Euro Bund Future March 2023
| Trading Metrics calculated at close of trading on 22-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2022 |
22-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
135.84 |
135.86 |
0.02 |
0.0% |
140.41 |
| High |
136.32 |
136.20 |
-0.12 |
-0.1% |
141.70 |
| Low |
135.60 |
134.98 |
-0.62 |
-0.5% |
136.96 |
| Close |
135.88 |
135.31 |
-0.57 |
-0.4% |
137.43 |
| Range |
0.72 |
1.22 |
0.50 |
69.4% |
4.74 |
| ATR |
1.44 |
1.43 |
-0.02 |
-1.1% |
0.00 |
| Volume |
455,112 |
322,593 |
-132,519 |
-29.1% |
3,901,910 |
|
| Daily Pivots for day following 22-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.16 |
138.45 |
135.98 |
|
| R3 |
137.94 |
137.23 |
135.65 |
|
| R2 |
136.72 |
136.72 |
135.53 |
|
| R1 |
136.01 |
136.01 |
135.42 |
135.76 |
| PP |
135.50 |
135.50 |
135.50 |
135.37 |
| S1 |
134.79 |
134.79 |
135.20 |
134.54 |
| S2 |
134.28 |
134.28 |
135.09 |
|
| S3 |
133.06 |
133.57 |
134.97 |
|
| S4 |
131.84 |
132.35 |
134.64 |
|
|
| 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 |
138.62 |
134.98 |
3.64 |
2.7% |
1.20 |
0.9% |
9% |
False |
True |
539,322 |
| 10 |
141.94 |
134.98 |
6.96 |
5.1% |
1.48 |
1.1% |
5% |
False |
True |
632,190 |
| 20 |
142.91 |
134.98 |
7.93 |
5.9% |
1.41 |
1.0% |
4% |
False |
True |
534,032 |
| 40 |
142.91 |
134.50 |
8.41 |
6.2% |
1.30 |
1.0% |
10% |
False |
False |
268,854 |
| 60 |
142.91 |
132.55 |
10.36 |
7.7% |
1.20 |
0.9% |
27% |
False |
False |
179,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.39 |
|
2.618 |
139.39 |
|
1.618 |
138.17 |
|
1.000 |
137.42 |
|
0.618 |
136.95 |
|
HIGH |
136.20 |
|
0.618 |
135.73 |
|
0.500 |
135.59 |
|
0.382 |
135.45 |
|
LOW |
134.98 |
|
0.618 |
134.23 |
|
1.000 |
133.76 |
|
1.618 |
133.01 |
|
2.618 |
131.79 |
|
4.250 |
129.80 |
|
|
| Fisher Pivots for day following 22-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
135.59 |
136.10 |
| PP |
135.50 |
135.84 |
| S1 |
135.40 |
135.57 |
|