Euro Bund Future December 2021
Trading Metrics calculated at close of trading on 26-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2021 |
26-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
168.44 |
168.56 |
0.12 |
0.1% |
169.22 |
High |
168.68 |
168.97 |
0.29 |
0.2% |
169.48 |
Low |
168.07 |
168.40 |
0.33 |
0.2% |
167.84 |
Close |
168.65 |
168.69 |
0.04 |
0.0% |
168.28 |
Range |
0.61 |
0.57 |
-0.04 |
-6.6% |
1.64 |
ATR |
0.76 |
0.75 |
-0.01 |
-1.8% |
0.00 |
Volume |
583,711 |
630,949 |
47,238 |
8.1% |
3,920,878 |
|
Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.40 |
170.11 |
169.00 |
|
R3 |
169.83 |
169.54 |
168.85 |
|
R2 |
169.26 |
169.26 |
168.79 |
|
R1 |
168.97 |
168.97 |
168.74 |
169.12 |
PP |
168.69 |
168.69 |
168.69 |
168.76 |
S1 |
168.40 |
168.40 |
168.64 |
168.55 |
S2 |
168.12 |
168.12 |
168.59 |
|
S3 |
167.55 |
167.83 |
168.53 |
|
S4 |
166.98 |
167.26 |
168.38 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173.45 |
172.51 |
169.18 |
|
R3 |
171.81 |
170.87 |
168.73 |
|
R2 |
170.17 |
170.17 |
168.58 |
|
R1 |
169.23 |
169.23 |
168.43 |
168.88 |
PP |
168.53 |
168.53 |
168.53 |
168.36 |
S1 |
167.59 |
167.59 |
168.13 |
167.24 |
S2 |
166.89 |
166.89 |
167.98 |
|
S3 |
165.25 |
165.95 |
167.83 |
|
S4 |
163.61 |
164.31 |
167.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
168.97 |
167.84 |
1.13 |
0.7% |
0.71 |
0.4% |
75% |
True |
False |
675,091 |
10 |
169.92 |
167.84 |
2.08 |
1.2% |
0.81 |
0.5% |
41% |
False |
False |
791,766 |
20 |
170.55 |
167.84 |
2.71 |
1.6% |
0.74 |
0.4% |
31% |
False |
False |
788,716 |
40 |
173.54 |
167.84 |
5.70 |
3.4% |
0.72 |
0.4% |
15% |
False |
False |
750,916 |
60 |
174.58 |
167.84 |
6.74 |
4.0% |
0.64 |
0.4% |
13% |
False |
False |
504,803 |
80 |
174.58 |
167.84 |
6.74 |
4.0% |
0.57 |
0.3% |
13% |
False |
False |
378,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
171.39 |
2.618 |
170.46 |
1.618 |
169.89 |
1.000 |
169.54 |
0.618 |
169.32 |
HIGH |
168.97 |
0.618 |
168.75 |
0.500 |
168.69 |
0.382 |
168.62 |
LOW |
168.40 |
0.618 |
168.05 |
1.000 |
167.83 |
1.618 |
167.48 |
2.618 |
166.91 |
4.250 |
165.98 |
|
|
Fisher Pivots for day following 26-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
168.69 |
168.60 |
PP |
168.69 |
168.50 |
S1 |
168.69 |
168.41 |
|