Euro Bund Future December 2022
Trading Metrics calculated at close of trading on 14-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2022 |
14-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
140.32 |
138.41 |
-1.91 |
-1.4% |
136.83 |
High |
140.38 |
139.26 |
-1.12 |
-0.8% |
140.72 |
Low |
138.40 |
138.26 |
-0.14 |
-0.1% |
135.76 |
Close |
138.52 |
138.54 |
0.02 |
0.0% |
138.52 |
Range |
1.98 |
1.00 |
-0.98 |
-49.5% |
4.96 |
ATR |
1.85 |
1.79 |
-0.06 |
-3.3% |
0.00 |
Volume |
601,218 |
541,006 |
-60,212 |
-10.0% |
3,428,828 |
|
Daily Pivots for day following 14-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.69 |
141.11 |
139.09 |
|
R3 |
140.69 |
140.11 |
138.82 |
|
R2 |
139.69 |
139.69 |
138.72 |
|
R1 |
139.11 |
139.11 |
138.63 |
139.40 |
PP |
138.69 |
138.69 |
138.69 |
138.83 |
S1 |
138.11 |
138.11 |
138.45 |
138.40 |
S2 |
137.69 |
137.69 |
138.36 |
|
S3 |
136.69 |
137.11 |
138.27 |
|
S4 |
135.69 |
136.11 |
137.99 |
|
|
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% |
1.77 |
1.3% |
56% |
False |
False |
684,949 |
10 |
140.72 |
135.76 |
4.96 |
3.6% |
1.55 |
1.1% |
56% |
False |
False |
651,077 |
20 |
140.92 |
134.02 |
6.90 |
5.0% |
1.68 |
1.2% |
66% |
False |
False |
715,239 |
40 |
142.87 |
134.02 |
8.85 |
6.4% |
1.91 |
1.4% |
51% |
False |
False |
810,620 |
60 |
150.23 |
134.02 |
16.21 |
11.7% |
1.79 |
1.3% |
28% |
False |
False |
687,468 |
80 |
156.87 |
134.02 |
22.85 |
16.5% |
1.63 |
1.2% |
20% |
False |
False |
516,024 |
100 |
156.87 |
134.02 |
22.85 |
16.5% |
1.45 |
1.0% |
20% |
False |
False |
412,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.51 |
2.618 |
141.88 |
1.618 |
140.88 |
1.000 |
140.26 |
0.618 |
139.88 |
HIGH |
139.26 |
0.618 |
138.88 |
0.500 |
138.76 |
0.382 |
138.64 |
LOW |
138.26 |
0.618 |
137.64 |
1.000 |
137.26 |
1.618 |
136.64 |
2.618 |
135.64 |
4.250 |
134.01 |
|
|
Fisher Pivots for day following 14-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
138.76 |
139.35 |
PP |
138.69 |
139.08 |
S1 |
138.61 |
138.81 |
|