Euro Bund Future December 2021
| Trading Metrics calculated at close of trading on 02-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2021 |
02-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
172.19 |
172.47 |
0.28 |
0.2% |
172.19 |
| High |
172.59 |
173.06 |
0.47 |
0.3% |
172.57 |
| Low |
171.63 |
172.12 |
0.49 |
0.3% |
170.31 |
| Close |
172.07 |
172.75 |
0.68 |
0.4% |
172.34 |
| Range |
0.96 |
0.94 |
-0.02 |
-2.1% |
2.26 |
| ATR |
0.95 |
0.95 |
0.00 |
0.3% |
0.00 |
| Volume |
1,047,059 |
1,415,576 |
368,517 |
35.2% |
3,103,483 |
|
| Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175.46 |
175.05 |
173.27 |
|
| R3 |
174.52 |
174.11 |
173.01 |
|
| R2 |
173.58 |
173.58 |
172.92 |
|
| R1 |
173.17 |
173.17 |
172.84 |
173.38 |
| PP |
172.64 |
172.64 |
172.64 |
172.75 |
| S1 |
172.23 |
172.23 |
172.66 |
172.44 |
| S2 |
171.70 |
171.70 |
172.58 |
|
| S3 |
170.76 |
171.29 |
172.49 |
|
| S4 |
169.82 |
170.35 |
172.23 |
|
|
| 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 |
173.06 |
171.14 |
1.92 |
1.1% |
0.96 |
0.6% |
84% |
True |
False |
1,006,531 |
| 10 |
173.06 |
170.31 |
2.75 |
1.6% |
0.98 |
0.6% |
89% |
True |
False |
878,980 |
| 20 |
173.06 |
169.03 |
4.03 |
2.3% |
0.92 |
0.5% |
92% |
True |
False |
784,876 |
| 40 |
173.06 |
167.69 |
5.37 |
3.1% |
0.89 |
0.5% |
94% |
True |
False |
819,198 |
| 60 |
173.06 |
167.69 |
5.37 |
3.1% |
0.82 |
0.5% |
94% |
True |
False |
790,778 |
| 80 |
174.33 |
167.69 |
6.64 |
3.8% |
0.75 |
0.4% |
76% |
False |
False |
649,571 |
| 100 |
174.58 |
167.69 |
6.89 |
4.0% |
0.69 |
0.4% |
73% |
False |
False |
519,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
177.06 |
|
2.618 |
175.52 |
|
1.618 |
174.58 |
|
1.000 |
174.00 |
|
0.618 |
173.64 |
|
HIGH |
173.06 |
|
0.618 |
172.70 |
|
0.500 |
172.59 |
|
0.382 |
172.48 |
|
LOW |
172.12 |
|
0.618 |
171.54 |
|
1.000 |
171.18 |
|
1.618 |
170.60 |
|
2.618 |
169.66 |
|
4.250 |
168.13 |
|
|
| Fisher Pivots for day following 02-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
172.70 |
172.62 |
| PP |
172.64 |
172.48 |
| S1 |
172.59 |
172.35 |
|