Euro Bund Future September 2021
Trading Metrics calculated at close of trading on 15-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2021 |
15-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
173.72 |
174.55 |
0.83 |
0.5% |
172.72 |
High |
174.49 |
174.90 |
0.41 |
0.2% |
174.77 |
Low |
173.70 |
174.45 |
0.75 |
0.4% |
172.49 |
Close |
174.34 |
174.58 |
0.24 |
0.1% |
173.90 |
Range |
0.79 |
0.45 |
-0.34 |
-43.0% |
2.28 |
ATR |
0.65 |
0.65 |
-0.01 |
-1.0% |
0.00 |
Volume |
612,530 |
623,769 |
11,239 |
1.8% |
2,980,450 |
|
Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175.99 |
175.74 |
174.83 |
|
R3 |
175.54 |
175.29 |
174.70 |
|
R2 |
175.09 |
175.09 |
174.66 |
|
R1 |
174.84 |
174.84 |
174.62 |
174.97 |
PP |
174.64 |
174.64 |
174.64 |
174.71 |
S1 |
174.39 |
174.39 |
174.54 |
174.52 |
S2 |
174.19 |
174.19 |
174.50 |
|
S3 |
173.74 |
173.94 |
174.46 |
|
S4 |
173.29 |
173.49 |
174.33 |
|
|
Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
180.56 |
179.51 |
175.15 |
|
R3 |
178.28 |
177.23 |
174.53 |
|
R2 |
176.00 |
176.00 |
174.32 |
|
R1 |
174.95 |
174.95 |
174.11 |
175.48 |
PP |
173.72 |
173.72 |
173.72 |
173.98 |
S1 |
172.67 |
172.67 |
173.69 |
173.20 |
S2 |
171.44 |
171.44 |
173.48 |
|
S3 |
169.16 |
170.39 |
173.27 |
|
S4 |
166.88 |
168.11 |
172.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
174.90 |
173.70 |
1.20 |
0.7% |
0.54 |
0.3% |
73% |
True |
False |
609,796 |
10 |
174.90 |
172.22 |
2.68 |
1.5% |
0.65 |
0.4% |
88% |
True |
False |
683,633 |
20 |
174.90 |
171.67 |
3.23 |
1.9% |
0.66 |
0.4% |
90% |
True |
False |
683,714 |
40 |
174.90 |
169.75 |
5.15 |
2.9% |
0.62 |
0.4% |
94% |
True |
False |
557,037 |
60 |
174.90 |
169.75 |
5.15 |
2.9% |
0.59 |
0.3% |
94% |
True |
False |
373,389 |
80 |
174.90 |
169.75 |
5.15 |
2.9% |
0.55 |
0.3% |
94% |
True |
False |
280,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176.81 |
2.618 |
176.08 |
1.618 |
175.63 |
1.000 |
175.35 |
0.618 |
175.18 |
HIGH |
174.90 |
0.618 |
174.73 |
0.500 |
174.68 |
0.382 |
174.62 |
LOW |
174.45 |
0.618 |
174.17 |
1.000 |
174.00 |
1.618 |
173.72 |
2.618 |
173.27 |
4.250 |
172.54 |
|
|
Fisher Pivots for day following 15-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
174.68 |
174.49 |
PP |
174.64 |
174.39 |
S1 |
174.61 |
174.30 |
|