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 |
|
|
|
| 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 |
|