Euro Bund Future December 2022
| Trading Metrics calculated at close of trading on 22-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2022 |
22-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
140.14 |
140.06 |
-0.08 |
-0.1% |
138.41 |
| High |
140.88 |
140.64 |
-0.24 |
-0.2% |
141.09 |
| Low |
139.55 |
139.89 |
0.34 |
0.2% |
138.26 |
| Close |
140.42 |
140.39 |
-0.03 |
0.0% |
140.18 |
| Range |
1.33 |
0.75 |
-0.58 |
-43.6% |
2.83 |
| ATR |
1.71 |
1.64 |
-0.07 |
-4.0% |
0.00 |
| Volume |
513,825 |
521,674 |
7,849 |
1.5% |
3,379,496 |
|
| Daily Pivots for day following 22-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.56 |
142.22 |
140.80 |
|
| R3 |
141.81 |
141.47 |
140.60 |
|
| R2 |
141.06 |
141.06 |
140.53 |
|
| R1 |
140.72 |
140.72 |
140.46 |
140.89 |
| PP |
140.31 |
140.31 |
140.31 |
140.39 |
| S1 |
139.97 |
139.97 |
140.32 |
140.14 |
| S2 |
139.56 |
139.56 |
140.25 |
|
| S3 |
138.81 |
139.22 |
140.18 |
|
| S4 |
138.06 |
138.47 |
139.98 |
|
|
| 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 |
138.70 |
2.39 |
1.7% |
1.39 |
1.0% |
71% |
False |
False |
606,380 |
| 10 |
141.09 |
136.92 |
4.17 |
3.0% |
1.57 |
1.1% |
83% |
False |
False |
662,519 |
| 20 |
141.09 |
135.76 |
5.33 |
3.8% |
1.61 |
1.1% |
87% |
False |
False |
677,822 |
| 40 |
142.87 |
134.02 |
8.85 |
6.3% |
1.81 |
1.3% |
72% |
False |
False |
762,060 |
| 60 |
146.90 |
134.02 |
12.88 |
9.2% |
1.78 |
1.3% |
49% |
False |
False |
750,443 |
| 80 |
156.87 |
134.02 |
22.85 |
16.3% |
1.67 |
1.2% |
28% |
False |
False |
564,426 |
| 100 |
156.87 |
134.02 |
22.85 |
16.3% |
1.50 |
1.1% |
28% |
False |
False |
451,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.83 |
|
2.618 |
142.60 |
|
1.618 |
141.85 |
|
1.000 |
141.39 |
|
0.618 |
141.10 |
|
HIGH |
140.64 |
|
0.618 |
140.35 |
|
0.500 |
140.27 |
|
0.382 |
140.18 |
|
LOW |
139.89 |
|
0.618 |
139.43 |
|
1.000 |
139.14 |
|
1.618 |
138.68 |
|
2.618 |
137.93 |
|
4.250 |
136.70 |
|
|
| Fisher Pivots for day following 22-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
140.35 |
140.27 |
| PP |
140.31 |
140.15 |
| S1 |
140.27 |
140.03 |
|