Euro Bund Future December 2021
Trading Metrics calculated at close of trading on 15-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
170.50 |
171.01 |
0.51 |
0.3% |
171.10 |
High |
171.07 |
171.40 |
0.33 |
0.2% |
171.44 |
Low |
170.32 |
170.42 |
0.10 |
0.1% |
170.21 |
Close |
170.85 |
170.75 |
-0.10 |
-0.1% |
170.85 |
Range |
0.75 |
0.98 |
0.23 |
30.7% |
1.23 |
ATR |
0.90 |
0.90 |
0.01 |
0.7% |
0.00 |
Volume |
679,030 |
628,905 |
-50,125 |
-7.4% |
3,376,484 |
|
Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173.80 |
173.25 |
171.29 |
|
R3 |
172.82 |
172.27 |
171.02 |
|
R2 |
171.84 |
171.84 |
170.93 |
|
R1 |
171.29 |
171.29 |
170.84 |
171.08 |
PP |
170.86 |
170.86 |
170.86 |
170.75 |
S1 |
170.31 |
170.31 |
170.66 |
170.10 |
S2 |
169.88 |
169.88 |
170.57 |
|
S3 |
168.90 |
169.33 |
170.48 |
|
S4 |
167.92 |
168.35 |
170.21 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174.52 |
173.92 |
171.53 |
|
R3 |
173.29 |
172.69 |
171.19 |
|
R2 |
172.06 |
172.06 |
171.08 |
|
R1 |
171.46 |
171.46 |
170.96 |
171.15 |
PP |
170.83 |
170.83 |
170.83 |
170.68 |
S1 |
170.23 |
170.23 |
170.74 |
169.92 |
S2 |
169.60 |
169.60 |
170.62 |
|
S3 |
168.37 |
169.00 |
170.51 |
|
S4 |
167.14 |
167.77 |
170.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
171.44 |
170.21 |
1.23 |
0.7% |
0.88 |
0.5% |
44% |
False |
False |
689,707 |
10 |
171.44 |
168.31 |
3.13 |
1.8% |
0.94 |
0.5% |
78% |
False |
False |
743,060 |
20 |
171.44 |
167.69 |
3.75 |
2.2% |
0.94 |
0.6% |
82% |
False |
False |
798,241 |
40 |
171.96 |
167.69 |
4.27 |
2.5% |
0.84 |
0.5% |
72% |
False |
False |
804,883 |
60 |
174.20 |
167.69 |
6.51 |
3.8% |
0.77 |
0.4% |
47% |
False |
False |
699,739 |
80 |
174.58 |
167.69 |
6.89 |
4.0% |
0.69 |
0.4% |
44% |
False |
False |
525,456 |
100 |
174.58 |
167.69 |
6.89 |
4.0% |
0.60 |
0.4% |
44% |
False |
False |
420,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175.57 |
2.618 |
173.97 |
1.618 |
172.99 |
1.000 |
172.38 |
0.618 |
172.01 |
HIGH |
171.40 |
0.618 |
171.03 |
0.500 |
170.91 |
0.382 |
170.79 |
LOW |
170.42 |
0.618 |
169.81 |
1.000 |
169.44 |
1.618 |
168.83 |
2.618 |
167.85 |
4.250 |
166.26 |
|
|
Fisher Pivots for day following 15-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
170.91 |
170.81 |
PP |
170.86 |
170.79 |
S1 |
170.80 |
170.77 |
|