Euro Bund Future September 2021
| Trading Metrics calculated at close of trading on 11-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
176.60 |
176.55 |
-0.05 |
0.0% |
176.55 |
| High |
176.95 |
176.83 |
-0.12 |
-0.1% |
177.61 |
| Low |
176.41 |
176.21 |
-0.20 |
-0.1% |
176.35 |
| Close |
176.59 |
176.57 |
-0.02 |
0.0% |
176.50 |
| Range |
0.54 |
0.62 |
0.08 |
14.8% |
1.26 |
| ATR |
0.63 |
0.63 |
0.00 |
-0.1% |
0.00 |
| Volume |
451,128 |
579,582 |
128,454 |
28.5% |
2,769,432 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178.40 |
178.10 |
176.91 |
|
| R3 |
177.78 |
177.48 |
176.74 |
|
| R2 |
177.16 |
177.16 |
176.68 |
|
| R1 |
176.86 |
176.86 |
176.63 |
177.01 |
| PP |
176.54 |
176.54 |
176.54 |
176.61 |
| S1 |
176.24 |
176.24 |
176.51 |
176.39 |
| S2 |
175.92 |
175.92 |
176.46 |
|
| S3 |
175.30 |
175.62 |
176.40 |
|
| S4 |
174.68 |
175.00 |
176.23 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180.60 |
179.81 |
177.19 |
|
| R3 |
179.34 |
178.55 |
176.85 |
|
| R2 |
178.08 |
178.08 |
176.73 |
|
| R1 |
177.29 |
177.29 |
176.62 |
177.06 |
| PP |
176.82 |
176.82 |
176.82 |
176.70 |
| S1 |
176.03 |
176.03 |
176.38 |
175.80 |
| S2 |
175.56 |
175.56 |
176.27 |
|
| S3 |
174.30 |
174.77 |
176.15 |
|
| S4 |
173.04 |
173.51 |
175.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
177.61 |
176.21 |
1.40 |
0.8% |
0.61 |
0.3% |
26% |
False |
True |
516,246 |
| 10 |
177.61 |
176.03 |
1.58 |
0.9% |
0.60 |
0.3% |
34% |
False |
False |
538,596 |
| 20 |
177.61 |
174.45 |
3.16 |
1.8% |
0.61 |
0.3% |
67% |
False |
False |
583,102 |
| 40 |
177.61 |
171.67 |
5.94 |
3.4% |
0.64 |
0.4% |
82% |
False |
False |
631,704 |
| 60 |
177.61 |
169.75 |
7.86 |
4.5% |
0.62 |
0.3% |
87% |
False |
False |
555,506 |
| 80 |
177.61 |
169.75 |
7.86 |
4.5% |
0.60 |
0.3% |
87% |
False |
False |
418,078 |
| 100 |
177.61 |
169.75 |
7.86 |
4.5% |
0.56 |
0.3% |
87% |
False |
False |
334,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
179.47 |
|
2.618 |
178.45 |
|
1.618 |
177.83 |
|
1.000 |
177.45 |
|
0.618 |
177.21 |
|
HIGH |
176.83 |
|
0.618 |
176.59 |
|
0.500 |
176.52 |
|
0.382 |
176.45 |
|
LOW |
176.21 |
|
0.618 |
175.83 |
|
1.000 |
175.59 |
|
1.618 |
175.21 |
|
2.618 |
174.59 |
|
4.250 |
173.58 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
176.55 |
176.58 |
| PP |
176.54 |
176.58 |
| S1 |
176.52 |
176.57 |
|