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 |
|
|
|
| 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 |
|