Euro Bund Future September 2021
Trading Metrics calculated at close of trading on 02-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2021 |
02-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
172.50 |
172.62 |
0.12 |
0.1% |
171.79 |
High |
172.69 |
173.19 |
0.50 |
0.3% |
173.19 |
Low |
172.22 |
172.54 |
0.32 |
0.2% |
171.71 |
Close |
172.54 |
173.09 |
0.55 |
0.3% |
173.09 |
Range |
0.47 |
0.65 |
0.18 |
38.3% |
1.48 |
ATR |
0.62 |
0.63 |
0.00 |
0.3% |
0.00 |
Volume |
666,899 |
692,536 |
25,637 |
3.8% |
3,246,682 |
|
Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174.89 |
174.64 |
173.45 |
|
R3 |
174.24 |
173.99 |
173.27 |
|
R2 |
173.59 |
173.59 |
173.21 |
|
R1 |
173.34 |
173.34 |
173.15 |
173.47 |
PP |
172.94 |
172.94 |
172.94 |
173.00 |
S1 |
172.69 |
172.69 |
173.03 |
172.82 |
S2 |
172.29 |
172.29 |
172.97 |
|
S3 |
171.64 |
172.04 |
172.91 |
|
S4 |
170.99 |
171.39 |
172.73 |
|
|
Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.10 |
176.58 |
173.90 |
|
R3 |
175.62 |
175.10 |
173.50 |
|
R2 |
174.14 |
174.14 |
173.36 |
|
R1 |
173.62 |
173.62 |
173.23 |
173.88 |
PP |
172.66 |
172.66 |
172.66 |
172.80 |
S1 |
172.14 |
172.14 |
172.95 |
172.40 |
S2 |
171.18 |
171.18 |
172.82 |
|
S3 |
169.70 |
170.66 |
172.68 |
|
S4 |
168.22 |
169.18 |
172.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
173.19 |
171.71 |
1.48 |
0.9% |
0.60 |
0.3% |
93% |
True |
False |
649,336 |
10 |
173.19 |
171.67 |
1.52 |
0.9% |
0.64 |
0.4% |
93% |
True |
False |
656,662 |
20 |
173.19 |
171.65 |
1.54 |
0.9% |
0.64 |
0.4% |
94% |
True |
False |
663,252 |
40 |
173.19 |
169.75 |
3.44 |
2.0% |
0.61 |
0.4% |
97% |
True |
False |
421,827 |
60 |
173.57 |
169.75 |
3.82 |
2.2% |
0.58 |
0.3% |
87% |
False |
False |
282,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175.95 |
2.618 |
174.89 |
1.618 |
174.24 |
1.000 |
173.84 |
0.618 |
173.59 |
HIGH |
173.19 |
0.618 |
172.94 |
0.500 |
172.87 |
0.382 |
172.79 |
LOW |
172.54 |
0.618 |
172.14 |
1.000 |
171.89 |
1.618 |
171.49 |
2.618 |
170.84 |
4.250 |
169.78 |
|
|
Fisher Pivots for day following 02-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
173.02 |
172.92 |
PP |
172.94 |
172.75 |
S1 |
172.87 |
172.59 |
|