Euro Bund Future September 2021
| Trading Metrics calculated at close of trading on 28-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2021 |
28-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
172.24 |
171.79 |
-0.45 |
-0.3% |
172.69 |
| High |
172.30 |
172.34 |
0.04 |
0.0% |
173.03 |
| Low |
171.68 |
171.71 |
0.03 |
0.0% |
171.67 |
| Close |
171.77 |
172.26 |
0.49 |
0.3% |
171.77 |
| Range |
0.62 |
0.63 |
0.01 |
1.6% |
1.36 |
| ATR |
0.64 |
0.64 |
0.00 |
-0.1% |
0.00 |
| Volume |
551,487 |
496,383 |
-55,104 |
-10.0% |
3,319,943 |
|
| Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173.99 |
173.76 |
172.61 |
|
| R3 |
173.36 |
173.13 |
172.43 |
|
| R2 |
172.73 |
172.73 |
172.38 |
|
| R1 |
172.50 |
172.50 |
172.32 |
172.62 |
| PP |
172.10 |
172.10 |
172.10 |
172.16 |
| S1 |
171.87 |
171.87 |
172.20 |
171.99 |
| S2 |
171.47 |
171.47 |
172.14 |
|
| S3 |
170.84 |
171.24 |
172.09 |
|
| S4 |
170.21 |
170.61 |
171.91 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176.24 |
175.36 |
172.52 |
|
| R3 |
174.88 |
174.00 |
172.14 |
|
| R2 |
173.52 |
173.52 |
172.02 |
|
| R1 |
172.64 |
172.64 |
171.89 |
172.40 |
| PP |
172.16 |
172.16 |
172.16 |
172.04 |
| S1 |
171.28 |
171.28 |
171.65 |
171.04 |
| S2 |
170.80 |
170.80 |
171.52 |
|
| S3 |
169.44 |
169.92 |
171.40 |
|
| S4 |
168.08 |
168.56 |
171.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
172.46 |
171.67 |
0.79 |
0.5% |
0.60 |
0.3% |
75% |
False |
False |
597,645 |
| 10 |
173.03 |
171.67 |
1.36 |
0.8% |
0.68 |
0.4% |
43% |
False |
False |
668,870 |
| 20 |
173.16 |
171.20 |
1.96 |
1.1% |
0.61 |
0.4% |
54% |
False |
False |
682,870 |
| 40 |
173.16 |
169.75 |
3.41 |
2.0% |
0.62 |
0.4% |
74% |
False |
False |
353,654 |
| 60 |
173.79 |
169.75 |
4.04 |
2.3% |
0.57 |
0.3% |
62% |
False |
False |
236,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175.02 |
|
2.618 |
173.99 |
|
1.618 |
173.36 |
|
1.000 |
172.97 |
|
0.618 |
172.73 |
|
HIGH |
172.34 |
|
0.618 |
172.10 |
|
0.500 |
172.03 |
|
0.382 |
171.95 |
|
LOW |
171.71 |
|
0.618 |
171.32 |
|
1.000 |
171.08 |
|
1.618 |
170.69 |
|
2.618 |
170.06 |
|
4.250 |
169.03 |
|
|
| Fisher Pivots for day following 28-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
172.18 |
172.19 |
| PP |
172.10 |
172.11 |
| S1 |
172.03 |
172.04 |
|