Euro Bund Future December 2021
Trading Metrics calculated at close of trading on 30-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2021 |
30-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
172.03 |
171.99 |
-0.04 |
0.0% |
172.19 |
High |
172.38 |
172.71 |
0.33 |
0.2% |
172.57 |
Low |
171.65 |
171.84 |
0.19 |
0.1% |
170.31 |
Close |
172.02 |
172.37 |
0.35 |
0.2% |
172.34 |
Range |
0.73 |
0.87 |
0.14 |
19.2% |
2.26 |
ATR |
0.96 |
0.95 |
-0.01 |
-0.6% |
0.00 |
Volume |
671,180 |
1,019,198 |
348,018 |
51.9% |
3,103,483 |
|
Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174.92 |
174.51 |
172.85 |
|
R3 |
174.05 |
173.64 |
172.61 |
|
R2 |
173.18 |
173.18 |
172.53 |
|
R1 |
172.77 |
172.77 |
172.45 |
172.98 |
PP |
172.31 |
172.31 |
172.31 |
172.41 |
S1 |
171.90 |
171.90 |
172.29 |
172.11 |
S2 |
171.44 |
171.44 |
172.21 |
|
S3 |
170.57 |
171.03 |
172.13 |
|
S4 |
169.70 |
170.16 |
171.89 |
|
|
Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178.52 |
177.69 |
173.58 |
|
R3 |
176.26 |
175.43 |
172.96 |
|
R2 |
174.00 |
174.00 |
172.75 |
|
R1 |
173.17 |
173.17 |
172.55 |
173.59 |
PP |
171.74 |
171.74 |
171.74 |
171.95 |
S1 |
170.91 |
170.91 |
172.13 |
171.33 |
S2 |
169.48 |
169.48 |
171.93 |
|
S3 |
167.22 |
168.65 |
171.72 |
|
S4 |
164.96 |
166.39 |
171.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
172.71 |
170.31 |
2.40 |
1.4% |
0.99 |
0.6% |
86% |
True |
False |
829,926 |
10 |
172.71 |
170.31 |
2.40 |
1.4% |
0.88 |
0.5% |
86% |
True |
False |
748,313 |
20 |
172.71 |
168.31 |
4.40 |
2.6% |
0.91 |
0.5% |
92% |
True |
False |
745,686 |
40 |
172.71 |
167.69 |
5.02 |
2.9% |
0.88 |
0.5% |
93% |
True |
False |
798,343 |
60 |
172.71 |
167.69 |
5.02 |
2.9% |
0.81 |
0.5% |
93% |
True |
False |
775,600 |
80 |
174.33 |
167.69 |
6.64 |
3.9% |
0.74 |
0.4% |
70% |
False |
False |
618,795 |
100 |
174.58 |
167.69 |
6.89 |
4.0% |
0.67 |
0.4% |
68% |
False |
False |
495,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176.41 |
2.618 |
174.99 |
1.618 |
174.12 |
1.000 |
173.58 |
0.618 |
173.25 |
HIGH |
172.71 |
0.618 |
172.38 |
0.500 |
172.28 |
0.382 |
172.17 |
LOW |
171.84 |
0.618 |
171.30 |
1.000 |
170.97 |
1.618 |
170.43 |
2.618 |
169.56 |
4.250 |
168.14 |
|
|
Fisher Pivots for day following 30-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
172.34 |
172.22 |
PP |
172.31 |
172.07 |
S1 |
172.28 |
171.93 |
|