Euro Bund Future September 2021
| Trading Metrics calculated at close of trading on 05-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2021 |
05-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
177.01 |
177.16 |
0.15 |
0.1% |
176.00 |
| High |
177.52 |
177.61 |
0.09 |
0.1% |
176.73 |
| Low |
176.85 |
177.05 |
0.20 |
0.1% |
175.62 |
| Close |
176.94 |
177.29 |
0.35 |
0.2% |
176.57 |
| Range |
0.67 |
0.56 |
-0.11 |
-16.4% |
1.11 |
| ATR |
0.63 |
0.63 |
0.00 |
0.4% |
0.00 |
| Volume |
661,160 |
563,644 |
-97,516 |
-14.7% |
2,788,754 |
|
| Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179.00 |
178.70 |
177.60 |
|
| R3 |
178.44 |
178.14 |
177.44 |
|
| R2 |
177.88 |
177.88 |
177.39 |
|
| R1 |
177.58 |
177.58 |
177.34 |
177.73 |
| PP |
177.32 |
177.32 |
177.32 |
177.39 |
| S1 |
177.02 |
177.02 |
177.24 |
177.17 |
| S2 |
176.76 |
176.76 |
177.19 |
|
| S3 |
176.20 |
176.46 |
177.14 |
|
| S4 |
175.64 |
175.90 |
176.98 |
|
|
| 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 |
177.61 |
176.29 |
1.32 |
0.7% |
0.57 |
0.3% |
76% |
True |
False |
554,660 |
| 10 |
177.61 |
175.56 |
2.05 |
1.2% |
0.57 |
0.3% |
84% |
True |
False |
545,324 |
| 20 |
177.61 |
173.70 |
3.91 |
2.2% |
0.60 |
0.3% |
92% |
True |
False |
603,483 |
| 40 |
177.61 |
171.67 |
5.94 |
3.4% |
0.64 |
0.4% |
95% |
True |
False |
643,715 |
| 60 |
177.61 |
169.75 |
7.86 |
4.4% |
0.62 |
0.3% |
96% |
True |
False |
522,560 |
| 80 |
177.61 |
169.75 |
7.86 |
4.4% |
0.60 |
0.3% |
96% |
True |
False |
392,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
179.99 |
|
2.618 |
179.08 |
|
1.618 |
178.52 |
|
1.000 |
178.17 |
|
0.618 |
177.96 |
|
HIGH |
177.61 |
|
0.618 |
177.40 |
|
0.500 |
177.33 |
|
0.382 |
177.26 |
|
LOW |
177.05 |
|
0.618 |
176.70 |
|
1.000 |
176.49 |
|
1.618 |
176.14 |
|
2.618 |
175.58 |
|
4.250 |
174.67 |
|
|
| Fisher Pivots for day following 05-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
177.33 |
177.24 |
| PP |
177.32 |
177.19 |
| S1 |
177.30 |
177.14 |
|