Euro Bund Future September 2021

Trading Metrics calculated at close of trading on 02-Sep-2021

Day Change Summary
	Previous	Current
	01-Sep-2021	02-Sep-2021	Change	Change %	Previous Week
Open	175.35	175.23	-0.12	-0.1%	177.10
High	175.50	175.65	0.15	0.1%	177.16
Low	174.98	175.20	0.22	0.1%	175.66
Close	175.23	175.47	0.24	0.1%	175.99
Range	0.52	0.45	-0.07	-13.5%	1.50
ATR	0.59	0.58	-0.01	-1.7%	0.00
Volume	1,141,218	1,479,063	337,845	29.6%	3,114,057

Daily Pivots for day following 02-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	176.79	176.58	175.72
R3	176.34	176.13	175.59
R2	175.89	175.89	175.55
R1	175.68	175.68	175.51	175.79
PP	175.44	175.44	175.44	175.49
S1	175.23	175.23	175.43	175.34
S2	174.99	174.99	175.39
S3	174.54	174.78	175.35
S4	174.09	174.33	175.22

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	180.77	179.88	176.82
R3	179.27	178.38	176.40
R2	177.77	177.77	176.27
R1	176.88	176.88	176.13	176.58
PP	176.27	176.27	176.27	176.12
S1	175.38	175.38	175.85	175.08
S2	174.77	174.77	175.72
S3	173.27	173.88	175.58
S4	171.77	172.38	175.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	176.48	174.98	1.50	0.9%	0.63	0.4%	33%	False	False	908,908
10	177.22	174.98	2.24	1.3%	0.58	0.3%	22%	False	False	743,629
20	177.27	174.98	2.29	1.3%	0.55	0.3%	21%	False	False	609,578
40	177.61	173.70	3.91	2.2%	0.58	0.3%	45%	False	False	606,531
60	177.61	171.67	5.94	3.4%	0.61	0.3%	64%	False	False	632,336
80	177.61	169.75	7.86	4.5%	0.60	0.3%	73%	False	False	544,314
100	177.61	169.75	7.86	4.5%	0.59	0.3%	73%	False	False	436,284

Crabel Price Patterns
NR	True
NR4	True
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	0.12
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	177.56
2.618	176.83
1.618	176.38
1.000	176.10
0.618	175.93
HIGH	175.65
0.618	175.48
0.500	175.43
0.382	175.37
LOW	175.20
0.618	174.92
1.000	174.75
1.618	174.47
2.618	174.02
4.250	173.29

Fisher Pivots for day following 02-Sep-2021
Pivot	1 day	3 day
R1	175.46	175.73
PP	175.44	175.64
S1	175.43	175.56

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols