Euro Bund Future June 2021
| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
171.38 |
171.43 |
0.05 |
0.0% |
171.12 |
| High |
171.53 |
172.20 |
0.67 |
0.4% |
172.09 |
| Low |
171.07 |
171.30 |
0.23 |
0.1% |
170.72 |
| Close |
171.32 |
171.64 |
0.32 |
0.2% |
171.12 |
| Range |
0.46 |
0.90 |
0.44 |
95.7% |
1.37 |
| ATR |
0.80 |
0.81 |
0.01 |
0.9% |
0.00 |
| Volume |
590,189 |
989,968 |
399,779 |
67.7% |
3,500,135 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174.41 |
173.93 |
172.14 |
|
| R3 |
173.51 |
173.03 |
171.89 |
|
| R2 |
172.61 |
172.61 |
171.81 |
|
| R1 |
172.13 |
172.13 |
171.72 |
172.37 |
| PP |
171.71 |
171.71 |
171.71 |
171.84 |
| S1 |
171.23 |
171.23 |
171.56 |
171.47 |
| S2 |
170.81 |
170.81 |
171.48 |
|
| S3 |
169.91 |
170.33 |
171.39 |
|
| S4 |
169.01 |
169.43 |
171.15 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175.42 |
174.64 |
171.87 |
|
| R3 |
174.05 |
173.27 |
171.50 |
|
| R2 |
172.68 |
172.68 |
171.37 |
|
| R1 |
171.90 |
171.90 |
171.25 |
171.81 |
| PP |
171.31 |
171.31 |
171.31 |
171.26 |
| S1 |
170.53 |
170.53 |
170.99 |
170.44 |
| S2 |
169.94 |
169.94 |
170.87 |
|
| S3 |
168.57 |
169.16 |
170.74 |
|
| S4 |
167.20 |
167.79 |
170.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
172.20 |
170.72 |
1.48 |
0.9% |
0.67 |
0.4% |
62% |
True |
False |
780,118 |
| 10 |
172.20 |
169.29 |
2.91 |
1.7% |
0.89 |
0.5% |
81% |
True |
False |
661,455 |
| 20 |
173.46 |
169.24 |
4.22 |
2.5% |
0.89 |
0.5% |
57% |
False |
False |
351,704 |
| 40 |
175.22 |
169.24 |
5.98 |
3.5% |
0.63 |
0.4% |
40% |
False |
False |
177,243 |
| 60 |
175.56 |
169.24 |
6.32 |
3.7% |
0.53 |
0.3% |
38% |
False |
False |
118,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176.03 |
|
2.618 |
174.56 |
|
1.618 |
173.66 |
|
1.000 |
173.10 |
|
0.618 |
172.76 |
|
HIGH |
172.20 |
|
0.618 |
171.86 |
|
0.500 |
171.75 |
|
0.382 |
171.64 |
|
LOW |
171.30 |
|
0.618 |
170.74 |
|
1.000 |
170.40 |
|
1.618 |
169.84 |
|
2.618 |
168.94 |
|
4.250 |
167.48 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
171.75 |
171.60 |
| PP |
171.71 |
171.56 |
| S1 |
171.68 |
171.52 |
|