Euro Bund Future December 2022
| Trading Metrics calculated at close of trading on 07-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2022 |
07-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
141.85 |
142.76 |
0.91 |
0.6% |
140.80 |
| High |
143.02 |
143.38 |
0.36 |
0.3% |
143.18 |
| Low |
141.35 |
142.17 |
0.82 |
0.6% |
139.78 |
| Close |
142.64 |
142.64 |
0.00 |
0.0% |
141.89 |
| Range |
1.67 |
1.21 |
-0.46 |
-27.5% |
3.40 |
| ATR |
1.58 |
1.55 |
-0.03 |
-1.7% |
0.00 |
| Volume |
778,625 |
117,675 |
-660,950 |
-84.9% |
5,085,344 |
|
| Daily Pivots for day following 07-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.36 |
145.71 |
143.31 |
|
| R3 |
145.15 |
144.50 |
142.97 |
|
| R2 |
143.94 |
143.94 |
142.86 |
|
| R1 |
143.29 |
143.29 |
142.75 |
143.01 |
| PP |
142.73 |
142.73 |
142.73 |
142.59 |
| S1 |
142.08 |
142.08 |
142.53 |
141.80 |
| S2 |
141.52 |
141.52 |
142.42 |
|
| S3 |
140.31 |
140.87 |
142.31 |
|
| S4 |
139.10 |
139.66 |
141.97 |
|
|
| 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 |
143.38 |
141.35 |
2.03 |
1.4% |
1.29 |
0.9% |
64% |
True |
False |
948,396 |
| 10 |
143.38 |
139.77 |
3.61 |
2.5% |
1.42 |
1.0% |
80% |
True |
False |
837,741 |
| 20 |
143.38 |
136.92 |
6.46 |
4.5% |
1.49 |
1.0% |
89% |
True |
False |
750,130 |
| 40 |
143.38 |
134.02 |
9.36 |
6.6% |
1.61 |
1.1% |
92% |
True |
False |
743,629 |
| 60 |
143.87 |
134.02 |
9.85 |
6.9% |
1.72 |
1.2% |
88% |
False |
False |
784,827 |
| 80 |
154.05 |
134.02 |
20.03 |
14.0% |
1.69 |
1.2% |
43% |
False |
False |
669,037 |
| 100 |
156.87 |
134.02 |
22.85 |
16.0% |
1.59 |
1.1% |
38% |
False |
False |
535,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.52 |
|
2.618 |
146.55 |
|
1.618 |
145.34 |
|
1.000 |
144.59 |
|
0.618 |
144.13 |
|
HIGH |
143.38 |
|
0.618 |
142.92 |
|
0.500 |
142.78 |
|
0.382 |
142.63 |
|
LOW |
142.17 |
|
0.618 |
141.42 |
|
1.000 |
140.96 |
|
1.618 |
140.21 |
|
2.618 |
139.00 |
|
4.250 |
137.03 |
|
|
| Fisher Pivots for day following 07-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
142.78 |
142.55 |
| PP |
142.73 |
142.46 |
| S1 |
142.69 |
142.37 |
|