Euro Bund Future December 2022
| Trading Metrics calculated at close of trading on 06-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2022 |
06-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
142.06 |
141.85 |
-0.21 |
-0.1% |
140.80 |
| High |
142.47 |
143.02 |
0.55 |
0.4% |
143.18 |
| Low |
141.46 |
141.35 |
-0.11 |
-0.1% |
139.78 |
| Close |
141.77 |
142.64 |
0.87 |
0.6% |
141.89 |
| Range |
1.01 |
1.67 |
0.66 |
65.3% |
3.40 |
| ATR |
1.57 |
1.58 |
0.01 |
0.5% |
0.00 |
| Volume |
1,129,205 |
778,625 |
-350,580 |
-31.0% |
5,085,344 |
|
| Daily Pivots for day following 06-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.35 |
146.66 |
143.56 |
|
| R3 |
145.68 |
144.99 |
143.10 |
|
| R2 |
144.01 |
144.01 |
142.95 |
|
| R1 |
143.32 |
143.32 |
142.79 |
143.67 |
| PP |
142.34 |
142.34 |
142.34 |
142.51 |
| S1 |
141.65 |
141.65 |
142.49 |
142.00 |
| S2 |
140.67 |
140.67 |
142.33 |
|
| S3 |
139.00 |
139.98 |
142.18 |
|
| S4 |
137.33 |
138.31 |
141.72 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.82 |
150.25 |
143.76 |
|
| R3 |
148.42 |
146.85 |
142.83 |
|
| R2 |
145.02 |
145.02 |
142.51 |
|
| R1 |
143.45 |
143.45 |
142.20 |
144.24 |
| PP |
141.62 |
141.62 |
141.62 |
142.01 |
| S1 |
140.05 |
140.05 |
141.58 |
140.84 |
| S2 |
138.22 |
138.22 |
141.27 |
|
| S3 |
134.82 |
136.65 |
140.96 |
|
| S4 |
131.42 |
133.25 |
140.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143.18 |
140.50 |
2.68 |
1.9% |
1.28 |
0.9% |
80% |
False |
False |
1,114,075 |
| 10 |
143.18 |
139.77 |
3.41 |
2.4% |
1.37 |
1.0% |
84% |
False |
False |
878,141 |
| 20 |
143.18 |
135.76 |
7.42 |
5.2% |
1.51 |
1.1% |
93% |
False |
False |
777,924 |
| 40 |
143.18 |
134.02 |
9.16 |
6.4% |
1.61 |
1.1% |
94% |
False |
False |
762,598 |
| 60 |
144.47 |
134.02 |
10.45 |
7.3% |
1.73 |
1.2% |
82% |
False |
False |
795,438 |
| 80 |
154.22 |
134.02 |
20.20 |
14.2% |
1.70 |
1.2% |
43% |
False |
False |
667,588 |
| 100 |
156.87 |
134.02 |
22.85 |
16.0% |
1.58 |
1.1% |
38% |
False |
False |
534,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.12 |
|
2.618 |
147.39 |
|
1.618 |
145.72 |
|
1.000 |
144.69 |
|
0.618 |
144.05 |
|
HIGH |
143.02 |
|
0.618 |
142.38 |
|
0.500 |
142.19 |
|
0.382 |
141.99 |
|
LOW |
141.35 |
|
0.618 |
140.32 |
|
1.000 |
139.68 |
|
1.618 |
138.65 |
|
2.618 |
136.98 |
|
4.250 |
134.25 |
|
|
| Fisher Pivots for day following 06-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
142.49 |
142.52 |
| PP |
142.34 |
142.39 |
| S1 |
142.19 |
142.27 |
|