Euro Bund Future September 2021
| Trading Metrics calculated at close of trading on 16-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2021 |
16-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
174.55 |
174.86 |
0.31 |
0.2% |
173.91 |
| High |
174.90 |
175.04 |
0.14 |
0.1% |
175.04 |
| Low |
174.45 |
174.65 |
0.20 |
0.1% |
173.70 |
| Close |
174.58 |
174.87 |
0.29 |
0.2% |
174.87 |
| Range |
0.45 |
0.39 |
-0.06 |
-13.3% |
1.34 |
| ATR |
0.65 |
0.63 |
-0.01 |
-2.1% |
0.00 |
| Volume |
623,769 |
451,477 |
-172,292 |
-27.6% |
2,947,929 |
|
| Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176.02 |
175.84 |
175.08 |
|
| R3 |
175.63 |
175.45 |
174.98 |
|
| R2 |
175.24 |
175.24 |
174.94 |
|
| R1 |
175.06 |
175.06 |
174.91 |
175.15 |
| PP |
174.85 |
174.85 |
174.85 |
174.90 |
| S1 |
174.67 |
174.67 |
174.83 |
174.76 |
| S2 |
174.46 |
174.46 |
174.80 |
|
| S3 |
174.07 |
174.28 |
174.76 |
|
| S4 |
173.68 |
173.89 |
174.66 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178.56 |
178.05 |
175.61 |
|
| R3 |
177.22 |
176.71 |
175.24 |
|
| R2 |
175.88 |
175.88 |
175.12 |
|
| R1 |
175.37 |
175.37 |
174.99 |
175.63 |
| PP |
174.54 |
174.54 |
174.54 |
174.66 |
| S1 |
174.03 |
174.03 |
174.75 |
174.29 |
| S2 |
173.20 |
173.20 |
174.62 |
|
| S3 |
171.86 |
172.69 |
174.50 |
|
| S4 |
170.52 |
171.35 |
174.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
175.04 |
173.70 |
1.34 |
0.8% |
0.53 |
0.3% |
87% |
True |
False |
589,585 |
| 10 |
175.04 |
172.49 |
2.55 |
1.5% |
0.64 |
0.4% |
93% |
True |
False |
662,091 |
| 20 |
175.04 |
171.67 |
3.37 |
1.9% |
0.64 |
0.4% |
95% |
True |
False |
666,155 |
| 40 |
175.04 |
169.95 |
5.09 |
2.9% |
0.61 |
0.3% |
97% |
True |
False |
567,639 |
| 60 |
175.04 |
169.75 |
5.29 |
3.0% |
0.60 |
0.3% |
97% |
True |
False |
380,855 |
| 80 |
175.04 |
169.75 |
5.29 |
3.0% |
0.55 |
0.3% |
97% |
True |
False |
285,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176.70 |
|
2.618 |
176.06 |
|
1.618 |
175.67 |
|
1.000 |
175.43 |
|
0.618 |
175.28 |
|
HIGH |
175.04 |
|
0.618 |
174.89 |
|
0.500 |
174.85 |
|
0.382 |
174.80 |
|
LOW |
174.65 |
|
0.618 |
174.41 |
|
1.000 |
174.26 |
|
1.618 |
174.02 |
|
2.618 |
173.63 |
|
4.250 |
172.99 |
|
|
| Fisher Pivots for day following 16-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
174.86 |
174.70 |
| PP |
174.85 |
174.54 |
| S1 |
174.85 |
174.37 |
|