Euro Bund Future September 2021
| Trading Metrics calculated at close of trading on 30-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2021 |
30-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
172.25 |
172.13 |
-0.12 |
-0.1% |
172.69 |
| High |
172.33 |
172.74 |
0.41 |
0.2% |
173.03 |
| Low |
171.86 |
171.98 |
0.12 |
0.1% |
171.67 |
| Close |
172.07 |
172.61 |
0.54 |
0.3% |
171.77 |
| Range |
0.47 |
0.76 |
0.29 |
61.7% |
1.36 |
| ATR |
0.63 |
0.63 |
0.01 |
1.5% |
0.00 |
| Volume |
666,802 |
724,062 |
57,260 |
8.6% |
3,319,943 |
|
| Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174.72 |
174.43 |
173.03 |
|
| R3 |
173.96 |
173.67 |
172.82 |
|
| R2 |
173.20 |
173.20 |
172.75 |
|
| R1 |
172.91 |
172.91 |
172.68 |
173.06 |
| PP |
172.44 |
172.44 |
172.44 |
172.52 |
| S1 |
172.15 |
172.15 |
172.54 |
172.30 |
| S2 |
171.68 |
171.68 |
172.47 |
|
| S3 |
170.92 |
171.39 |
172.40 |
|
| S4 |
170.16 |
170.63 |
172.19 |
|
|
| 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 |
172.74 |
171.68 |
1.06 |
0.6% |
0.60 |
0.3% |
88% |
True |
False |
602,442 |
| 10 |
173.03 |
171.67 |
1.36 |
0.8% |
0.67 |
0.4% |
69% |
False |
False |
683,794 |
| 20 |
173.16 |
171.37 |
1.79 |
1.0% |
0.63 |
0.4% |
69% |
False |
False |
675,719 |
| 40 |
173.16 |
169.75 |
3.41 |
2.0% |
0.60 |
0.3% |
84% |
False |
False |
388,056 |
| 60 |
173.79 |
169.75 |
4.04 |
2.3% |
0.57 |
0.3% |
71% |
False |
False |
259,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175.97 |
|
2.618 |
174.73 |
|
1.618 |
173.97 |
|
1.000 |
173.50 |
|
0.618 |
173.21 |
|
HIGH |
172.74 |
|
0.618 |
172.45 |
|
0.500 |
172.36 |
|
0.382 |
172.27 |
|
LOW |
171.98 |
|
0.618 |
171.51 |
|
1.000 |
171.22 |
|
1.618 |
170.75 |
|
2.618 |
169.99 |
|
4.250 |
168.75 |
|
|
| Fisher Pivots for day following 30-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
172.53 |
172.48 |
| PP |
172.44 |
172.35 |
| S1 |
172.36 |
172.23 |
|