Euro Bund Future December 2021
| Trading Metrics calculated at close of trading on 01-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2021 |
01-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
170.12 |
170.03 |
-0.09 |
-0.1% |
170.33 |
| High |
170.19 |
170.53 |
0.34 |
0.2% |
170.68 |
| Low |
169.56 |
169.92 |
0.36 |
0.2% |
169.48 |
| Close |
169.82 |
170.22 |
0.40 |
0.2% |
170.22 |
| Range |
0.63 |
0.61 |
-0.02 |
-3.2% |
1.20 |
| ATR |
0.67 |
0.67 |
0.00 |
0.4% |
0.00 |
| Volume |
943,027 |
781,482 |
-161,545 |
-17.1% |
4,192,102 |
|
| Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172.05 |
171.75 |
170.56 |
|
| R3 |
171.44 |
171.14 |
170.39 |
|
| R2 |
170.83 |
170.83 |
170.33 |
|
| R1 |
170.53 |
170.53 |
170.28 |
170.68 |
| PP |
170.22 |
170.22 |
170.22 |
170.30 |
| S1 |
169.92 |
169.92 |
170.16 |
170.07 |
| S2 |
169.61 |
169.61 |
170.11 |
|
| S3 |
169.00 |
169.31 |
170.05 |
|
| S4 |
168.39 |
168.70 |
169.88 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173.73 |
173.17 |
170.88 |
|
| R3 |
172.53 |
171.97 |
170.55 |
|
| R2 |
171.33 |
171.33 |
170.44 |
|
| R1 |
170.77 |
170.77 |
170.33 |
170.45 |
| PP |
170.13 |
170.13 |
170.13 |
169.97 |
| S1 |
169.57 |
169.57 |
170.11 |
169.25 |
| S2 |
168.93 |
168.93 |
170.00 |
|
| S3 |
167.73 |
168.37 |
169.89 |
|
| S4 |
166.53 |
167.17 |
169.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
170.68 |
169.48 |
1.20 |
0.7% |
0.75 |
0.4% |
62% |
False |
False |
838,420 |
| 10 |
171.96 |
169.48 |
2.48 |
1.5% |
0.74 |
0.4% |
30% |
False |
False |
784,298 |
| 20 |
172.76 |
169.48 |
3.28 |
1.9% |
0.69 |
0.4% |
23% |
False |
False |
744,579 |
| 40 |
174.33 |
169.48 |
4.85 |
2.8% |
0.60 |
0.4% |
15% |
False |
False |
424,166 |
| 60 |
174.58 |
169.48 |
5.10 |
3.0% |
0.52 |
0.3% |
15% |
False |
False |
283,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173.12 |
|
2.618 |
172.13 |
|
1.618 |
171.52 |
|
1.000 |
171.14 |
|
0.618 |
170.91 |
|
HIGH |
170.53 |
|
0.618 |
170.30 |
|
0.500 |
170.23 |
|
0.382 |
170.15 |
|
LOW |
169.92 |
|
0.618 |
169.54 |
|
1.000 |
169.31 |
|
1.618 |
168.93 |
|
2.618 |
168.32 |
|
4.250 |
167.33 |
|
|
| Fisher Pivots for day following 01-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
170.23 |
170.16 |
| PP |
170.22 |
170.10 |
| S1 |
170.22 |
170.05 |
|