Euro Bund Future September 2021
| Trading Metrics calculated at close of trading on 19-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
174.86 |
175.15 |
0.29 |
0.2% |
173.91 |
| High |
175.04 |
175.72 |
0.68 |
0.4% |
175.04 |
| Low |
174.65 |
175.02 |
0.37 |
0.2% |
173.70 |
| Close |
174.87 |
175.52 |
0.65 |
0.4% |
174.87 |
| Range |
0.39 |
0.70 |
0.31 |
79.5% |
1.34 |
| ATR |
0.63 |
0.65 |
0.02 |
2.4% |
0.00 |
| Volume |
451,477 |
745,286 |
293,809 |
65.1% |
2,947,929 |
|
| Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177.52 |
177.22 |
175.91 |
|
| R3 |
176.82 |
176.52 |
175.71 |
|
| R2 |
176.12 |
176.12 |
175.65 |
|
| R1 |
175.82 |
175.82 |
175.58 |
175.97 |
| PP |
175.42 |
175.42 |
175.42 |
175.50 |
| S1 |
175.12 |
175.12 |
175.46 |
175.27 |
| S2 |
174.72 |
174.72 |
175.39 |
|
| S3 |
174.02 |
174.42 |
175.33 |
|
| S4 |
173.32 |
173.72 |
175.14 |
|
|
| 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 |
175.72 |
173.70 |
2.02 |
1.2% |
0.59 |
0.3% |
90% |
True |
False |
647,323 |
| 10 |
175.72 |
172.49 |
3.23 |
1.8% |
0.65 |
0.4% |
94% |
True |
False |
667,366 |
| 20 |
175.72 |
171.67 |
4.05 |
2.3% |
0.64 |
0.4% |
95% |
True |
False |
662,014 |
| 40 |
175.72 |
170.27 |
5.45 |
3.1% |
0.61 |
0.4% |
96% |
True |
False |
585,831 |
| 60 |
175.72 |
169.75 |
5.97 |
3.4% |
0.60 |
0.3% |
97% |
True |
False |
393,259 |
| 80 |
175.72 |
169.75 |
5.97 |
3.4% |
0.56 |
0.3% |
97% |
True |
False |
295,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
178.70 |
|
2.618 |
177.55 |
|
1.618 |
176.85 |
|
1.000 |
176.42 |
|
0.618 |
176.15 |
|
HIGH |
175.72 |
|
0.618 |
175.45 |
|
0.500 |
175.37 |
|
0.382 |
175.29 |
|
LOW |
175.02 |
|
0.618 |
174.59 |
|
1.000 |
174.32 |
|
1.618 |
173.89 |
|
2.618 |
173.19 |
|
4.250 |
172.05 |
|
|
| Fisher Pivots for day following 19-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
175.47 |
175.38 |
| PP |
175.42 |
175.23 |
| S1 |
175.37 |
175.09 |
|