Euro Bund Future September 2021
| Trading Metrics calculated at close of trading on 03-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
175.23 |
175.42 |
0.19 |
0.1% |
176.11 |
| High |
175.65 |
175.64 |
-0.01 |
0.0% |
176.48 |
| Low |
175.20 |
174.90 |
-0.30 |
-0.2% |
174.90 |
| Close |
175.47 |
175.17 |
-0.30 |
-0.2% |
175.17 |
| Range |
0.45 |
0.74 |
0.29 |
64.4% |
1.58 |
| ATR |
0.58 |
0.59 |
0.01 |
2.0% |
0.00 |
| Volume |
1,479,063 |
1,179,251 |
-299,812 |
-20.3% |
5,183,066 |
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177.46 |
177.05 |
175.58 |
|
| R3 |
176.72 |
176.31 |
175.37 |
|
| R2 |
175.98 |
175.98 |
175.31 |
|
| R1 |
175.57 |
175.57 |
175.24 |
175.41 |
| PP |
175.24 |
175.24 |
175.24 |
175.15 |
| S1 |
174.83 |
174.83 |
175.10 |
174.67 |
| S2 |
174.50 |
174.50 |
175.03 |
|
| S3 |
173.76 |
174.09 |
174.97 |
|
| S4 |
173.02 |
173.35 |
174.76 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180.26 |
179.29 |
176.04 |
|
| R3 |
178.68 |
177.71 |
175.60 |
|
| R2 |
177.10 |
177.10 |
175.46 |
|
| R1 |
176.13 |
176.13 |
175.31 |
175.83 |
| PP |
175.52 |
175.52 |
175.52 |
175.36 |
| S1 |
174.55 |
174.55 |
175.03 |
174.25 |
| S2 |
173.94 |
173.94 |
174.88 |
|
| S3 |
172.36 |
172.97 |
174.74 |
|
| S4 |
170.78 |
171.39 |
174.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
176.48 |
174.90 |
1.58 |
0.9% |
0.68 |
0.4% |
17% |
False |
True |
1,036,613 |
| 10 |
177.16 |
174.90 |
2.26 |
1.3% |
0.63 |
0.4% |
12% |
False |
True |
829,712 |
| 20 |
177.24 |
174.90 |
2.34 |
1.3% |
0.55 |
0.3% |
12% |
False |
True |
639,489 |
| 40 |
177.61 |
173.70 |
3.91 |
2.2% |
0.58 |
0.3% |
38% |
False |
False |
622,199 |
| 60 |
177.61 |
171.67 |
5.94 |
3.4% |
0.61 |
0.3% |
59% |
False |
False |
638,701 |
| 80 |
177.61 |
169.75 |
7.86 |
4.5% |
0.60 |
0.3% |
69% |
False |
False |
558,877 |
| 100 |
177.61 |
169.75 |
7.86 |
4.5% |
0.59 |
0.3% |
69% |
False |
False |
448,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
178.79 |
|
2.618 |
177.58 |
|
1.618 |
176.84 |
|
1.000 |
176.38 |
|
0.618 |
176.10 |
|
HIGH |
175.64 |
|
0.618 |
175.36 |
|
0.500 |
175.27 |
|
0.382 |
175.18 |
|
LOW |
174.90 |
|
0.618 |
174.44 |
|
1.000 |
174.16 |
|
1.618 |
173.70 |
|
2.618 |
172.96 |
|
4.250 |
171.76 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
175.27 |
175.28 |
| PP |
175.24 |
175.24 |
| S1 |
175.20 |
175.21 |
|