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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.15
Narrowest range in 2 trading days
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

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

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