Euro Bund Future March 2022
Trading Metrics calculated at close of trading on 26-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2021 |
26-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
172.13 |
172.70 |
0.57 |
0.3% |
173.81 |
High |
172.60 |
174.07 |
1.47 |
0.9% |
174.10 |
Low |
172.11 |
172.70 |
0.59 |
0.3% |
171.77 |
Close |
172.53 |
173.97 |
1.44 |
0.8% |
173.97 |
Range |
0.49 |
1.37 |
0.88 |
179.6% |
2.33 |
ATR |
0.83 |
0.88 |
0.05 |
6.1% |
0.00 |
Volume |
19,734 |
37,478 |
17,744 |
89.9% |
135,777 |
|
Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.69 |
177.20 |
174.72 |
|
R3 |
176.32 |
175.83 |
174.35 |
|
R2 |
174.95 |
174.95 |
174.22 |
|
R1 |
174.46 |
174.46 |
174.10 |
174.71 |
PP |
173.58 |
173.58 |
173.58 |
173.70 |
S1 |
173.09 |
173.09 |
173.84 |
173.34 |
S2 |
172.21 |
172.21 |
173.72 |
|
S3 |
170.84 |
171.72 |
173.59 |
|
S4 |
169.47 |
170.35 |
173.22 |
|
|
Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
180.27 |
179.45 |
175.25 |
|
R3 |
177.94 |
177.12 |
174.61 |
|
R2 |
175.61 |
175.61 |
174.40 |
|
R1 |
174.79 |
174.79 |
174.18 |
175.20 |
PP |
173.28 |
173.28 |
173.28 |
173.49 |
S1 |
172.46 |
172.46 |
173.76 |
172.87 |
S2 |
170.95 |
170.95 |
173.54 |
|
S3 |
168.62 |
170.13 |
173.33 |
|
S4 |
166.29 |
167.80 |
172.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
174.10 |
171.77 |
2.33 |
1.3% |
0.98 |
0.6% |
94% |
False |
False |
27,155 |
10 |
174.10 |
171.77 |
2.33 |
1.3% |
0.85 |
0.5% |
94% |
False |
False |
20,624 |
20 |
174.10 |
169.48 |
4.62 |
2.7% |
0.84 |
0.5% |
97% |
False |
False |
16,626 |
40 |
174.10 |
169.34 |
4.76 |
2.7% |
0.74 |
0.4% |
97% |
False |
False |
10,326 |
60 |
174.12 |
169.34 |
4.78 |
2.7% |
0.62 |
0.4% |
97% |
False |
False |
7,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
179.89 |
2.618 |
177.66 |
1.618 |
176.29 |
1.000 |
175.44 |
0.618 |
174.92 |
HIGH |
174.07 |
0.618 |
173.55 |
0.500 |
173.39 |
0.382 |
173.22 |
LOW |
172.70 |
0.618 |
171.85 |
1.000 |
171.33 |
1.618 |
170.48 |
2.618 |
169.11 |
4.250 |
166.88 |
|
|
Fisher Pivots for day following 26-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
173.78 |
173.62 |
PP |
173.58 |
173.27 |
S1 |
173.39 |
172.92 |
|