Euro Bund Future December 2021

Trading Metrics calculated at close of trading on 01-Sep-2021

Day Change Summary
	Previous	Current
	31-Aug-2021	01-Sep-2021	Change	Change %	Previous Week
Open	173.50	172.50	-1.00	-0.6%	174.20
High	173.54	172.59	-0.95	-0.5%	174.20
Low	172.44	172.08	-0.36	-0.2%	172.74
Close	172.54	172.35	-0.19	-0.1%	173.08
Range	1.10	0.51	-0.59	-53.6%	1.46
ATR	0.52	0.52	0.00	-0.2%	0.00
Volume	258,702	463,067	204,365	79.0%	163,643

Daily Pivots for day following 01-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	173.87	173.62	172.63
R3	173.36	173.11	172.49
R2	172.85	172.85	172.44
R1	172.60	172.60	172.40	172.47
PP	172.34	172.34	172.34	172.28
S1	172.09	172.09	172.30	171.96
S2	171.83	171.83	172.26
S3	171.32	171.58	172.21
S4	170.81	171.07	172.07

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	177.72	176.86	173.88
R3	176.26	175.40	173.48
R2	174.80	174.80	173.35
R1	173.94	173.94	173.21	173.64
PP	173.34	173.34	173.34	173.19
S1	172.48	172.48	172.95	172.18
S2	171.88	171.88	172.81
S3	170.42	171.02	172.68
S4	168.96	169.56	172.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	173.54	172.08	1.46	0.8%	0.61	0.4%	18%	False	True	172,753
10	174.31	172.08	2.23	1.3%	0.54	0.3%	12%	False	True	93,735
20	174.58	172.08	2.50	1.5%	0.52	0.3%	11%	False	True	48,264
40	174.58	170.85	3.73	2.2%	0.44	0.3%	40%	False	False	24,630

Crabel Price Patterns
NR	True
NR4	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	174.76
2.618	173.93
1.618	173.42
1.000	173.10
0.618	172.91
HIGH	172.59
0.618	172.40
0.500	172.34
0.382	172.27
LOW	172.08
0.618	171.76
1.000	171.57
1.618	171.25
2.618	170.74
4.250	169.91

Fisher Pivots for day following 01-Sep-2021
Pivot	1 day	3 day
R1	172.35	172.81
PP	172.34	172.66
S1	172.34	172.50

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