Euro Bund Future December 2022
| Trading Metrics calculated at close of trading on 25-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2022 |
25-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
140.47 |
142.03 |
1.56 |
1.1% |
140.14 |
| High |
141.30 |
142.03 |
0.73 |
0.5% |
142.03 |
| Low |
139.77 |
140.34 |
0.57 |
0.4% |
139.55 |
| Close |
141.15 |
140.49 |
-0.66 |
-0.5% |
140.49 |
| Range |
1.53 |
1.69 |
0.16 |
10.5% |
2.48 |
| ATR |
1.63 |
1.63 |
0.00 |
0.3% |
0.00 |
| Volume |
705,854 |
560,716 |
-145,138 |
-20.6% |
2,302,069 |
|
| Daily Pivots for day following 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.02 |
144.95 |
141.42 |
|
| R3 |
144.33 |
143.26 |
140.95 |
|
| R2 |
142.64 |
142.64 |
140.80 |
|
| R1 |
141.57 |
141.57 |
140.64 |
141.26 |
| PP |
140.95 |
140.95 |
140.95 |
140.80 |
| S1 |
139.88 |
139.88 |
140.34 |
139.57 |
| S2 |
139.26 |
139.26 |
140.18 |
|
| S3 |
137.57 |
138.19 |
140.03 |
|
| S4 |
135.88 |
136.50 |
139.56 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.13 |
146.79 |
141.85 |
|
| R3 |
145.65 |
144.31 |
141.17 |
|
| R2 |
143.17 |
143.17 |
140.94 |
|
| R1 |
141.83 |
141.83 |
140.72 |
142.50 |
| PP |
140.69 |
140.69 |
140.69 |
141.03 |
| S1 |
139.35 |
139.35 |
140.26 |
140.02 |
| S2 |
138.21 |
138.21 |
140.04 |
|
| S3 |
135.73 |
136.87 |
139.81 |
|
| S4 |
133.25 |
134.39 |
139.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142.03 |
139.17 |
2.86 |
2.0% |
1.33 |
0.9% |
46% |
True |
False |
566,689 |
| 10 |
142.03 |
138.26 |
3.77 |
2.7% |
1.47 |
1.0% |
59% |
True |
False |
628,278 |
| 20 |
142.03 |
135.76 |
6.27 |
4.5% |
1.54 |
1.1% |
75% |
True |
False |
655,828 |
| 40 |
142.87 |
134.02 |
8.85 |
6.3% |
1.76 |
1.2% |
73% |
False |
False |
733,672 |
| 60 |
146.67 |
134.02 |
12.65 |
9.0% |
1.78 |
1.3% |
51% |
False |
False |
767,613 |
| 80 |
155.58 |
134.02 |
21.56 |
15.3% |
1.68 |
1.2% |
30% |
False |
False |
580,223 |
| 100 |
156.87 |
134.02 |
22.85 |
16.3% |
1.52 |
1.1% |
28% |
False |
False |
464,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149.21 |
|
2.618 |
146.45 |
|
1.618 |
144.76 |
|
1.000 |
143.72 |
|
0.618 |
143.07 |
|
HIGH |
142.03 |
|
0.618 |
141.38 |
|
0.500 |
141.19 |
|
0.382 |
140.99 |
|
LOW |
140.34 |
|
0.618 |
139.30 |
|
1.000 |
138.65 |
|
1.618 |
137.61 |
|
2.618 |
135.92 |
|
4.250 |
133.16 |
|
|
| Fisher Pivots for day following 25-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
141.19 |
140.90 |
| PP |
140.95 |
140.76 |
| S1 |
140.72 |
140.63 |
|