Euro Bund Future December 2021
Trading Metrics calculated at close of trading on 20-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
169.08 |
168.26 |
-0.82 |
-0.5% |
169.10 |
High |
169.48 |
168.87 |
-0.61 |
-0.4% |
169.92 |
Low |
168.34 |
168.08 |
-0.26 |
-0.2% |
168.21 |
Close |
168.54 |
168.71 |
0.17 |
0.1% |
169.56 |
Range |
1.14 |
0.79 |
-0.35 |
-30.7% |
1.71 |
ATR |
0.77 |
0.77 |
0.00 |
0.2% |
0.00 |
Volume |
846,461 |
679,178 |
-167,283 |
-19.8% |
4,404,961 |
|
Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.92 |
170.61 |
169.14 |
|
R3 |
170.13 |
169.82 |
168.93 |
|
R2 |
169.34 |
169.34 |
168.85 |
|
R1 |
169.03 |
169.03 |
168.78 |
169.19 |
PP |
168.55 |
168.55 |
168.55 |
168.63 |
S1 |
168.24 |
168.24 |
168.64 |
168.40 |
S2 |
167.76 |
167.76 |
168.57 |
|
S3 |
166.97 |
167.45 |
168.49 |
|
S4 |
166.18 |
166.66 |
168.28 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174.36 |
173.67 |
170.50 |
|
R3 |
172.65 |
171.96 |
170.03 |
|
R2 |
170.94 |
170.94 |
169.87 |
|
R1 |
170.25 |
170.25 |
169.72 |
170.60 |
PP |
169.23 |
169.23 |
169.23 |
169.40 |
S1 |
168.54 |
168.54 |
169.40 |
168.89 |
S2 |
167.52 |
167.52 |
169.25 |
|
S3 |
165.81 |
166.83 |
169.09 |
|
S4 |
164.10 |
165.12 |
168.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
169.92 |
168.08 |
1.84 |
1.1% |
0.91 |
0.5% |
34% |
False |
True |
818,855 |
10 |
170.00 |
168.08 |
1.92 |
1.1% |
0.79 |
0.5% |
33% |
False |
True |
838,298 |
20 |
171.72 |
168.08 |
3.64 |
2.2% |
0.77 |
0.5% |
17% |
False |
True |
825,903 |
40 |
173.93 |
168.08 |
5.85 |
3.5% |
0.71 |
0.4% |
11% |
False |
True |
688,212 |
60 |
174.58 |
168.08 |
6.50 |
3.9% |
0.62 |
0.4% |
10% |
False |
True |
459,932 |
80 |
174.58 |
168.08 |
6.50 |
3.9% |
0.54 |
0.3% |
10% |
False |
True |
345,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
172.23 |
2.618 |
170.94 |
1.618 |
170.15 |
1.000 |
169.66 |
0.618 |
169.36 |
HIGH |
168.87 |
0.618 |
168.57 |
0.500 |
168.48 |
0.382 |
168.38 |
LOW |
168.08 |
0.618 |
167.59 |
1.000 |
167.29 |
1.618 |
166.80 |
2.618 |
166.01 |
4.250 |
164.72 |
|
|
Fisher Pivots for day following 20-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
168.63 |
168.78 |
PP |
168.55 |
168.76 |
S1 |
168.48 |
168.73 |
|