Euro Bund Future December 2022
| Trading Metrics calculated at close of trading on 21-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2022 |
21-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
140.01 |
140.14 |
0.13 |
0.1% |
138.41 |
| High |
140.50 |
140.88 |
0.38 |
0.3% |
141.09 |
| Low |
139.17 |
139.55 |
0.38 |
0.3% |
138.26 |
| Close |
140.18 |
140.42 |
0.24 |
0.2% |
140.18 |
| Range |
1.33 |
1.33 |
0.00 |
0.0% |
2.83 |
| ATR |
1.73 |
1.71 |
-0.03 |
-1.7% |
0.00 |
| Volume |
531,378 |
513,825 |
-17,553 |
-3.3% |
3,379,496 |
|
| Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.27 |
143.68 |
141.15 |
|
| R3 |
142.94 |
142.35 |
140.79 |
|
| R2 |
141.61 |
141.61 |
140.66 |
|
| R1 |
141.02 |
141.02 |
140.54 |
141.32 |
| PP |
140.28 |
140.28 |
140.28 |
140.43 |
| S1 |
139.69 |
139.69 |
140.30 |
139.99 |
| S2 |
138.95 |
138.95 |
140.18 |
|
| S3 |
137.62 |
138.36 |
140.05 |
|
| S4 |
136.29 |
137.03 |
139.69 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.33 |
147.09 |
141.74 |
|
| R3 |
145.50 |
144.26 |
140.96 |
|
| R2 |
142.67 |
142.67 |
140.70 |
|
| R1 |
141.43 |
141.43 |
140.44 |
142.05 |
| PP |
139.84 |
139.84 |
139.84 |
140.16 |
| S1 |
138.60 |
138.60 |
139.92 |
139.22 |
| S2 |
137.01 |
137.01 |
139.66 |
|
| S3 |
134.18 |
135.77 |
139.40 |
|
| S4 |
131.35 |
132.94 |
138.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141.09 |
138.38 |
2.71 |
1.9% |
1.54 |
1.1% |
75% |
False |
False |
670,463 |
| 10 |
141.09 |
135.76 |
5.33 |
3.8% |
1.66 |
1.2% |
87% |
False |
False |
677,706 |
| 20 |
141.09 |
135.76 |
5.33 |
3.8% |
1.67 |
1.2% |
87% |
False |
False |
689,631 |
| 40 |
142.87 |
134.02 |
8.85 |
6.3% |
1.86 |
1.3% |
72% |
False |
False |
779,497 |
| 60 |
146.90 |
134.02 |
12.88 |
9.2% |
1.79 |
1.3% |
50% |
False |
False |
742,212 |
| 80 |
156.87 |
134.02 |
22.85 |
16.3% |
1.68 |
1.2% |
28% |
False |
False |
557,911 |
| 100 |
156.87 |
134.02 |
22.85 |
16.3% |
1.49 |
1.1% |
28% |
False |
False |
446,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.53 |
|
2.618 |
144.36 |
|
1.618 |
143.03 |
|
1.000 |
142.21 |
|
0.618 |
141.70 |
|
HIGH |
140.88 |
|
0.618 |
140.37 |
|
0.500 |
140.22 |
|
0.382 |
140.06 |
|
LOW |
139.55 |
|
0.618 |
138.73 |
|
1.000 |
138.22 |
|
1.618 |
137.40 |
|
2.618 |
136.07 |
|
4.250 |
133.90 |
|
|
| Fisher Pivots for day following 21-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
140.35 |
140.32 |
| PP |
140.28 |
140.23 |
| S1 |
140.22 |
140.13 |
|