Euro Bund Future September 2021
| Trading Metrics calculated at close of trading on 08-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2021 |
08-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
173.60 |
174.16 |
0.56 |
0.3% |
171.79 |
| High |
174.27 |
174.77 |
0.50 |
0.3% |
173.19 |
| Low |
173.46 |
174.09 |
0.63 |
0.4% |
171.71 |
| Close |
174.02 |
174.34 |
0.32 |
0.2% |
173.09 |
| Range |
0.81 |
0.68 |
-0.13 |
-16.0% |
1.48 |
| ATR |
0.67 |
0.68 |
0.01 |
0.8% |
0.00 |
| Volume |
782,430 |
892,128 |
109,698 |
14.0% |
3,246,682 |
|
| Daily Pivots for day following 08-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176.44 |
176.07 |
174.71 |
|
| R3 |
175.76 |
175.39 |
174.53 |
|
| R2 |
175.08 |
175.08 |
174.46 |
|
| R1 |
174.71 |
174.71 |
174.40 |
174.90 |
| PP |
174.40 |
174.40 |
174.40 |
174.49 |
| S1 |
174.03 |
174.03 |
174.28 |
174.22 |
| S2 |
173.72 |
173.72 |
174.22 |
|
| S3 |
173.04 |
173.35 |
174.15 |
|
| S4 |
172.36 |
172.67 |
173.97 |
|
|
| 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 |
174.77 |
172.22 |
2.55 |
1.5% |
0.75 |
0.4% |
83% |
True |
False |
757,470 |
| 10 |
174.77 |
171.68 |
3.09 |
1.8% |
0.68 |
0.4% |
86% |
True |
False |
679,956 |
| 20 |
174.77 |
171.67 |
3.10 |
1.8% |
0.68 |
0.4% |
86% |
True |
False |
683,946 |
| 40 |
174.77 |
169.75 |
5.02 |
2.9% |
0.63 |
0.4% |
91% |
True |
False |
482,098 |
| 60 |
174.77 |
169.75 |
5.02 |
2.9% |
0.60 |
0.3% |
91% |
True |
False |
322,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
177.66 |
|
2.618 |
176.55 |
|
1.618 |
175.87 |
|
1.000 |
175.45 |
|
0.618 |
175.19 |
|
HIGH |
174.77 |
|
0.618 |
174.51 |
|
0.500 |
174.43 |
|
0.382 |
174.35 |
|
LOW |
174.09 |
|
0.618 |
173.67 |
|
1.000 |
173.41 |
|
1.618 |
172.99 |
|
2.618 |
172.31 |
|
4.250 |
171.20 |
|
|
| Fisher Pivots for day following 08-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
174.43 |
174.10 |
| PP |
174.40 |
173.87 |
| S1 |
174.37 |
173.63 |
|