Euro Bund Future September 2021


Trading Metrics calculated at close of trading on 04-Aug-2021
Day Change Summary
Previous Current
03-Aug-2021 04-Aug-2021 Change Change % Previous Week
Open 176.82 177.01 0.19 0.1% 176.00
High 177.12 177.52 0.40 0.2% 176.73
Low 176.67 176.85 0.18 0.1% 175.62
Close 176.97 176.94 -0.03 0.0% 176.57
Range 0.45 0.67 0.22 48.9% 1.11
ATR 0.63 0.63 0.00 0.5% 0.00
Volume 459,059 661,160 202,101 44.0% 2,788,754
Daily Pivots for day following 04-Aug-2021
Classic Woodie Camarilla DeMark
R4 179.11 178.70 177.31
R3 178.44 178.03 177.12
R2 177.77 177.77 177.06
R1 177.36 177.36 177.00 177.23
PP 177.10 177.10 177.10 177.04
S1 176.69 176.69 176.88 176.56
S2 176.43 176.43 176.82
S3 175.76 176.02 176.76
S4 175.09 175.35 176.57
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
5 177.52 176.03 1.49 0.8% 0.58 0.3% 61% True False 560,946
10 177.52 175.24 2.28 1.3% 0.61 0.3% 75% True False 558,538
20 177.52 173.70 3.82 2.2% 0.61 0.3% 85% True False 619,908
40 177.52 171.67 5.85 3.3% 0.65 0.4% 90% True False 647,522
60 177.52 169.75 7.77 4.4% 0.62 0.4% 93% True False 513,267
80 177.52 169.75 7.77 4.4% 0.60 0.3% 93% True False 385,920
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 180.37
2.618 179.27
1.618 178.60
1.000 178.19
0.618 177.93
HIGH 177.52
0.618 177.26
0.500 177.19
0.382 177.11
LOW 176.85
0.618 176.44
1.000 176.18
1.618 175.77
2.618 175.10
4.250 174.00
Fisher Pivots for day following 04-Aug-2021
Pivot 1 day 3 day
R1 177.19 176.94
PP 177.10 176.94
S1 177.02 176.94

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

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