Euro Bund Future December 2021
| Trading Metrics calculated at close of trading on 19-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2021 |
19-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
169.22 |
169.08 |
-0.14 |
-0.1% |
169.10 |
| High |
169.30 |
169.48 |
0.18 |
0.1% |
169.92 |
| Low |
168.64 |
168.34 |
-0.30 |
-0.2% |
168.21 |
| Close |
169.11 |
168.54 |
-0.57 |
-0.3% |
169.56 |
| Range |
0.66 |
1.14 |
0.48 |
72.7% |
1.71 |
| ATR |
0.74 |
0.77 |
0.03 |
3.9% |
0.00 |
| Volume |
913,620 |
846,461 |
-67,159 |
-7.4% |
4,404,961 |
|
| Daily Pivots for day following 19-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172.21 |
171.51 |
169.17 |
|
| R3 |
171.07 |
170.37 |
168.85 |
|
| R2 |
169.93 |
169.93 |
168.75 |
|
| R1 |
169.23 |
169.23 |
168.64 |
169.01 |
| PP |
168.79 |
168.79 |
168.79 |
168.68 |
| S1 |
168.09 |
168.09 |
168.44 |
167.87 |
| S2 |
167.65 |
167.65 |
168.33 |
|
| S3 |
166.51 |
166.95 |
168.23 |
|
| S4 |
165.37 |
165.81 |
167.91 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174.36 |
173.67 |
170.50 |
|
| R3 |
172.65 |
171.96 |
170.03 |
|
| R2 |
170.94 |
170.94 |
169.87 |
|
| R1 |
170.25 |
170.25 |
169.72 |
170.60 |
| PP |
169.23 |
169.23 |
169.23 |
169.40 |
| S1 |
168.54 |
168.54 |
169.40 |
168.89 |
| S2 |
167.52 |
167.52 |
169.25 |
|
| S3 |
165.81 |
166.83 |
169.09 |
|
| S4 |
164.10 |
165.12 |
168.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
169.92 |
168.31 |
1.61 |
1.0% |
0.91 |
0.5% |
14% |
False |
False |
908,440 |
| 10 |
170.00 |
168.21 |
1.79 |
1.1% |
0.79 |
0.5% |
18% |
False |
False |
862,761 |
| 20 |
171.93 |
168.21 |
3.72 |
2.2% |
0.75 |
0.4% |
9% |
False |
False |
821,199 |
| 40 |
174.14 |
168.21 |
5.93 |
3.5% |
0.70 |
0.4% |
6% |
False |
False |
671,406 |
| 60 |
174.58 |
168.21 |
6.37 |
3.8% |
0.61 |
0.4% |
5% |
False |
False |
448,632 |
| 80 |
174.58 |
168.21 |
6.37 |
3.8% |
0.53 |
0.3% |
5% |
False |
False |
336,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
174.33 |
|
2.618 |
172.46 |
|
1.618 |
171.32 |
|
1.000 |
170.62 |
|
0.618 |
170.18 |
|
HIGH |
169.48 |
|
0.618 |
169.04 |
|
0.500 |
168.91 |
|
0.382 |
168.78 |
|
LOW |
168.34 |
|
0.618 |
167.64 |
|
1.000 |
167.20 |
|
1.618 |
166.50 |
|
2.618 |
165.36 |
|
4.250 |
163.50 |
|
|
| Fisher Pivots for day following 19-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
168.91 |
169.09 |
| PP |
168.79 |
168.91 |
| S1 |
168.66 |
168.72 |
|