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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 6 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols