Euro Bund Future September 2021
Trading Metrics calculated at close of trading on 28-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
175.88 |
176.27 |
0.39 |
0.2% |
175.15 |
High |
176.37 |
176.66 |
0.29 |
0.2% |
176.28 |
Low |
175.82 |
176.20 |
0.38 |
0.2% |
175.02 |
Close |
176.26 |
176.41 |
0.15 |
0.1% |
175.81 |
Range |
0.55 |
0.46 |
-0.09 |
-16.4% |
1.26 |
ATR |
0.67 |
0.65 |
-0.01 |
-2.2% |
0.00 |
Volume |
504,517 |
628,190 |
123,673 |
24.5% |
3,592,055 |
|
Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.80 |
177.57 |
176.66 |
|
R3 |
177.34 |
177.11 |
176.54 |
|
R2 |
176.88 |
176.88 |
176.49 |
|
R1 |
176.65 |
176.65 |
176.45 |
176.77 |
PP |
176.42 |
176.42 |
176.42 |
176.48 |
S1 |
176.19 |
176.19 |
176.37 |
176.31 |
S2 |
175.96 |
175.96 |
176.33 |
|
S3 |
175.50 |
175.73 |
176.28 |
|
S4 |
175.04 |
175.27 |
176.16 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
179.48 |
178.91 |
176.50 |
|
R3 |
178.22 |
177.65 |
176.16 |
|
R2 |
176.96 |
176.96 |
176.04 |
|
R1 |
176.39 |
176.39 |
175.93 |
176.68 |
PP |
175.70 |
175.70 |
175.70 |
175.85 |
S1 |
175.13 |
175.13 |
175.69 |
175.42 |
S2 |
174.44 |
174.44 |
175.58 |
|
S3 |
173.18 |
173.87 |
175.46 |
|
S4 |
171.92 |
172.61 |
175.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
176.66 |
175.24 |
1.42 |
0.8% |
0.63 |
0.4% |
82% |
True |
False |
556,129 |
10 |
176.66 |
174.45 |
2.21 |
1.3% |
0.62 |
0.4% |
89% |
True |
False |
627,608 |
20 |
176.66 |
171.98 |
4.68 |
2.7% |
0.65 |
0.4% |
95% |
True |
False |
660,635 |
40 |
176.66 |
171.37 |
5.29 |
3.0% |
0.63 |
0.4% |
95% |
True |
False |
672,755 |
60 |
176.66 |
169.75 |
6.91 |
3.9% |
0.62 |
0.4% |
96% |
True |
False |
467,010 |
80 |
176.66 |
169.75 |
6.91 |
3.9% |
0.59 |
0.3% |
96% |
True |
False |
350,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178.62 |
2.618 |
177.86 |
1.618 |
177.40 |
1.000 |
177.12 |
0.618 |
176.94 |
HIGH |
176.66 |
0.618 |
176.48 |
0.500 |
176.43 |
0.382 |
176.38 |
LOW |
176.20 |
0.618 |
175.92 |
1.000 |
175.74 |
1.618 |
175.46 |
2.618 |
175.00 |
4.250 |
174.25 |
|
|
Fisher Pivots for day following 28-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
176.43 |
176.32 |
PP |
176.42 |
176.23 |
S1 |
176.42 |
176.14 |
|