Euro Bund Future December 2022


Trading Metrics calculated at close of trading on 11-Nov-2022
Day Change Summary
Previous Current
10-Nov-2022 11-Nov-2022 Change Change % Previous Week
Open 138.57 140.32 1.75 1.3% 136.83
High 140.72 140.38 -0.34 -0.2% 140.72
Low 137.97 138.40 0.43 0.3% 135.76
Close 140.50 138.52 -1.98 -1.4% 138.52
Range 2.75 1.98 -0.77 -28.0% 4.96
ATR 1.83 1.85 0.02 1.1% 0.00
Volume 891,485 601,218 -290,267 -32.6% 3,428,828
Daily Pivots for day following 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 145.04 143.76 139.61
R3 143.06 141.78 139.06
R2 141.08 141.08 138.88
R1 139.80 139.80 138.70 139.45
PP 139.10 139.10 139.10 138.93
S1 137.82 137.82 138.34 137.47
S2 137.12 137.12 138.16
S3 135.14 135.84 137.98
S4 133.16 133.86 137.43
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 153.21 150.83 141.25
R3 148.25 145.87 139.88
R2 143.29 143.29 139.43
R1 140.91 140.91 138.97 142.10
PP 138.33 138.33 138.33 138.93
S1 135.95 135.95 138.07 137.14
S2 133.37 133.37 137.61
S3 128.41 130.99 137.16
S4 123.45 126.03 135.79
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 3.6% 1.78 1.3% 56% False False 685,765
10 140.72 135.76 4.96 3.6% 1.55 1.1% 56% False False 663,242
20 140.92 134.02 6.90 5.0% 1.71 1.2% 65% False False 713,430
40 143.26 134.02 9.24 6.7% 1.91 1.4% 49% False False 805,899
60 150.75 134.02 16.73 12.1% 1.79 1.3% 27% False False 678,668
80 156.87 134.02 22.85 16.5% 1.65 1.2% 20% False False 509,262
100 156.87 134.02 22.85 16.5% 1.44 1.0% 20% False False 407,410
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.80
2.618 145.56
1.618 143.58
1.000 142.36
0.618 141.60
HIGH 140.38
0.618 139.62
0.500 139.39
0.382 139.16
LOW 138.40
0.618 137.18
1.000 136.42
1.618 135.20
2.618 133.22
4.250 129.99
Fisher Pivots for day following 11-Nov-2022
Pivot 1 day 3 day
R1 139.39 138.82
PP 139.10 138.72
S1 138.81 138.62

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

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