Euro Bund Future December 2022
| Trading Metrics calculated at close of trading on 10-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2022 |
10-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
137.10 |
138.57 |
1.47 |
1.1% |
138.85 |
| High |
138.46 |
140.72 |
2.26 |
1.6% |
139.95 |
| Low |
136.92 |
137.97 |
1.05 |
0.8% |
136.38 |
| Close |
138.20 |
140.50 |
2.30 |
1.7% |
136.72 |
| Range |
1.54 |
2.75 |
1.21 |
78.6% |
3.57 |
| ATR |
1.76 |
1.83 |
0.07 |
4.0% |
0.00 |
| Volume |
717,497 |
891,485 |
173,988 |
24.2% |
3,203,594 |
|
| Daily Pivots for day following 10-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.98 |
146.99 |
142.01 |
|
| R3 |
145.23 |
144.24 |
141.26 |
|
| R2 |
142.48 |
142.48 |
141.00 |
|
| R1 |
141.49 |
141.49 |
140.75 |
141.99 |
| PP |
139.73 |
139.73 |
139.73 |
139.98 |
| S1 |
138.74 |
138.74 |
140.25 |
139.24 |
| S2 |
136.98 |
136.98 |
140.00 |
|
| S3 |
134.23 |
135.99 |
139.74 |
|
| S4 |
131.48 |
133.24 |
138.99 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.39 |
146.13 |
138.68 |
|
| R3 |
144.82 |
142.56 |
137.70 |
|
| R2 |
141.25 |
141.25 |
137.37 |
|
| R1 |
138.99 |
138.99 |
137.05 |
138.34 |
| PP |
137.68 |
137.68 |
137.68 |
137.36 |
| S1 |
135.42 |
135.42 |
136.39 |
134.77 |
| S2 |
134.11 |
134.11 |
136.07 |
|
| S3 |
130.54 |
131.85 |
135.74 |
|
| S4 |
126.97 |
128.28 |
134.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.72 |
135.76 |
4.96 |
3.5% |
1.69 |
1.2% |
96% |
True |
False |
687,563 |
| 10 |
140.92 |
135.76 |
5.16 |
3.7% |
1.62 |
1.2% |
92% |
False |
False |
683,378 |
| 20 |
140.92 |
134.02 |
6.90 |
4.9% |
1.75 |
1.2% |
94% |
False |
False |
724,079 |
| 40 |
143.26 |
134.02 |
9.24 |
6.6% |
1.89 |
1.3% |
70% |
False |
False |
806,192 |
| 60 |
151.70 |
134.02 |
17.68 |
12.6% |
1.78 |
1.3% |
37% |
False |
False |
668,700 |
| 80 |
156.87 |
134.02 |
22.85 |
16.3% |
1.64 |
1.2% |
28% |
False |
False |
501,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152.41 |
|
2.618 |
147.92 |
|
1.618 |
145.17 |
|
1.000 |
143.47 |
|
0.618 |
142.42 |
|
HIGH |
140.72 |
|
0.618 |
139.67 |
|
0.500 |
139.35 |
|
0.382 |
139.02 |
|
LOW |
137.97 |
|
0.618 |
136.27 |
|
1.000 |
135.22 |
|
1.618 |
133.52 |
|
2.618 |
130.77 |
|
4.250 |
126.28 |
|
|
| Fisher Pivots for day following 10-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
140.12 |
139.75 |
| PP |
139.73 |
138.99 |
| S1 |
139.35 |
138.24 |
|