Euro Bund Future September 2021


Trading Metrics calculated at close of trading on 02-Aug-2021
Day Change Summary
Previous Current
30-Jul-2021 02-Aug-2021 Change Change % Previous Week
Open 176.54 176.55 0.01 0.0% 176.00
High 176.73 177.07 0.34 0.2% 176.73
Low 176.29 176.35 0.06 0.0% 175.62
Close 176.57 176.82 0.25 0.1% 176.57
Range 0.44 0.72 0.28 63.6% 1.11
ATR 0.64 0.64 0.01 0.9% 0.00
Volume 584,895 504,545 -80,350 -13.7% 2,788,754
Daily Pivots for day following 02-Aug-2021
Classic Woodie Camarilla DeMark
R4 178.91 178.58 177.22
R3 178.19 177.86 177.02
R2 177.47 177.47 176.95
R1 177.14 177.14 176.89 177.31
PP 176.75 176.75 176.75 176.83
S1 176.42 176.42 176.75 176.59
S2 176.03 176.03 176.69
S3 175.31 175.70 176.62
S4 174.59 174.98 176.42
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 179.64 179.21 177.18
R3 178.53 178.10 176.88
R2 177.42 177.42 176.77
R1 176.99 176.99 176.67 177.21
PP 176.31 176.31 176.31 176.41
S1 175.88 175.88 176.47 176.10
S2 175.20 175.20 176.37
S3 174.09 174.77 176.26
S4 172.98 173.66 175.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 177.07 175.82 1.25 0.7% 0.56 0.3% 80% True False 563,444
10 177.07 175.24 1.83 1.0% 0.65 0.4% 86% True False 614,006
20 177.07 172.49 4.58 2.6% 0.65 0.4% 95% True False 640,686
40 177.07 171.65 5.42 3.1% 0.64 0.4% 95% True False 651,969
60 177.07 169.75 7.32 4.1% 0.62 0.4% 97% True False 494,780
80 177.07 169.75 7.32 4.1% 0.60 0.3% 97% True False 371,925
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 180.13
2.618 178.95
1.618 178.23
1.000 177.79
0.618 177.51
HIGH 177.07
0.618 176.79
0.500 176.71
0.382 176.63
LOW 176.35
0.618 175.91
1.000 175.63
1.618 175.19
2.618 174.47
4.250 173.29
Fisher Pivots for day following 02-Aug-2021
Pivot 1 day 3 day
R1 176.78 176.73
PP 176.75 176.64
S1 176.71 176.55

These figures are updated between 7pm and 10pm EST after a trading day.

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