Euro Bund Future December 2021
Trading Metrics calculated at close of trading on 28-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2021 |
28-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
170.33 |
170.25 |
-0.08 |
0.0% |
171.01 |
High |
170.68 |
170.31 |
-0.37 |
-0.2% |
171.96 |
Low |
169.73 |
169.48 |
-0.25 |
-0.1% |
170.14 |
Close |
170.17 |
169.86 |
-0.31 |
-0.2% |
170.30 |
Range |
0.95 |
0.83 |
-0.12 |
-12.6% |
1.82 |
ATR |
0.66 |
0.67 |
0.01 |
1.9% |
0.00 |
Volume |
786,122 |
943,925 |
157,803 |
20.1% |
3,650,887 |
|
Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172.37 |
171.95 |
170.32 |
|
R3 |
171.54 |
171.12 |
170.09 |
|
R2 |
170.71 |
170.71 |
170.01 |
|
R1 |
170.29 |
170.29 |
169.94 |
170.09 |
PP |
169.88 |
169.88 |
169.88 |
169.78 |
S1 |
169.46 |
169.46 |
169.78 |
169.26 |
S2 |
169.05 |
169.05 |
169.71 |
|
S3 |
168.22 |
168.63 |
169.63 |
|
S4 |
167.39 |
167.80 |
169.40 |
|
|
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 |
171.93 |
169.48 |
2.45 |
1.4% |
0.78 |
0.5% |
16% |
False |
True |
805,023 |
10 |
172.07 |
169.48 |
2.59 |
1.5% |
0.71 |
0.4% |
15% |
False |
True |
747,074 |
20 |
173.54 |
169.48 |
4.06 |
2.4% |
0.69 |
0.4% |
9% |
False |
True |
713,116 |
40 |
174.58 |
169.48 |
5.10 |
3.0% |
0.59 |
0.3% |
7% |
False |
True |
362,846 |
60 |
174.58 |
169.48 |
5.10 |
3.0% |
0.52 |
0.3% |
7% |
False |
True |
242,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
173.84 |
2.618 |
172.48 |
1.618 |
171.65 |
1.000 |
171.14 |
0.618 |
170.82 |
HIGH |
170.31 |
0.618 |
169.99 |
0.500 |
169.90 |
0.382 |
169.80 |
LOW |
169.48 |
0.618 |
168.97 |
1.000 |
168.65 |
1.618 |
168.14 |
2.618 |
167.31 |
4.250 |
165.95 |
|
|
Fisher Pivots for day following 28-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
169.90 |
170.08 |
PP |
169.88 |
170.01 |
S1 |
169.87 |
169.93 |
|