Euro Bund Future December 2021
Trading Metrics calculated at close of trading on 23-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2021 |
23-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
171.69 |
171.67 |
-0.02 |
0.0% |
171.71 |
High |
171.93 |
171.72 |
-0.21 |
-0.1% |
172.12 |
Low |
171.41 |
170.60 |
-0.81 |
-0.5% |
170.81 |
Close |
171.74 |
170.70 |
-1.04 |
-0.6% |
171.00 |
Range |
0.52 |
1.12 |
0.60 |
115.4% |
1.31 |
ATR |
0.60 |
0.64 |
0.04 |
6.4% |
0.00 |
Volume |
585,099 |
905,531 |
320,432 |
54.8% |
3,316,463 |
|
Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174.37 |
173.65 |
171.32 |
|
R3 |
173.25 |
172.53 |
171.01 |
|
R2 |
172.13 |
172.13 |
170.91 |
|
R1 |
171.41 |
171.41 |
170.80 |
171.21 |
PP |
171.01 |
171.01 |
171.01 |
170.91 |
S1 |
170.29 |
170.29 |
170.60 |
170.09 |
S2 |
169.89 |
169.89 |
170.49 |
|
S3 |
168.77 |
169.17 |
170.39 |
|
S4 |
167.65 |
168.05 |
170.08 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175.24 |
174.43 |
171.72 |
|
R3 |
173.93 |
173.12 |
171.36 |
|
R2 |
172.62 |
172.62 |
171.24 |
|
R1 |
171.81 |
171.81 |
171.12 |
171.56 |
PP |
171.31 |
171.31 |
171.31 |
171.19 |
S1 |
170.50 |
170.50 |
170.88 |
170.25 |
S2 |
170.00 |
170.00 |
170.76 |
|
S3 |
168.69 |
169.19 |
170.64 |
|
S4 |
167.38 |
167.88 |
170.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
171.96 |
170.60 |
1.36 |
0.8% |
0.74 |
0.4% |
7% |
False |
True |
704,360 |
10 |
172.46 |
170.60 |
1.86 |
1.1% |
0.67 |
0.4% |
5% |
False |
True |
668,509 |
20 |
173.54 |
170.60 |
2.94 |
1.7% |
0.65 |
0.4% |
3% |
False |
True |
593,492 |
40 |
174.58 |
170.60 |
3.98 |
2.3% |
0.57 |
0.3% |
3% |
False |
True |
299,520 |
60 |
174.58 |
169.69 |
4.89 |
2.9% |
0.48 |
0.3% |
21% |
False |
False |
199,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176.48 |
2.618 |
174.65 |
1.618 |
173.53 |
1.000 |
172.84 |
0.618 |
172.41 |
HIGH |
171.72 |
0.618 |
171.29 |
0.500 |
171.16 |
0.382 |
171.03 |
LOW |
170.60 |
0.618 |
169.91 |
1.000 |
169.48 |
1.618 |
168.79 |
2.618 |
167.67 |
4.250 |
165.84 |
|
|
Fisher Pivots for day following 23-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
171.16 |
171.28 |
PP |
171.01 |
171.09 |
S1 |
170.85 |
170.89 |
|