Euro Bund Future September 2021
| Trading Metrics calculated at close of trading on 23-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
175.54 |
175.90 |
0.36 |
0.2% |
175.15 |
| High |
176.15 |
175.97 |
-0.18 |
-0.1% |
176.28 |
| Low |
175.24 |
175.56 |
0.32 |
0.2% |
175.02 |
| Close |
175.94 |
175.81 |
-0.13 |
-0.1% |
175.81 |
| Range |
0.91 |
0.41 |
-0.50 |
-54.9% |
1.26 |
| ATR |
0.69 |
0.67 |
-0.02 |
-2.9% |
0.00 |
| Volume |
695,784 |
476,079 |
-219,705 |
-31.6% |
3,592,055 |
|
| Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177.01 |
176.82 |
176.04 |
|
| R3 |
176.60 |
176.41 |
175.92 |
|
| R2 |
176.19 |
176.19 |
175.89 |
|
| R1 |
176.00 |
176.00 |
175.85 |
175.89 |
| PP |
175.78 |
175.78 |
175.78 |
175.73 |
| S1 |
175.59 |
175.59 |
175.77 |
175.48 |
| S2 |
175.37 |
175.37 |
175.73 |
|
| S3 |
174.96 |
175.18 |
175.70 |
|
| S4 |
174.55 |
174.77 |
175.58 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179.48 |
178.91 |
176.50 |
|
| R3 |
178.22 |
177.65 |
176.16 |
|
| R2 |
176.96 |
176.96 |
176.04 |
|
| R1 |
176.39 |
176.39 |
175.93 |
176.68 |
| PP |
175.70 |
175.70 |
175.70 |
175.85 |
| S1 |
175.13 |
175.13 |
175.69 |
175.42 |
| S2 |
174.44 |
174.44 |
175.58 |
|
| S3 |
173.18 |
173.87 |
175.46 |
|
| S4 |
171.92 |
172.61 |
175.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
176.28 |
175.02 |
1.26 |
0.7% |
0.72 |
0.4% |
63% |
False |
False |
718,411 |
| 10 |
176.28 |
173.70 |
2.58 |
1.5% |
0.62 |
0.4% |
82% |
False |
False |
653,998 |
| 20 |
176.28 |
171.68 |
4.60 |
2.6% |
0.65 |
0.4% |
90% |
False |
False |
665,930 |
| 40 |
176.28 |
171.07 |
5.21 |
3.0% |
0.63 |
0.4% |
91% |
False |
False |
652,097 |
| 60 |
176.28 |
169.75 |
6.53 |
3.7% |
0.62 |
0.4% |
93% |
False |
False |
440,555 |
| 80 |
176.28 |
169.75 |
6.53 |
3.7% |
0.58 |
0.3% |
93% |
False |
False |
330,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
177.71 |
|
2.618 |
177.04 |
|
1.618 |
176.63 |
|
1.000 |
176.38 |
|
0.618 |
176.22 |
|
HIGH |
175.97 |
|
0.618 |
175.81 |
|
0.500 |
175.77 |
|
0.382 |
175.72 |
|
LOW |
175.56 |
|
0.618 |
175.31 |
|
1.000 |
175.15 |
|
1.618 |
174.90 |
|
2.618 |
174.49 |
|
4.250 |
173.82 |
|
|
| Fisher Pivots for day following 23-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
175.80 |
175.77 |
| PP |
175.78 |
175.73 |
| S1 |
175.77 |
175.70 |
|