Euro Bund Future September 2021
Trading Metrics calculated at close of trading on 27-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2021 |
27-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
175.91 |
175.86 |
-0.05 |
0.0% |
177.10 |
High |
176.14 |
176.11 |
-0.03 |
0.0% |
177.16 |
Low |
175.71 |
175.66 |
-0.05 |
0.0% |
175.66 |
Close |
175.93 |
175.99 |
0.06 |
0.0% |
175.99 |
Range |
0.43 |
0.45 |
0.02 |
4.7% |
1.50 |
ATR |
0.56 |
0.55 |
-0.01 |
-1.4% |
0.00 |
Volume |
736,494 |
540,729 |
-195,765 |
-26.6% |
3,114,057 |
|
Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.27 |
177.08 |
176.24 |
|
R3 |
176.82 |
176.63 |
176.11 |
|
R2 |
176.37 |
176.37 |
176.07 |
|
R1 |
176.18 |
176.18 |
176.03 |
176.28 |
PP |
175.92 |
175.92 |
175.92 |
175.97 |
S1 |
175.73 |
175.73 |
175.95 |
175.83 |
S2 |
175.47 |
175.47 |
175.91 |
|
S3 |
175.02 |
175.28 |
175.87 |
|
S4 |
174.57 |
174.83 |
175.74 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
180.77 |
179.88 |
176.82 |
|
R3 |
179.27 |
178.38 |
176.40 |
|
R2 |
177.77 |
177.77 |
176.27 |
|
R1 |
176.88 |
176.88 |
176.13 |
176.58 |
PP |
176.27 |
176.27 |
176.27 |
176.12 |
S1 |
175.38 |
175.38 |
175.85 |
175.08 |
S2 |
174.77 |
174.77 |
175.72 |
|
S3 |
173.27 |
173.88 |
175.58 |
|
S4 |
171.77 |
172.38 |
175.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
177.16 |
175.66 |
1.50 |
0.9% |
0.57 |
0.3% |
22% |
False |
True |
622,811 |
10 |
177.24 |
175.66 |
1.58 |
0.9% |
0.50 |
0.3% |
21% |
False |
True |
535,980 |
20 |
177.61 |
175.66 |
1.95 |
1.1% |
0.54 |
0.3% |
17% |
False |
True |
518,808 |
40 |
177.61 |
172.49 |
5.12 |
2.9% |
0.59 |
0.3% |
68% |
False |
False |
584,447 |
60 |
177.61 |
171.41 |
6.20 |
3.5% |
0.61 |
0.3% |
74% |
False |
False |
612,326 |
80 |
177.61 |
169.75 |
7.86 |
4.5% |
0.60 |
0.3% |
79% |
False |
False |
494,537 |
100 |
177.61 |
169.75 |
7.86 |
4.5% |
0.58 |
0.3% |
79% |
False |
False |
396,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178.02 |
2.618 |
177.29 |
1.618 |
176.84 |
1.000 |
176.56 |
0.618 |
176.39 |
HIGH |
176.11 |
0.618 |
175.94 |
0.500 |
175.89 |
0.382 |
175.83 |
LOW |
175.66 |
0.618 |
175.38 |
1.000 |
175.21 |
1.618 |
174.93 |
2.618 |
174.48 |
4.250 |
173.75 |
|
|
Fisher Pivots for day following 27-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
175.96 |
176.27 |
PP |
175.92 |
176.17 |
S1 |
175.89 |
176.08 |
|