Euro Bund Future December 2021
Trading Metrics calculated at close of trading on 21-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
168.26 |
168.50 |
0.24 |
0.1% |
169.10 |
High |
168.87 |
168.80 |
-0.07 |
0.0% |
169.92 |
Low |
168.08 |
167.92 |
-0.16 |
-0.1% |
168.21 |
Close |
168.71 |
168.25 |
-0.46 |
-0.3% |
169.56 |
Range |
0.79 |
0.88 |
0.09 |
11.4% |
1.71 |
ATR |
0.77 |
0.78 |
0.01 |
1.0% |
0.00 |
Volume |
679,178 |
722,844 |
43,666 |
6.4% |
4,404,961 |
|
Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.96 |
170.49 |
168.73 |
|
R3 |
170.08 |
169.61 |
168.49 |
|
R2 |
169.20 |
169.20 |
168.41 |
|
R1 |
168.73 |
168.73 |
168.33 |
168.53 |
PP |
168.32 |
168.32 |
168.32 |
168.22 |
S1 |
167.85 |
167.85 |
168.17 |
167.65 |
S2 |
167.44 |
167.44 |
168.09 |
|
S3 |
166.56 |
166.97 |
168.01 |
|
S4 |
165.68 |
166.09 |
167.77 |
|
|
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 |
169.84 |
167.92 |
1.92 |
1.1% |
0.83 |
0.5% |
17% |
False |
True |
766,621 |
10 |
169.92 |
167.92 |
2.00 |
1.2% |
0.81 |
0.5% |
17% |
False |
True |
839,948 |
20 |
170.68 |
167.92 |
2.76 |
1.6% |
0.76 |
0.4% |
12% |
False |
True |
816,768 |
40 |
173.54 |
167.92 |
5.62 |
3.3% |
0.70 |
0.4% |
6% |
False |
True |
705,130 |
60 |
174.58 |
167.92 |
6.66 |
4.0% |
0.63 |
0.4% |
5% |
False |
True |
471,936 |
80 |
174.58 |
167.92 |
6.66 |
4.0% |
0.55 |
0.3% |
5% |
False |
True |
354,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
172.54 |
2.618 |
171.10 |
1.618 |
170.22 |
1.000 |
169.68 |
0.618 |
169.34 |
HIGH |
168.80 |
0.618 |
168.46 |
0.500 |
168.36 |
0.382 |
168.26 |
LOW |
167.92 |
0.618 |
167.38 |
1.000 |
167.04 |
1.618 |
166.50 |
2.618 |
165.62 |
4.250 |
164.18 |
|
|
Fisher Pivots for day following 21-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
168.36 |
168.70 |
PP |
168.32 |
168.55 |
S1 |
168.29 |
168.40 |
|