Euro Bund Future September 2021
| Trading Metrics calculated at close of trading on 20-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
175.15 |
175.48 |
0.33 |
0.2% |
173.91 |
| High |
175.72 |
176.28 |
0.56 |
0.3% |
175.04 |
| Low |
175.02 |
175.41 |
0.39 |
0.2% |
173.70 |
| Close |
175.52 |
175.85 |
0.33 |
0.2% |
174.87 |
| Range |
0.70 |
0.87 |
0.17 |
24.3% |
1.34 |
| ATR |
0.65 |
0.67 |
0.02 |
2.4% |
0.00 |
| Volume |
745,286 |
919,529 |
174,243 |
23.4% |
2,947,929 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178.46 |
178.02 |
176.33 |
|
| R3 |
177.59 |
177.15 |
176.09 |
|
| R2 |
176.72 |
176.72 |
176.01 |
|
| R1 |
176.28 |
176.28 |
175.93 |
176.50 |
| PP |
175.85 |
175.85 |
175.85 |
175.96 |
| S1 |
175.41 |
175.41 |
175.77 |
175.63 |
| S2 |
174.98 |
174.98 |
175.69 |
|
| S3 |
174.11 |
174.54 |
175.61 |
|
| S4 |
173.24 |
173.67 |
175.37 |
|
|
| 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 |
176.28 |
173.70 |
2.58 |
1.5% |
0.64 |
0.4% |
83% |
True |
False |
670,518 |
| 10 |
176.28 |
173.46 |
2.82 |
1.6% |
0.62 |
0.4% |
85% |
True |
False |
683,983 |
| 20 |
176.28 |
171.67 |
4.61 |
2.6% |
0.63 |
0.4% |
91% |
True |
False |
666,586 |
| 40 |
176.28 |
170.56 |
5.72 |
3.3% |
0.62 |
0.4% |
92% |
True |
False |
608,235 |
| 60 |
176.28 |
169.75 |
6.53 |
3.7% |
0.61 |
0.3% |
93% |
True |
False |
408,532 |
| 80 |
176.28 |
169.75 |
6.53 |
3.7% |
0.57 |
0.3% |
93% |
True |
False |
306,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
179.98 |
|
2.618 |
178.56 |
|
1.618 |
177.69 |
|
1.000 |
177.15 |
|
0.618 |
176.82 |
|
HIGH |
176.28 |
|
0.618 |
175.95 |
|
0.500 |
175.85 |
|
0.382 |
175.74 |
|
LOW |
175.41 |
|
0.618 |
174.87 |
|
1.000 |
174.54 |
|
1.618 |
174.00 |
|
2.618 |
173.13 |
|
4.250 |
171.71 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
175.85 |
175.72 |
| PP |
175.85 |
175.59 |
| S1 |
175.85 |
175.47 |
|