Euro Bund Future December 2021
Trading Metrics calculated at close of trading on 04-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2021 |
04-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
169.25 |
169.17 |
-0.08 |
0.0% |
168.44 |
High |
169.70 |
170.33 |
0.63 |
0.4% |
169.83 |
Low |
168.98 |
169.03 |
0.05 |
0.0% |
167.71 |
Close |
169.34 |
170.21 |
0.87 |
0.5% |
168.12 |
Range |
0.72 |
1.30 |
0.58 |
80.6% |
2.12 |
ATR |
0.88 |
0.91 |
0.03 |
3.4% |
0.00 |
Volume |
803,351 |
895,452 |
92,101 |
11.5% |
4,786,105 |
|
Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173.76 |
173.28 |
170.93 |
|
R3 |
172.46 |
171.98 |
170.57 |
|
R2 |
171.16 |
171.16 |
170.45 |
|
R1 |
170.68 |
170.68 |
170.33 |
170.92 |
PP |
169.86 |
169.86 |
169.86 |
169.98 |
S1 |
169.38 |
169.38 |
170.09 |
169.62 |
S2 |
168.56 |
168.56 |
169.97 |
|
S3 |
167.26 |
168.08 |
169.85 |
|
S4 |
165.96 |
166.78 |
169.50 |
|
|
Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174.91 |
173.64 |
169.29 |
|
R3 |
172.79 |
171.52 |
168.70 |
|
R2 |
170.67 |
170.67 |
168.51 |
|
R1 |
169.40 |
169.40 |
168.31 |
168.98 |
PP |
168.55 |
168.55 |
168.55 |
168.34 |
S1 |
167.28 |
167.28 |
167.93 |
166.86 |
S2 |
166.43 |
166.43 |
167.73 |
|
S3 |
164.31 |
165.16 |
167.54 |
|
S4 |
162.19 |
163.04 |
166.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
170.33 |
167.69 |
2.64 |
1.6% |
1.04 |
0.6% |
95% |
True |
False |
932,044 |
10 |
170.33 |
167.69 |
2.64 |
1.6% |
0.98 |
0.6% |
95% |
True |
False |
886,003 |
20 |
170.33 |
167.69 |
2.64 |
1.6% |
0.90 |
0.5% |
95% |
True |
False |
862,976 |
40 |
172.46 |
167.69 |
4.77 |
2.8% |
0.79 |
0.5% |
53% |
False |
False |
797,012 |
60 |
174.33 |
167.69 |
6.64 |
3.9% |
0.71 |
0.4% |
38% |
False |
False |
619,385 |
80 |
174.58 |
167.69 |
6.89 |
4.0% |
0.64 |
0.4% |
37% |
False |
False |
464,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175.86 |
2.618 |
173.73 |
1.618 |
172.43 |
1.000 |
171.63 |
0.618 |
171.13 |
HIGH |
170.33 |
0.618 |
169.83 |
0.500 |
169.68 |
0.382 |
169.53 |
LOW |
169.03 |
0.618 |
168.23 |
1.000 |
167.73 |
1.618 |
166.93 |
2.618 |
165.63 |
4.250 |
163.51 |
|
|
Fisher Pivots for day following 04-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
170.03 |
169.91 |
PP |
169.86 |
169.62 |
S1 |
169.68 |
169.32 |
|