Euro Bund Future June 2021
| Trading Metrics calculated at close of trading on 17-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
171.77 |
171.68 |
-0.09 |
-0.1% |
171.09 |
| High |
172.00 |
171.80 |
-0.20 |
-0.1% |
172.20 |
| Low |
171.64 |
170.98 |
-0.66 |
-0.4% |
170.78 |
| Close |
171.78 |
171.08 |
-0.70 |
-0.4% |
171.12 |
| Range |
0.36 |
0.82 |
0.46 |
127.8% |
1.42 |
| ATR |
0.76 |
0.76 |
0.00 |
0.6% |
0.00 |
| Volume |
689,063 |
817,512 |
128,449 |
18.6% |
3,681,591 |
|
| Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173.75 |
173.23 |
171.53 |
|
| R3 |
172.93 |
172.41 |
171.31 |
|
| R2 |
172.11 |
172.11 |
171.23 |
|
| R1 |
171.59 |
171.59 |
171.16 |
171.44 |
| PP |
171.29 |
171.29 |
171.29 |
171.21 |
| S1 |
170.77 |
170.77 |
171.00 |
170.62 |
| S2 |
170.47 |
170.47 |
170.93 |
|
| S3 |
169.65 |
169.95 |
170.85 |
|
| S4 |
168.83 |
169.13 |
170.63 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175.63 |
174.79 |
171.90 |
|
| R3 |
174.21 |
173.37 |
171.51 |
|
| R2 |
172.79 |
172.79 |
171.38 |
|
| R1 |
171.95 |
171.95 |
171.25 |
172.37 |
| PP |
171.37 |
171.37 |
171.37 |
171.58 |
| S1 |
170.53 |
170.53 |
170.99 |
170.95 |
| S2 |
169.95 |
169.95 |
170.86 |
|
| S3 |
168.53 |
169.11 |
170.73 |
|
| S4 |
167.11 |
167.69 |
170.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
172.20 |
170.98 |
1.22 |
0.7% |
0.67 |
0.4% |
8% |
False |
True |
776,911 |
| 10 |
172.20 |
170.72 |
1.48 |
0.9% |
0.66 |
0.4% |
24% |
False |
False |
750,909 |
| 20 |
172.28 |
169.24 |
3.04 |
1.8% |
0.89 |
0.5% |
61% |
False |
False |
493,034 |
| 40 |
175.22 |
169.24 |
5.98 |
3.5% |
0.67 |
0.4% |
31% |
False |
False |
249,582 |
| 60 |
175.36 |
169.24 |
6.12 |
3.6% |
0.56 |
0.3% |
30% |
False |
False |
166,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175.29 |
|
2.618 |
173.95 |
|
1.618 |
173.13 |
|
1.000 |
172.62 |
|
0.618 |
172.31 |
|
HIGH |
171.80 |
|
0.618 |
171.49 |
|
0.500 |
171.39 |
|
0.382 |
171.29 |
|
LOW |
170.98 |
|
0.618 |
170.47 |
|
1.000 |
170.16 |
|
1.618 |
169.65 |
|
2.618 |
168.83 |
|
4.250 |
167.50 |
|
|
| Fisher Pivots for day following 17-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
171.39 |
171.49 |
| PP |
171.29 |
171.35 |
| S1 |
171.18 |
171.22 |
|