Euro Bund Future September 2021
| Trading Metrics calculated at close of trading on 26-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
176.77 |
175.91 |
-0.86 |
-0.5% |
176.86 |
| High |
176.87 |
176.14 |
-0.73 |
-0.4% |
177.24 |
| Low |
175.91 |
175.71 |
-0.20 |
-0.1% |
176.48 |
| Close |
175.98 |
175.93 |
-0.05 |
0.0% |
177.15 |
| Range |
0.96 |
0.43 |
-0.53 |
-55.2% |
0.76 |
| ATR |
0.57 |
0.56 |
-0.01 |
-1.8% |
0.00 |
| Volume |
811,472 |
736,494 |
-74,978 |
-9.2% |
2,245,744 |
|
| Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177.22 |
177.00 |
176.17 |
|
| R3 |
176.79 |
176.57 |
176.05 |
|
| R2 |
176.36 |
176.36 |
176.01 |
|
| R1 |
176.14 |
176.14 |
175.97 |
176.25 |
| PP |
175.93 |
175.93 |
175.93 |
175.98 |
| S1 |
175.71 |
175.71 |
175.89 |
175.82 |
| S2 |
175.50 |
175.50 |
175.85 |
|
| S3 |
175.07 |
175.28 |
175.81 |
|
| S4 |
174.64 |
174.85 |
175.69 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179.24 |
178.95 |
177.57 |
|
| R3 |
178.48 |
178.19 |
177.36 |
|
| R2 |
177.72 |
177.72 |
177.29 |
|
| R1 |
177.43 |
177.43 |
177.22 |
177.58 |
| PP |
176.96 |
176.96 |
176.96 |
177.03 |
| S1 |
176.67 |
176.67 |
177.08 |
176.82 |
| S2 |
176.20 |
176.20 |
177.01 |
|
| S3 |
175.44 |
175.91 |
176.94 |
|
| S4 |
174.68 |
175.15 |
176.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
177.22 |
175.71 |
1.51 |
0.9% |
0.53 |
0.3% |
15% |
False |
True |
578,350 |
| 10 |
177.24 |
175.71 |
1.53 |
0.9% |
0.51 |
0.3% |
14% |
False |
True |
521,335 |
| 20 |
177.61 |
175.71 |
1.90 |
1.1% |
0.54 |
0.3% |
12% |
False |
True |
521,016 |
| 40 |
177.61 |
172.22 |
5.39 |
3.1% |
0.59 |
0.3% |
69% |
False |
False |
587,601 |
| 60 |
177.61 |
171.37 |
6.24 |
3.5% |
0.61 |
0.3% |
73% |
False |
False |
616,974 |
| 80 |
177.61 |
169.75 |
7.86 |
4.5% |
0.60 |
0.3% |
79% |
False |
False |
487,828 |
| 100 |
177.61 |
169.75 |
7.86 |
4.5% |
0.58 |
0.3% |
79% |
False |
False |
390,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
177.97 |
|
2.618 |
177.27 |
|
1.618 |
176.84 |
|
1.000 |
176.57 |
|
0.618 |
176.41 |
|
HIGH |
176.14 |
|
0.618 |
175.98 |
|
0.500 |
175.93 |
|
0.382 |
175.87 |
|
LOW |
175.71 |
|
0.618 |
175.44 |
|
1.000 |
175.28 |
|
1.618 |
175.01 |
|
2.618 |
174.58 |
|
4.250 |
173.88 |
|
|
| Fisher Pivots for day following 26-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
175.93 |
176.40 |
| PP |
175.93 |
176.24 |
| S1 |
175.93 |
176.09 |
|