Euro Bund Future December 2022
| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
138.41 |
138.62 |
0.21 |
0.2% |
136.83 |
| High |
139.26 |
139.92 |
0.66 |
0.5% |
140.72 |
| Low |
138.26 |
138.38 |
0.12 |
0.1% |
135.76 |
| Close |
138.54 |
139.33 |
0.79 |
0.6% |
138.52 |
| Range |
1.00 |
1.54 |
0.54 |
54.0% |
4.96 |
| ATR |
1.79 |
1.77 |
-0.02 |
-1.0% |
0.00 |
| Volume |
541,006 |
842,088 |
301,082 |
55.7% |
3,428,828 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.83 |
143.12 |
140.18 |
|
| R3 |
142.29 |
141.58 |
139.75 |
|
| R2 |
140.75 |
140.75 |
139.61 |
|
| R1 |
140.04 |
140.04 |
139.47 |
140.40 |
| PP |
139.21 |
139.21 |
139.21 |
139.39 |
| S1 |
138.50 |
138.50 |
139.19 |
138.86 |
| S2 |
137.67 |
137.67 |
139.05 |
|
| S3 |
136.13 |
136.96 |
138.91 |
|
| S4 |
134.59 |
135.42 |
138.48 |
|
|
| 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 |
136.92 |
3.80 |
2.7% |
1.76 |
1.3% |
63% |
False |
False |
718,658 |
| 10 |
140.72 |
135.76 |
4.96 |
3.6% |
1.55 |
1.1% |
72% |
False |
False |
671,633 |
| 20 |
140.92 |
134.02 |
6.90 |
5.0% |
1.67 |
1.2% |
77% |
False |
False |
718,145 |
| 40 |
142.87 |
134.02 |
8.85 |
6.4% |
1.90 |
1.4% |
60% |
False |
False |
809,109 |
| 60 |
149.81 |
134.02 |
15.79 |
11.3% |
1.79 |
1.3% |
34% |
False |
False |
701,322 |
| 80 |
156.87 |
134.02 |
22.85 |
16.4% |
1.64 |
1.2% |
23% |
False |
False |
526,550 |
| 100 |
156.87 |
134.02 |
22.85 |
16.4% |
1.46 |
1.1% |
23% |
False |
False |
421,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.47 |
|
2.618 |
143.95 |
|
1.618 |
142.41 |
|
1.000 |
141.46 |
|
0.618 |
140.87 |
|
HIGH |
139.92 |
|
0.618 |
139.33 |
|
0.500 |
139.15 |
|
0.382 |
138.97 |
|
LOW |
138.38 |
|
0.618 |
137.43 |
|
1.000 |
136.84 |
|
1.618 |
135.89 |
|
2.618 |
134.35 |
|
4.250 |
131.84 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
139.27 |
139.33 |
| PP |
139.21 |
139.32 |
| S1 |
139.15 |
139.32 |
|