Euro Bund Future December 2022


Trading Metrics calculated at close of trading on 27-Oct-2022
Day Change Summary
Previous Current
26-Oct-2022 27-Oct-2022 Change Change % Previous Week
Open 138.24 138.92 0.68 0.5% 136.37
High 139.05 140.83 1.78 1.3% 137.68
Low 137.69 137.57 -0.12 -0.1% 134.02
Close 138.87 140.26 1.39 1.0% 135.12
Range 1.36 3.26 1.90 139.7% 3.66
ATR 1.86 1.96 0.10 5.4% 0.00
Volume 782,220 924,236 142,016 18.2% 3,592,342
Daily Pivots for day following 27-Oct-2022
Classic Woodie Camarilla DeMark
R4 149.33 148.06 142.05
R3 146.07 144.80 141.16
R2 142.81 142.81 140.86
R1 141.54 141.54 140.56 142.18
PP 139.55 139.55 139.55 139.87
S1 138.28 138.28 139.96 138.92
S2 136.29 136.29 139.66
S3 133.03 135.02 139.36
S4 129.77 131.76 138.47
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 146.59 144.51 137.13
R3 142.93 140.85 136.13
R2 139.27 139.27 135.79
R1 137.19 137.19 135.46 136.40
PP 135.61 135.61 135.61 135.21
S1 133.53 133.53 134.78 132.74
S2 131.95 131.95 134.45
S3 128.29 129.87 134.11
S4 124.63 126.21 133.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.83 134.02 6.81 4.9% 1.96 1.4% 92% True False 810,460
10 140.83 134.02 6.81 4.9% 1.88 1.3% 92% True False 764,781
20 142.87 134.02 8.85 6.3% 1.97 1.4% 71% False False 811,516
40 146.67 134.02 12.65 9.0% 1.90 1.4% 49% False False 823,506
60 155.58 134.02 21.56 15.4% 1.72 1.2% 29% False False 555,021
80 156.87 134.02 22.85 16.3% 1.51 1.1% 27% False False 416,324
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 0.56
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 154.69
2.618 149.36
1.618 146.10
1.000 144.09
0.618 142.84
HIGH 140.83
0.618 139.58
0.500 139.20
0.382 138.82
LOW 137.57
0.618 135.56
1.000 134.31
1.618 132.30
2.618 129.04
4.250 123.72
Fisher Pivots for day following 27-Oct-2022
Pivot 1 day 3 day
R1 139.91 139.72
PP 139.55 139.18
S1 139.20 138.65

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

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