Euro Bund Future June 2021
Trading Metrics calculated at close of trading on 22-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
170.96 |
171.30 |
0.34 |
0.2% |
171.32 |
High |
171.43 |
171.80 |
0.37 |
0.2% |
172.00 |
Low |
170.93 |
171.23 |
0.30 |
0.2% |
170.52 |
Close |
171.22 |
171.49 |
0.27 |
0.2% |
171.22 |
Range |
0.50 |
0.57 |
0.07 |
14.0% |
1.48 |
ATR |
0.77 |
0.76 |
-0.01 |
-1.8% |
0.00 |
Volume |
665,343 |
584,357 |
-80,986 |
-12.2% |
3,792,732 |
|
Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173.22 |
172.92 |
171.80 |
|
R3 |
172.65 |
172.35 |
171.65 |
|
R2 |
172.08 |
172.08 |
171.59 |
|
R1 |
171.78 |
171.78 |
171.54 |
171.93 |
PP |
171.51 |
171.51 |
171.51 |
171.58 |
S1 |
171.21 |
171.21 |
171.44 |
171.36 |
S2 |
170.94 |
170.94 |
171.39 |
|
S3 |
170.37 |
170.64 |
171.33 |
|
S4 |
169.80 |
170.07 |
171.18 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175.69 |
174.93 |
172.03 |
|
R3 |
174.21 |
173.45 |
171.63 |
|
R2 |
172.73 |
172.73 |
171.49 |
|
R1 |
171.97 |
171.97 |
171.36 |
171.61 |
PP |
171.25 |
171.25 |
171.25 |
171.07 |
S1 |
170.49 |
170.49 |
171.08 |
170.13 |
S2 |
169.77 |
169.77 |
170.95 |
|
S3 |
168.29 |
169.01 |
170.81 |
|
S4 |
166.81 |
167.53 |
170.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
172.00 |
170.52 |
1.48 |
0.9% |
0.64 |
0.4% |
66% |
False |
False |
744,717 |
10 |
172.20 |
170.52 |
1.68 |
1.0% |
0.67 |
0.4% |
58% |
False |
False |
743,247 |
20 |
172.20 |
169.24 |
2.96 |
1.7% |
0.85 |
0.5% |
76% |
False |
False |
598,248 |
40 |
175.22 |
169.24 |
5.98 |
3.5% |
0.69 |
0.4% |
38% |
False |
False |
304,947 |
60 |
175.36 |
169.24 |
6.12 |
3.6% |
0.58 |
0.3% |
37% |
False |
False |
203,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
174.22 |
2.618 |
173.29 |
1.618 |
172.72 |
1.000 |
172.37 |
0.618 |
172.15 |
HIGH |
171.80 |
0.618 |
171.58 |
0.500 |
171.52 |
0.382 |
171.45 |
LOW |
171.23 |
0.618 |
170.88 |
1.000 |
170.66 |
1.618 |
170.31 |
2.618 |
169.74 |
4.250 |
168.81 |
|
|
Fisher Pivots for day following 22-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
171.52 |
171.38 |
PP |
171.51 |
171.27 |
S1 |
171.50 |
171.16 |
|