Euro Bund Future December 2021
Trading Metrics calculated at close of trading on 20-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
171.20 |
171.01 |
-0.19 |
-0.1% |
171.71 |
High |
171.32 |
171.84 |
0.52 |
0.3% |
172.12 |
Low |
170.81 |
170.99 |
0.18 |
0.1% |
170.81 |
Close |
171.00 |
171.55 |
0.55 |
0.3% |
171.00 |
Range |
0.51 |
0.85 |
0.34 |
66.7% |
1.31 |
ATR |
0.58 |
0.60 |
0.02 |
3.3% |
0.00 |
Volume |
675,355 |
702,845 |
27,490 |
4.1% |
3,316,463 |
|
Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174.01 |
173.63 |
172.02 |
|
R3 |
173.16 |
172.78 |
171.78 |
|
R2 |
172.31 |
172.31 |
171.71 |
|
R1 |
171.93 |
171.93 |
171.63 |
172.12 |
PP |
171.46 |
171.46 |
171.46 |
171.56 |
S1 |
171.08 |
171.08 |
171.47 |
171.27 |
S2 |
170.61 |
170.61 |
171.39 |
|
S3 |
169.76 |
170.23 |
171.32 |
|
S4 |
168.91 |
169.38 |
171.08 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175.24 |
174.43 |
171.72 |
|
R3 |
173.93 |
173.12 |
171.36 |
|
R2 |
172.62 |
172.62 |
171.24 |
|
R1 |
171.81 |
171.81 |
171.12 |
171.56 |
PP |
171.31 |
171.31 |
171.31 |
171.19 |
S1 |
170.50 |
170.50 |
170.88 |
170.25 |
S2 |
170.00 |
170.00 |
170.76 |
|
S3 |
168.69 |
169.19 |
170.64 |
|
S4 |
167.38 |
167.88 |
170.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
172.12 |
170.81 |
1.31 |
0.8% |
0.66 |
0.4% |
56% |
False |
False |
720,098 |
10 |
172.48 |
170.81 |
1.67 |
1.0% |
0.65 |
0.4% |
44% |
False |
False |
685,759 |
20 |
174.20 |
170.81 |
3.39 |
2.0% |
0.63 |
0.4% |
22% |
False |
False |
489,451 |
40 |
174.58 |
170.81 |
3.77 |
2.2% |
0.53 |
0.3% |
20% |
False |
False |
246,029 |
60 |
174.58 |
169.22 |
5.36 |
3.1% |
0.45 |
0.3% |
43% |
False |
False |
164,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175.45 |
2.618 |
174.07 |
1.618 |
173.22 |
1.000 |
172.69 |
0.618 |
172.37 |
HIGH |
171.84 |
0.618 |
171.52 |
0.500 |
171.42 |
0.382 |
171.31 |
LOW |
170.99 |
0.618 |
170.46 |
1.000 |
170.14 |
1.618 |
169.61 |
2.618 |
168.76 |
4.250 |
167.38 |
|
|
Fisher Pivots for day following 20-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
171.51 |
171.48 |
PP |
171.46 |
171.40 |
S1 |
171.42 |
171.33 |
|