Euro Bund Future December 2021
Trading Metrics calculated at close of trading on 28-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2021 |
28-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
168.78 |
169.61 |
0.83 |
0.5% |
169.22 |
High |
169.83 |
169.65 |
-0.18 |
-0.1% |
169.48 |
Low |
168.51 |
168.29 |
-0.22 |
-0.1% |
167.84 |
Close |
169.54 |
169.06 |
-0.48 |
-0.3% |
168.28 |
Range |
1.32 |
1.36 |
0.04 |
3.0% |
1.64 |
ATR |
0.79 |
0.83 |
0.04 |
5.2% |
0.00 |
Volume |
958,668 |
1,267,716 |
309,048 |
32.2% |
3,920,878 |
|
Daily Pivots for day following 28-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173.08 |
172.43 |
169.81 |
|
R3 |
171.72 |
171.07 |
169.43 |
|
R2 |
170.36 |
170.36 |
169.31 |
|
R1 |
169.71 |
169.71 |
169.18 |
169.36 |
PP |
169.00 |
169.00 |
169.00 |
168.82 |
S1 |
168.35 |
168.35 |
168.94 |
168.00 |
S2 |
167.64 |
167.64 |
168.81 |
|
S3 |
166.28 |
166.99 |
168.69 |
|
S4 |
164.92 |
165.63 |
168.31 |
|
|
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% |
0.91 |
0.5% |
61% |
False |
False |
839,963 |
10 |
169.84 |
167.84 |
2.00 |
1.2% |
0.87 |
0.5% |
61% |
False |
False |
803,292 |
20 |
170.55 |
167.84 |
2.71 |
1.6% |
0.80 |
0.5% |
45% |
False |
False |
816,006 |
40 |
172.76 |
167.84 |
4.92 |
2.9% |
0.74 |
0.4% |
25% |
False |
False |
788,531 |
60 |
174.58 |
167.84 |
6.74 |
4.0% |
0.67 |
0.4% |
18% |
False |
False |
541,776 |
80 |
174.58 |
167.84 |
6.74 |
4.0% |
0.59 |
0.3% |
18% |
False |
False |
406,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175.43 |
2.618 |
173.21 |
1.618 |
171.85 |
1.000 |
171.01 |
0.618 |
170.49 |
HIGH |
169.65 |
0.618 |
169.13 |
0.500 |
168.97 |
0.382 |
168.81 |
LOW |
168.29 |
0.618 |
167.45 |
1.000 |
166.93 |
1.618 |
166.09 |
2.618 |
164.73 |
4.250 |
162.51 |
|
|
Fisher Pivots for day following 28-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
169.03 |
169.06 |
PP |
169.00 |
169.06 |
S1 |
168.97 |
169.06 |
|