Euro Bund Future December 2022
| Trading Metrics calculated at close of trading on 31-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2022 |
31-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
140.86 |
138.85 |
-2.01 |
-1.4% |
135.53 |
| High |
140.92 |
139.15 |
-1.77 |
-1.3% |
140.92 |
| Low |
138.29 |
138.12 |
-0.17 |
-0.1% |
135.23 |
| Close |
139.33 |
138.44 |
-0.89 |
-0.6% |
139.33 |
| Range |
2.63 |
1.03 |
-1.60 |
-60.8% |
5.69 |
| ATR |
2.00 |
1.95 |
-0.06 |
-2.8% |
0.00 |
| Volume |
802,581 |
662,652 |
-139,929 |
-17.4% |
4,043,855 |
|
| Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.66 |
141.08 |
139.01 |
|
| R3 |
140.63 |
140.05 |
138.72 |
|
| R2 |
139.60 |
139.60 |
138.63 |
|
| R1 |
139.02 |
139.02 |
138.53 |
138.80 |
| PP |
138.57 |
138.57 |
138.57 |
138.46 |
| S1 |
137.99 |
137.99 |
138.35 |
137.77 |
| S2 |
137.54 |
137.54 |
138.25 |
|
| S3 |
136.51 |
136.96 |
138.16 |
|
| S4 |
135.48 |
135.93 |
137.87 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.56 |
153.14 |
142.46 |
|
| R3 |
149.87 |
147.45 |
140.89 |
|
| R2 |
144.18 |
144.18 |
140.37 |
|
| R1 |
141.76 |
141.76 |
139.85 |
142.97 |
| PP |
138.49 |
138.49 |
138.49 |
139.10 |
| S1 |
136.07 |
136.07 |
138.81 |
137.28 |
| S2 |
132.80 |
132.80 |
138.29 |
|
| S3 |
127.11 |
130.38 |
137.77 |
|
| S4 |
121.42 |
124.69 |
136.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.92 |
136.46 |
4.46 |
3.2% |
2.05 |
1.5% |
44% |
False |
False |
785,907 |
| 10 |
140.92 |
134.02 |
6.90 |
5.0% |
1.82 |
1.3% |
64% |
False |
False |
779,401 |
| 20 |
142.87 |
134.02 |
8.85 |
6.4% |
1.87 |
1.4% |
50% |
False |
False |
790,858 |
| 40 |
146.59 |
134.02 |
12.57 |
9.1% |
1.92 |
1.4% |
35% |
False |
False |
830,371 |
| 60 |
154.73 |
134.02 |
20.71 |
15.0% |
1.74 |
1.3% |
21% |
False |
False |
579,435 |
| 80 |
156.87 |
134.02 |
22.85 |
16.5% |
1.55 |
1.1% |
19% |
False |
False |
434,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.53 |
|
2.618 |
141.85 |
|
1.618 |
140.82 |
|
1.000 |
140.18 |
|
0.618 |
139.79 |
|
HIGH |
139.15 |
|
0.618 |
138.76 |
|
0.500 |
138.64 |
|
0.382 |
138.51 |
|
LOW |
138.12 |
|
0.618 |
137.48 |
|
1.000 |
137.09 |
|
1.618 |
136.45 |
|
2.618 |
135.42 |
|
4.250 |
133.74 |
|
|
| Fisher Pivots for day following 31-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
138.64 |
139.25 |
| PP |
138.57 |
138.98 |
| S1 |
138.51 |
138.71 |
|