Euro Bund Future December 2021
Trading Metrics calculated at close of trading on 26-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2021 |
26-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
170.74 |
171.19 |
0.45 |
0.3% |
172.19 |
High |
171.18 |
172.46 |
1.28 |
0.7% |
172.57 |
Low |
170.31 |
171.14 |
0.83 |
0.5% |
170.31 |
Close |
170.54 |
172.34 |
1.80 |
1.1% |
172.34 |
Range |
0.87 |
1.32 |
0.45 |
51.7% |
2.26 |
ATR |
0.90 |
0.97 |
0.07 |
8.1% |
0.00 |
Volume |
794,330 |
879,643 |
85,313 |
10.7% |
3,103,483 |
|
Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175.94 |
175.46 |
173.07 |
|
R3 |
174.62 |
174.14 |
172.70 |
|
R2 |
173.30 |
173.30 |
172.58 |
|
R1 |
172.82 |
172.82 |
172.46 |
173.06 |
PP |
171.98 |
171.98 |
171.98 |
172.10 |
S1 |
171.50 |
171.50 |
172.22 |
171.74 |
S2 |
170.66 |
170.66 |
172.10 |
|
S3 |
169.34 |
170.18 |
171.98 |
|
S4 |
168.02 |
168.86 |
171.61 |
|
|
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 |
172.57 |
170.31 |
2.26 |
1.3% |
1.16 |
0.7% |
90% |
False |
False |
799,261 |
10 |
172.57 |
170.31 |
2.26 |
1.3% |
0.89 |
0.5% |
90% |
False |
False |
710,069 |
20 |
172.57 |
167.69 |
4.88 |
2.8% |
0.94 |
0.5% |
95% |
False |
False |
765,463 |
40 |
172.57 |
167.69 |
4.88 |
2.8% |
0.87 |
0.5% |
95% |
False |
False |
790,735 |
60 |
172.76 |
167.69 |
5.07 |
2.9% |
0.81 |
0.5% |
92% |
False |
False |
780,842 |
80 |
174.58 |
167.69 |
6.89 |
4.0% |
0.73 |
0.4% |
67% |
False |
False |
597,698 |
100 |
174.58 |
167.69 |
6.89 |
4.0% |
0.66 |
0.4% |
67% |
False |
False |
478,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178.07 |
2.618 |
175.92 |
1.618 |
174.60 |
1.000 |
173.78 |
0.618 |
173.28 |
HIGH |
172.46 |
0.618 |
171.96 |
0.500 |
171.80 |
0.382 |
171.64 |
LOW |
171.14 |
0.618 |
170.32 |
1.000 |
169.82 |
1.618 |
169.00 |
2.618 |
167.68 |
4.250 |
165.53 |
|
|
Fisher Pivots for day following 26-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
172.16 |
172.02 |
PP |
171.98 |
171.70 |
S1 |
171.80 |
171.39 |
|