Euro Bund Future September 2021
Trading Metrics calculated at close of trading on 01-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2021 |
01-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
176.46 |
175.35 |
-1.11 |
-0.6% |
177.10 |
High |
176.48 |
175.50 |
-0.98 |
-0.6% |
177.16 |
Low |
175.34 |
174.98 |
-0.36 |
-0.2% |
175.66 |
Close |
175.45 |
175.23 |
-0.22 |
-0.1% |
175.99 |
Range |
1.14 |
0.52 |
-0.62 |
-54.4% |
1.50 |
ATR |
0.60 |
0.59 |
-0.01 |
-0.9% |
0.00 |
Volume |
996,522 |
1,141,218 |
144,696 |
14.5% |
3,114,057 |
|
Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.80 |
176.53 |
175.52 |
|
R3 |
176.28 |
176.01 |
175.37 |
|
R2 |
175.76 |
175.76 |
175.33 |
|
R1 |
175.49 |
175.49 |
175.28 |
175.37 |
PP |
175.24 |
175.24 |
175.24 |
175.17 |
S1 |
174.97 |
174.97 |
175.18 |
174.85 |
S2 |
174.72 |
174.72 |
175.13 |
|
S3 |
174.20 |
174.45 |
175.09 |
|
S4 |
173.68 |
173.93 |
174.94 |
|
|
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 |
176.48 |
174.98 |
1.50 |
0.9% |
0.62 |
0.4% |
17% |
False |
True |
760,395 |
10 |
177.24 |
174.98 |
2.26 |
1.3% |
0.57 |
0.3% |
11% |
False |
True |
647,526 |
20 |
177.61 |
174.98 |
2.63 |
1.5% |
0.56 |
0.3% |
10% |
False |
True |
563,807 |
40 |
177.61 |
173.70 |
3.91 |
2.2% |
0.58 |
0.3% |
39% |
False |
False |
591,857 |
60 |
177.61 |
171.67 |
5.94 |
3.4% |
0.62 |
0.4% |
60% |
False |
False |
619,617 |
80 |
177.61 |
169.75 |
7.86 |
4.5% |
0.61 |
0.3% |
70% |
False |
False |
525,902 |
100 |
177.61 |
169.75 |
7.86 |
4.5% |
0.59 |
0.3% |
70% |
False |
False |
421,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177.71 |
2.618 |
176.86 |
1.618 |
176.34 |
1.000 |
176.02 |
0.618 |
175.82 |
HIGH |
175.50 |
0.618 |
175.30 |
0.500 |
175.24 |
0.382 |
175.18 |
LOW |
174.98 |
0.618 |
174.66 |
1.000 |
174.46 |
1.618 |
174.14 |
2.618 |
173.62 |
4.250 |
172.77 |
|
|
Fisher Pivots for day following 01-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
175.24 |
175.73 |
PP |
175.24 |
175.56 |
S1 |
175.23 |
175.40 |
|