Euro Bund Future March 2022
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 |
173.62 |
173.61 |
-0.01 |
0.0% |
173.81 |
High |
173.97 |
174.37 |
0.40 |
0.2% |
174.10 |
Low |
173.24 |
173.50 |
0.26 |
0.2% |
171.77 |
Close |
173.63 |
174.09 |
0.46 |
0.3% |
173.97 |
Range |
0.73 |
0.87 |
0.14 |
19.2% |
2.33 |
ATR |
0.87 |
0.87 |
0.00 |
0.0% |
0.00 |
Volume |
89,750 |
129,508 |
39,758 |
44.3% |
135,777 |
|
Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.60 |
176.21 |
174.57 |
|
R3 |
175.73 |
175.34 |
174.33 |
|
R2 |
174.86 |
174.86 |
174.25 |
|
R1 |
174.47 |
174.47 |
174.17 |
174.67 |
PP |
173.99 |
173.99 |
173.99 |
174.08 |
S1 |
173.60 |
173.60 |
174.01 |
173.80 |
S2 |
173.12 |
173.12 |
173.93 |
|
S3 |
172.25 |
172.73 |
173.85 |
|
S4 |
171.38 |
171.86 |
173.61 |
|
|
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 |
174.37 |
171.77 |
2.60 |
1.5% |
0.86 |
0.5% |
89% |
True |
False |
62,435 |
10 |
174.37 |
171.77 |
2.60 |
1.5% |
0.88 |
0.5% |
89% |
True |
False |
40,332 |
20 |
174.37 |
170.65 |
3.72 |
2.1% |
0.85 |
0.5% |
92% |
True |
False |
24,797 |
40 |
174.37 |
169.34 |
5.03 |
2.9% |
0.75 |
0.4% |
94% |
True |
False |
15,677 |
60 |
174.37 |
169.34 |
5.03 |
2.9% |
0.65 |
0.4% |
94% |
True |
False |
10,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178.07 |
2.618 |
176.65 |
1.618 |
175.78 |
1.000 |
175.24 |
0.618 |
174.91 |
HIGH |
174.37 |
0.618 |
174.04 |
0.500 |
173.94 |
0.382 |
173.83 |
LOW |
173.50 |
0.618 |
172.96 |
1.000 |
172.63 |
1.618 |
172.09 |
2.618 |
171.22 |
4.250 |
169.80 |
|
|
Fisher Pivots for day following 30-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
174.04 |
173.91 |
PP |
173.99 |
173.72 |
S1 |
173.94 |
173.54 |
|