Euro Bund Future December 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	172.36	172.53	0.17	0.1%	173.17
High	172.76	172.76	0.00	0.0%	173.54
Low	172.33	172.01	-0.32	-0.2%	172.01
Close	172.58	172.29	-0.29	-0.2%	172.29
Range	0.43	0.75	0.32	74.4%	1.53
ATR	0.52	0.53	0.02	3.2%	0.00
Volume	1,111,021	893,858	-217,163	-19.5%	2,767,789

Daily Pivots for day following 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	174.60	174.20	172.70
R3	173.85	173.45	172.50
R2	173.10	173.10	172.43
R1	172.70	172.70	172.36	172.53
PP	172.35	172.35	172.35	172.27
S1	171.95	171.95	172.22	171.78
S2	171.60	171.60	172.15
S3	170.85	171.20	172.08
S4	170.10	170.45	171.88

Weekly Pivots for week ending 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	177.20	176.28	173.13
R3	175.67	174.75	172.71
R2	174.14	174.14	172.57
R1	173.22	173.22	172.43	172.92
PP	172.61	172.61	172.61	172.46
S1	171.69	171.69	172.15	171.39
S2	171.08	171.08	172.01
S3	169.55	170.16	171.87
S4	168.02	168.63	171.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	173.54	172.01	1.53	0.9%	0.67	0.4%	18%	False	True	553,557
10	174.20	172.01	2.19	1.3%	0.60	0.4%	13%	False	True	293,143
20	174.33	172.01	2.32	1.3%	0.51	0.3%	12%	False	True	148,379
40	174.58	170.85	3.73	2.2%	0.45	0.3%	39%	False	False	74,748

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.13
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	175.95
2.618	174.72
1.618	173.97
1.000	173.51
0.618	173.22
HIGH	172.76
0.618	172.47
0.500	172.39
0.382	172.30
LOW	172.01
0.618	171.55
1.000	171.26
1.618	170.80
2.618	170.05
4.250	168.82

Fisher Pivots for day following 03-Sep-2021
Pivot	1 day	3 day
R1	172.39	172.39
PP	172.35	172.35
S1	172.32	172.32

Download as Excel Spreadsheet

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

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