.00
Volume 759,337 733,164 -26,173 -3.4% 4,347,258
Daily Pivots for day following 20-Oct-2022
Classic Woodie Camarilla DeMark
R4 139.44 138.86 136.41
R3 138.15 137.57 136.05
R2 136.86 136.86 135.94
R1 136.28 136.28 135.82 136.57
PP 135.57 135.57 135.57 135.72
S1 134.99 134.99 135.58 135.28
S2 134.28 134.28 135.46
S3 132.99 133.70 135.35
S4 131.70 132.41 134.99
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
5 138.52 134.86 3.66 2.7% 1.79 1.3% 23% False True 719,101
10 138.91 134.86 4.05 3.0% 1.82 1.3% 21% False True 778,357
20 142.87 134.86 8.01 5.9% 2.10 1.6% 10% False True 890,245
40 148.97 134.86 14.11 10.4% 1.84 1.4% 6% False True 729,739
60 156.87 134.86 22.01 16.2% 1.68 1.2% 4% False True 487,547
80 156.87 134.86 22.01 16.2% 1.44 1.1% 4% False True 365,671
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 141.63
2.618 139.53
1.618 138.24
1.000 137.44
0.618 136.95
HIGH 136.15
0.618 135.66
0.500 135.51
0.382 135.35
LOW 134.86
0.618 134.06
1.000 133.57
1.618 132.77
2.618 131.48
4.250 129.38
Fisher Pivots for day following 20-Oct-2022
Pivot 1 day 3 day
R1 135.64 136.27
PP 135.57 136.08
S1 135.51 135.89

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

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