Euro Bund Future September 2021
| Trading Metrics calculated at close of trading on 07-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2021 |
07-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
172.72 |
173.60 |
0.88 |
0.5% |
171.79 |
| High |
173.65 |
174.27 |
0.62 |
0.4% |
173.19 |
| Low |
172.49 |
173.46 |
0.97 |
0.6% |
171.71 |
| Close |
173.60 |
174.02 |
0.42 |
0.2% |
173.09 |
| Range |
1.16 |
0.81 |
-0.35 |
-30.2% |
1.48 |
| ATR |
0.66 |
0.67 |
0.01 |
1.6% |
0.00 |
| Volume |
753,361 |
782,430 |
29,069 |
3.9% |
3,246,682 |
|
| Daily Pivots for day following 07-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176.35 |
175.99 |
174.47 |
|
| R3 |
175.54 |
175.18 |
174.24 |
|
| R2 |
174.73 |
174.73 |
174.17 |
|
| R1 |
174.37 |
174.37 |
174.09 |
174.55 |
| PP |
173.92 |
173.92 |
173.92 |
174.01 |
| S1 |
173.56 |
173.56 |
173.95 |
173.74 |
| S2 |
173.11 |
173.11 |
173.87 |
|
| S3 |
172.30 |
172.75 |
173.80 |
|
| S4 |
171.49 |
171.94 |
173.57 |
|
|
| 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 |
174.27 |
171.98 |
2.29 |
1.3% |
0.77 |
0.4% |
89% |
True |
False |
723,857 |
| 10 |
174.27 |
171.68 |
2.59 |
1.5% |
0.68 |
0.4% |
90% |
True |
False |
659,472 |
| 20 |
174.27 |
171.67 |
2.60 |
1.5% |
0.69 |
0.4% |
90% |
True |
False |
675,137 |
| 40 |
174.27 |
169.75 |
4.52 |
2.6% |
0.63 |
0.4% |
94% |
True |
False |
459,947 |
| 60 |
174.27 |
169.75 |
4.52 |
2.6% |
0.60 |
0.3% |
94% |
True |
False |
307,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
177.71 |
|
2.618 |
176.39 |
|
1.618 |
175.58 |
|
1.000 |
175.08 |
|
0.618 |
174.77 |
|
HIGH |
174.27 |
|
0.618 |
173.96 |
|
0.500 |
173.87 |
|
0.382 |
173.77 |
|
LOW |
173.46 |
|
0.618 |
172.96 |
|
1.000 |
172.65 |
|
1.618 |
172.15 |
|
2.618 |
171.34 |
|
4.250 |
170.02 |
|
|
| Fisher Pivots for day following 07-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
173.97 |
173.81 |
| PP |
173.92 |
173.59 |
| S1 |
173.87 |
173.38 |
|