Euro Bund Future December 2021
Trading Metrics calculated at close of trading on 27-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2021 |
27-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
170.59 |
170.33 |
-0.26 |
-0.2% |
171.01 |
High |
170.62 |
170.68 |
0.06 |
0.0% |
171.96 |
Low |
170.14 |
169.73 |
-0.41 |
-0.2% |
170.14 |
Close |
170.30 |
170.17 |
-0.13 |
-0.1% |
170.30 |
Range |
0.48 |
0.95 |
0.47 |
97.9% |
1.82 |
ATR |
0.64 |
0.66 |
0.02 |
3.5% |
0.00 |
Volume |
804,439 |
786,122 |
-18,317 |
-2.3% |
3,650,887 |
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173.04 |
172.56 |
170.69 |
|
R3 |
172.09 |
171.61 |
170.43 |
|
R2 |
171.14 |
171.14 |
170.34 |
|
R1 |
170.66 |
170.66 |
170.26 |
170.43 |
PP |
170.19 |
170.19 |
170.19 |
170.08 |
S1 |
169.71 |
169.71 |
170.08 |
169.48 |
S2 |
169.24 |
169.24 |
170.00 |
|
S3 |
168.29 |
168.76 |
169.91 |
|
S4 |
167.34 |
167.81 |
169.65 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.26 |
175.10 |
171.30 |
|
R3 |
174.44 |
173.28 |
170.80 |
|
R2 |
172.62 |
172.62 |
170.63 |
|
R1 |
171.46 |
171.46 |
170.47 |
171.13 |
PP |
170.80 |
170.80 |
170.80 |
170.64 |
S1 |
169.64 |
169.64 |
170.13 |
169.31 |
S2 |
168.98 |
168.98 |
169.97 |
|
S3 |
167.16 |
167.82 |
169.80 |
|
S4 |
165.34 |
166.00 |
169.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
171.96 |
169.73 |
2.23 |
1.3% |
0.75 |
0.4% |
20% |
False |
True |
746,832 |
10 |
172.12 |
169.73 |
2.39 |
1.4% |
0.71 |
0.4% |
18% |
False |
True |
733,465 |
20 |
173.54 |
169.73 |
3.81 |
2.2% |
0.68 |
0.4% |
12% |
False |
True |
667,977 |
40 |
174.58 |
169.73 |
4.85 |
2.9% |
0.58 |
0.3% |
9% |
False |
True |
339,263 |
60 |
174.58 |
169.73 |
4.85 |
2.9% |
0.50 |
0.3% |
9% |
False |
True |
226,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
174.72 |
2.618 |
173.17 |
1.618 |
172.22 |
1.000 |
171.63 |
0.618 |
171.27 |
HIGH |
170.68 |
0.618 |
170.32 |
0.500 |
170.21 |
0.382 |
170.09 |
LOW |
169.73 |
0.618 |
169.14 |
1.000 |
168.78 |
1.618 |
168.19 |
2.618 |
167.24 |
4.250 |
165.69 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
170.21 |
170.73 |
PP |
170.19 |
170.54 |
S1 |
170.18 |
170.36 |
|