Euro Bund Future September 2021
| Trading Metrics calculated at close of trading on 06-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2021 |
06-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
172.62 |
172.72 |
0.10 |
0.1% |
171.79 |
| High |
173.19 |
173.65 |
0.46 |
0.3% |
173.19 |
| Low |
172.54 |
172.49 |
-0.05 |
0.0% |
171.71 |
| Close |
173.09 |
173.60 |
0.51 |
0.3% |
173.09 |
| Range |
0.65 |
1.16 |
0.51 |
78.5% |
1.48 |
| ATR |
0.63 |
0.66 |
0.04 |
6.1% |
0.00 |
| Volume |
692,536 |
753,361 |
60,825 |
8.8% |
3,246,682 |
|
| Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176.73 |
176.32 |
174.24 |
|
| R3 |
175.57 |
175.16 |
173.92 |
|
| R2 |
174.41 |
174.41 |
173.81 |
|
| R1 |
174.00 |
174.00 |
173.71 |
174.21 |
| PP |
173.25 |
173.25 |
173.25 |
173.35 |
| S1 |
172.84 |
172.84 |
173.49 |
173.05 |
| S2 |
172.09 |
172.09 |
173.39 |
|
| S3 |
170.93 |
171.68 |
173.28 |
|
| S4 |
169.77 |
170.52 |
172.96 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177.10 |
176.58 |
173.90 |
|
| R3 |
175.62 |
175.10 |
173.50 |
|
| R2 |
174.14 |
174.14 |
173.36 |
|
| R1 |
173.62 |
173.62 |
173.23 |
173.88 |
| PP |
172.66 |
172.66 |
172.66 |
172.80 |
| S1 |
172.14 |
172.14 |
172.95 |
172.40 |
| S2 |
171.18 |
171.18 |
172.82 |
|
| S3 |
169.70 |
170.66 |
172.68 |
|
| S4 |
168.22 |
169.18 |
172.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
173.65 |
171.86 |
1.79 |
1.0% |
0.70 |
0.4% |
97% |
True |
False |
700,732 |
| 10 |
173.65 |
171.67 |
1.98 |
1.1% |
0.65 |
0.4% |
97% |
True |
False |
649,188 |
| 20 |
173.65 |
171.67 |
1.98 |
1.1% |
0.67 |
0.4% |
97% |
True |
False |
672,684 |
| 40 |
173.65 |
169.75 |
3.90 |
2.2% |
0.62 |
0.4% |
99% |
True |
False |
440,462 |
| 60 |
173.65 |
169.75 |
3.90 |
2.2% |
0.59 |
0.3% |
99% |
True |
False |
294,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
178.58 |
|
2.618 |
176.69 |
|
1.618 |
175.53 |
|
1.000 |
174.81 |
|
0.618 |
174.37 |
|
HIGH |
173.65 |
|
0.618 |
173.21 |
|
0.500 |
173.07 |
|
0.382 |
172.93 |
|
LOW |
172.49 |
|
0.618 |
171.77 |
|
1.000 |
171.33 |
|
1.618 |
170.61 |
|
2.618 |
169.45 |
|
4.250 |
167.56 |
|
|
| Fisher Pivots for day following 06-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
173.42 |
173.38 |
| PP |
173.25 |
173.16 |
| S1 |
173.07 |
172.94 |
|