Euro Bund Future March 2023
| Trading Metrics calculated at close of trading on 21-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
137.20 |
135.84 |
-1.36 |
-1.0% |
140.41 |
| High |
137.22 |
136.32 |
-0.90 |
-0.7% |
141.70 |
| Low |
135.78 |
135.60 |
-0.18 |
-0.1% |
136.96 |
| Close |
135.91 |
135.88 |
-0.03 |
0.0% |
137.43 |
| Range |
1.44 |
0.72 |
-0.72 |
-50.0% |
4.74 |
| ATR |
1.50 |
1.44 |
-0.06 |
-3.7% |
0.00 |
| Volume |
599,407 |
455,112 |
-144,295 |
-24.1% |
3,901,910 |
|
| Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.09 |
137.71 |
136.28 |
|
| R3 |
137.37 |
136.99 |
136.08 |
|
| R2 |
136.65 |
136.65 |
136.01 |
|
| R1 |
136.27 |
136.27 |
135.95 |
136.46 |
| PP |
135.93 |
135.93 |
135.93 |
136.03 |
| S1 |
135.55 |
135.55 |
135.81 |
135.74 |
| S2 |
135.21 |
135.21 |
135.75 |
|
| S3 |
134.49 |
134.83 |
135.68 |
|
| S4 |
133.77 |
134.11 |
135.48 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.92 |
149.91 |
140.04 |
|
| R3 |
148.18 |
145.17 |
138.73 |
|
| R2 |
143.44 |
143.44 |
138.30 |
|
| R1 |
140.43 |
140.43 |
137.86 |
139.57 |
| PP |
138.70 |
138.70 |
138.70 |
138.26 |
| S1 |
135.69 |
135.69 |
137.00 |
134.83 |
| S2 |
133.96 |
133.96 |
136.56 |
|
| S3 |
129.22 |
130.95 |
136.13 |
|
| S4 |
124.48 |
126.21 |
134.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.78 |
135.60 |
5.18 |
3.8% |
1.49 |
1.1% |
5% |
False |
True |
691,157 |
| 10 |
142.55 |
135.60 |
6.95 |
5.1% |
1.46 |
1.1% |
4% |
False |
True |
651,870 |
| 20 |
142.91 |
135.60 |
7.31 |
5.4% |
1.41 |
1.0% |
4% |
False |
True |
518,558 |
| 40 |
142.91 |
134.50 |
8.41 |
6.2% |
1.35 |
1.0% |
16% |
False |
False |
260,797 |
| 60 |
142.91 |
132.55 |
10.36 |
7.6% |
1.20 |
0.9% |
32% |
False |
False |
173,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139.38 |
|
2.618 |
138.20 |
|
1.618 |
137.48 |
|
1.000 |
137.04 |
|
0.618 |
136.76 |
|
HIGH |
136.32 |
|
0.618 |
136.04 |
|
0.500 |
135.96 |
|
0.382 |
135.88 |
|
LOW |
135.60 |
|
0.618 |
135.16 |
|
1.000 |
134.88 |
|
1.618 |
134.44 |
|
2.618 |
133.72 |
|
4.250 |
132.54 |
|
|
| Fisher Pivots for day following 21-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
135.96 |
136.68 |
| PP |
135.93 |
136.41 |
| S1 |
135.91 |
136.15 |
|