Euro Bund Future December 2021
Trading Metrics calculated at close of trading on 27-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2021 |
27-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
168.56 |
168.78 |
0.22 |
0.1% |
169.22 |
High |
168.97 |
169.83 |
0.86 |
0.5% |
169.48 |
Low |
168.40 |
168.51 |
0.11 |
0.1% |
167.84 |
Close |
168.69 |
169.54 |
0.85 |
0.5% |
168.28 |
Range |
0.57 |
1.32 |
0.75 |
131.6% |
1.64 |
ATR |
0.75 |
0.79 |
0.04 |
5.5% |
0.00 |
Volume |
630,949 |
958,668 |
327,719 |
51.9% |
3,920,878 |
|
Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173.25 |
172.72 |
170.27 |
|
R3 |
171.93 |
171.40 |
169.90 |
|
R2 |
170.61 |
170.61 |
169.78 |
|
R1 |
170.08 |
170.08 |
169.66 |
170.35 |
PP |
169.29 |
169.29 |
169.29 |
169.43 |
S1 |
168.76 |
168.76 |
169.42 |
169.03 |
S2 |
167.97 |
167.97 |
169.30 |
|
S3 |
166.65 |
167.44 |
169.18 |
|
S4 |
165.33 |
166.12 |
168.81 |
|
|
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 |
169.83 |
167.84 |
1.99 |
1.2% |
0.82 |
0.5% |
85% |
True |
False |
730,989 |
10 |
169.92 |
167.84 |
2.08 |
1.2% |
0.86 |
0.5% |
82% |
False |
False |
774,922 |
20 |
170.55 |
167.84 |
2.71 |
1.6% |
0.77 |
0.5% |
63% |
False |
False |
799,772 |
40 |
172.76 |
167.84 |
4.92 |
2.9% |
0.72 |
0.4% |
35% |
False |
False |
768,415 |
60 |
174.58 |
167.84 |
6.74 |
4.0% |
0.65 |
0.4% |
25% |
False |
False |
520,740 |
80 |
174.58 |
167.84 |
6.74 |
4.0% |
0.58 |
0.3% |
25% |
False |
False |
390,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175.44 |
2.618 |
173.29 |
1.618 |
171.97 |
1.000 |
171.15 |
0.618 |
170.65 |
HIGH |
169.83 |
0.618 |
169.33 |
0.500 |
169.17 |
0.382 |
169.01 |
LOW |
168.51 |
0.618 |
167.69 |
1.000 |
167.19 |
1.618 |
166.37 |
2.618 |
165.05 |
4.250 |
162.90 |
|
|
Fisher Pivots for day following 27-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
169.42 |
169.34 |
PP |
169.29 |
169.15 |
S1 |
169.17 |
168.95 |
|