Euro Bund Future September 2021
Trading Metrics calculated at close of trading on 03-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2021 |
03-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
176.55 |
176.82 |
0.27 |
0.2% |
176.00 |
High |
177.07 |
177.12 |
0.05 |
0.0% |
176.73 |
Low |
176.35 |
176.67 |
0.32 |
0.2% |
175.62 |
Close |
176.82 |
176.97 |
0.15 |
0.1% |
176.57 |
Range |
0.72 |
0.45 |
-0.27 |
-37.5% |
1.11 |
ATR |
0.64 |
0.63 |
-0.01 |
-2.1% |
0.00 |
Volume |
504,545 |
459,059 |
-45,486 |
-9.0% |
2,788,754 |
|
Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178.27 |
178.07 |
177.22 |
|
R3 |
177.82 |
177.62 |
177.09 |
|
R2 |
177.37 |
177.37 |
177.05 |
|
R1 |
177.17 |
177.17 |
177.01 |
177.27 |
PP |
176.92 |
176.92 |
176.92 |
176.97 |
S1 |
176.72 |
176.72 |
176.93 |
176.82 |
S2 |
176.47 |
176.47 |
176.89 |
|
S3 |
176.02 |
176.27 |
176.85 |
|
S4 |
175.57 |
175.82 |
176.72 |
|
|
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 |
177.12 |
176.03 |
1.09 |
0.6% |
0.54 |
0.3% |
86% |
True |
False |
554,352 |
10 |
177.12 |
175.24 |
1.88 |
1.1% |
0.61 |
0.3% |
92% |
True |
False |
567,959 |
20 |
177.12 |
173.46 |
3.66 |
2.1% |
0.61 |
0.3% |
96% |
True |
False |
625,971 |
40 |
177.12 |
171.67 |
5.45 |
3.1% |
0.64 |
0.4% |
97% |
True |
False |
649,327 |
60 |
177.12 |
169.75 |
7.37 |
4.2% |
0.62 |
0.3% |
98% |
True |
False |
502,298 |
80 |
177.12 |
169.75 |
7.37 |
4.2% |
0.60 |
0.3% |
98% |
True |
False |
377,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
179.03 |
2.618 |
178.30 |
1.618 |
177.85 |
1.000 |
177.57 |
0.618 |
177.40 |
HIGH |
177.12 |
0.618 |
176.95 |
0.500 |
176.90 |
0.382 |
176.84 |
LOW |
176.67 |
0.618 |
176.39 |
1.000 |
176.22 |
1.618 |
175.94 |
2.618 |
175.49 |
4.250 |
174.76 |
|
|
Fisher Pivots for day following 03-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
176.95 |
176.88 |
PP |
176.92 |
176.79 |
S1 |
176.90 |
176.71 |
|