Euro Bund Future December 2022
| Trading Metrics calculated at close of trading on 30-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
140.37 |
141.01 |
0.64 |
0.5% |
140.14 |
| High |
141.74 |
141.70 |
-0.04 |
0.0% |
142.03 |
| Low |
140.08 |
140.50 |
0.42 |
0.3% |
139.55 |
| Close |
141.38 |
140.88 |
-0.50 |
-0.4% |
140.49 |
| Range |
1.66 |
1.20 |
-0.46 |
-27.7% |
2.48 |
| ATR |
1.64 |
1.61 |
-0.03 |
-1.9% |
0.00 |
| Volume |
810,583 |
946,070 |
135,487 |
16.7% |
2,302,069 |
|
| Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.63 |
143.95 |
141.54 |
|
| R3 |
143.43 |
142.75 |
141.21 |
|
| R2 |
142.23 |
142.23 |
141.10 |
|
| R1 |
141.55 |
141.55 |
140.99 |
141.29 |
| PP |
141.03 |
141.03 |
141.03 |
140.90 |
| S1 |
140.35 |
140.35 |
140.77 |
140.09 |
| S2 |
139.83 |
139.83 |
140.66 |
|
| S3 |
138.63 |
139.15 |
140.55 |
|
| S4 |
137.43 |
137.95 |
140.22 |
|
|
| 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 |
139.77 |
2.26 |
1.6% |
1.54 |
1.1% |
49% |
False |
False |
727,087 |
| 10 |
142.03 |
138.70 |
3.33 |
2.4% |
1.47 |
1.0% |
65% |
False |
False |
666,733 |
| 20 |
142.03 |
135.76 |
6.27 |
4.5% |
1.51 |
1.1% |
82% |
False |
False |
669,183 |
| 40 |
142.03 |
134.02 |
8.01 |
5.7% |
1.68 |
1.2% |
86% |
False |
False |
722,995 |
| 60 |
145.82 |
134.02 |
11.80 |
8.4% |
1.77 |
1.3% |
58% |
False |
False |
769,028 |
| 80 |
154.73 |
134.02 |
20.71 |
14.7% |
1.70 |
1.2% |
33% |
False |
False |
609,814 |
| 100 |
156.87 |
134.02 |
22.85 |
16.2% |
1.56 |
1.1% |
30% |
False |
False |
487,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.80 |
|
2.618 |
144.84 |
|
1.618 |
143.64 |
|
1.000 |
142.90 |
|
0.618 |
142.44 |
|
HIGH |
141.70 |
|
0.618 |
141.24 |
|
0.500 |
141.10 |
|
0.382 |
140.96 |
|
LOW |
140.50 |
|
0.618 |
139.76 |
|
1.000 |
139.30 |
|
1.618 |
138.56 |
|
2.618 |
137.36 |
|
4.250 |
135.40 |
|
|
| Fisher Pivots for day following 30-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
141.10 |
140.84 |
| PP |
141.03 |
140.80 |
| S1 |
140.95 |
140.76 |
|