Euro Bund Future December 2021
| Trading Metrics calculated at close of trading on 12-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2021 |
12-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
169.10 |
168.83 |
-0.27 |
-0.2% |
170.45 |
| High |
169.11 |
169.00 |
-0.11 |
-0.1% |
170.55 |
| Low |
168.57 |
168.21 |
-0.36 |
-0.2% |
169.11 |
| Close |
168.78 |
168.41 |
-0.37 |
-0.2% |
169.22 |
| Range |
0.54 |
0.79 |
0.25 |
46.3% |
1.44 |
| ATR |
0.67 |
0.68 |
0.01 |
1.3% |
0.00 |
| Volume |
547,675 |
1,075,163 |
527,488 |
96.3% |
3,771,774 |
|
| Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170.91 |
170.45 |
168.84 |
|
| R3 |
170.12 |
169.66 |
168.63 |
|
| R2 |
169.33 |
169.33 |
168.55 |
|
| R1 |
168.87 |
168.87 |
168.48 |
168.71 |
| PP |
168.54 |
168.54 |
168.54 |
168.46 |
| S1 |
168.08 |
168.08 |
168.34 |
167.92 |
| S2 |
167.75 |
167.75 |
168.27 |
|
| S3 |
166.96 |
167.29 |
168.19 |
|
| S4 |
166.17 |
166.50 |
167.98 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173.95 |
173.02 |
170.01 |
|
| R3 |
172.51 |
171.58 |
169.62 |
|
| R2 |
171.07 |
171.07 |
169.48 |
|
| R1 |
170.14 |
170.14 |
169.35 |
169.89 |
| PP |
169.63 |
169.63 |
169.63 |
169.50 |
| S1 |
168.70 |
168.70 |
169.09 |
168.45 |
| S2 |
168.19 |
168.19 |
168.96 |
|
| S3 |
166.75 |
167.26 |
168.82 |
|
| S4 |
165.31 |
165.82 |
168.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
170.00 |
168.21 |
1.79 |
1.1% |
0.66 |
0.4% |
11% |
False |
True |
817,083 |
| 10 |
170.55 |
168.21 |
2.34 |
1.4% |
0.66 |
0.4% |
9% |
False |
True |
785,666 |
| 20 |
172.07 |
168.21 |
3.86 |
2.3% |
0.69 |
0.4% |
5% |
False |
True |
766,370 |
| 40 |
174.33 |
168.21 |
6.12 |
3.6% |
0.63 |
0.4% |
3% |
False |
True |
558,902 |
| 60 |
174.58 |
168.21 |
6.37 |
3.8% |
0.57 |
0.3% |
3% |
False |
True |
373,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172.36 |
|
2.618 |
171.07 |
|
1.618 |
170.28 |
|
1.000 |
169.79 |
|
0.618 |
169.49 |
|
HIGH |
169.00 |
|
0.618 |
168.70 |
|
0.500 |
168.61 |
|
0.382 |
168.51 |
|
LOW |
168.21 |
|
0.618 |
167.72 |
|
1.000 |
167.42 |
|
1.618 |
166.93 |
|
2.618 |
166.14 |
|
4.250 |
164.85 |
|
|
| Fisher Pivots for day following 12-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
168.61 |
168.95 |
| PP |
168.54 |
168.77 |
| S1 |
168.48 |
168.59 |
|