Euro Bund Future September 2021
| Trading Metrics calculated at close of trading on 07-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
175.42 |
175.10 |
-0.32 |
-0.2% |
176.11 |
| High |
175.64 |
175.18 |
-0.46 |
-0.3% |
176.48 |
| Low |
174.90 |
174.36 |
-0.54 |
-0.3% |
174.90 |
| Close |
175.17 |
174.49 |
-0.68 |
-0.4% |
175.17 |
| Range |
0.74 |
0.82 |
0.08 |
10.8% |
1.58 |
| ATR |
0.59 |
0.61 |
0.02 |
2.7% |
0.00 |
| Volume |
1,179,251 |
186,557 |
-992,694 |
-84.2% |
5,183,066 |
|
| Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177.14 |
176.63 |
174.94 |
|
| R3 |
176.32 |
175.81 |
174.72 |
|
| R2 |
175.50 |
175.50 |
174.64 |
|
| R1 |
174.99 |
174.99 |
174.57 |
174.84 |
| PP |
174.68 |
174.68 |
174.68 |
174.60 |
| S1 |
174.17 |
174.17 |
174.41 |
174.02 |
| S2 |
173.86 |
173.86 |
174.34 |
|
| S3 |
173.04 |
173.35 |
174.26 |
|
| S4 |
172.22 |
172.53 |
174.04 |
|
|
| 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 |
174.36 |
2.12 |
1.2% |
0.73 |
0.4% |
6% |
False |
True |
996,522 |
| 10 |
177.08 |
174.36 |
2.72 |
1.6% |
0.65 |
0.4% |
5% |
False |
True |
797,640 |
| 20 |
177.24 |
174.36 |
2.88 |
1.7% |
0.57 |
0.3% |
5% |
False |
True |
628,525 |
| 40 |
177.61 |
173.70 |
3.91 |
2.2% |
0.59 |
0.3% |
20% |
False |
False |
615,448 |
| 60 |
177.61 |
171.67 |
5.94 |
3.4% |
0.62 |
0.4% |
47% |
False |
False |
632,251 |
| 80 |
177.61 |
169.75 |
7.86 |
4.5% |
0.60 |
0.3% |
60% |
False |
False |
561,050 |
| 100 |
177.61 |
169.75 |
7.86 |
4.5% |
0.60 |
0.3% |
60% |
False |
False |
449,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
178.67 |
|
2.618 |
177.33 |
|
1.618 |
176.51 |
|
1.000 |
176.00 |
|
0.618 |
175.69 |
|
HIGH |
175.18 |
|
0.618 |
174.87 |
|
0.500 |
174.77 |
|
0.382 |
174.67 |
|
LOW |
174.36 |
|
0.618 |
173.85 |
|
1.000 |
173.54 |
|
1.618 |
173.03 |
|
2.618 |
172.21 |
|
4.250 |
170.88 |
|
|
| Fisher Pivots for day following 07-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
174.77 |
175.01 |
| PP |
174.68 |
174.83 |
| S1 |
174.58 |
174.66 |
|