Euro Bund Future December 2021
Trading Metrics calculated at close of trading on 11-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2021 |
11-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
169.55 |
169.10 |
-0.45 |
-0.3% |
170.45 |
High |
169.69 |
169.11 |
-0.58 |
-0.3% |
170.55 |
Low |
169.11 |
168.57 |
-0.54 |
-0.3% |
169.11 |
Close |
169.22 |
168.78 |
-0.44 |
-0.3% |
169.22 |
Range |
0.58 |
0.54 |
-0.04 |
-6.9% |
1.44 |
ATR |
0.67 |
0.67 |
0.00 |
-0.2% |
0.00 |
Volume |
832,425 |
547,675 |
-284,750 |
-34.2% |
3,771,774 |
|
Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.44 |
170.15 |
169.08 |
|
R3 |
169.90 |
169.61 |
168.93 |
|
R2 |
169.36 |
169.36 |
168.88 |
|
R1 |
169.07 |
169.07 |
168.83 |
168.95 |
PP |
168.82 |
168.82 |
168.82 |
168.76 |
S1 |
168.53 |
168.53 |
168.73 |
168.41 |
S2 |
168.28 |
168.28 |
168.68 |
|
S3 |
167.74 |
167.99 |
168.63 |
|
S4 |
167.20 |
167.45 |
168.48 |
|
|
Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173.95 |
173.02 |
170.01 |
|
R3 |
172.51 |
171.58 |
169.62 |
|
R2 |
171.07 |
171.07 |
169.48 |
|
R1 |
170.14 |
170.14 |
169.35 |
169.89 |
PP |
169.63 |
169.63 |
169.63 |
169.50 |
S1 |
168.70 |
168.70 |
169.09 |
168.45 |
S2 |
168.19 |
168.19 |
168.96 |
|
S3 |
166.75 |
167.26 |
168.82 |
|
S4 |
165.31 |
165.82 |
168.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
170.39 |
168.57 |
1.82 |
1.1% |
0.65 |
0.4% |
12% |
False |
True |
742,976 |
10 |
170.55 |
168.57 |
1.98 |
1.2% |
0.67 |
0.4% |
11% |
False |
True |
772,542 |
20 |
172.12 |
168.57 |
3.55 |
2.1% |
0.69 |
0.4% |
6% |
False |
True |
753,004 |
40 |
174.33 |
168.57 |
5.76 |
3.4% |
0.62 |
0.4% |
4% |
False |
True |
532,045 |
60 |
174.58 |
168.57 |
6.01 |
3.6% |
0.57 |
0.3% |
3% |
False |
True |
355,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
171.41 |
2.618 |
170.52 |
1.618 |
169.98 |
1.000 |
169.65 |
0.618 |
169.44 |
HIGH |
169.11 |
0.618 |
168.90 |
0.500 |
168.84 |
0.382 |
168.78 |
LOW |
168.57 |
0.618 |
168.24 |
1.000 |
168.03 |
1.618 |
167.70 |
2.618 |
167.16 |
4.250 |
166.28 |
|
|
Fisher Pivots for day following 11-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
168.84 |
169.29 |
PP |
168.82 |
169.12 |
S1 |
168.80 |
168.95 |
|