Euro Bund Future June 2021
| Trading Metrics calculated at close of trading on 24-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
171.54 |
172.19 |
0.65 |
0.4% |
171.32 |
| High |
172.17 |
172.44 |
0.27 |
0.2% |
172.00 |
| Low |
171.42 |
171.93 |
0.51 |
0.3% |
170.52 |
| Close |
171.92 |
172.17 |
0.25 |
0.1% |
171.22 |
| Range |
0.75 |
0.51 |
-0.24 |
-32.0% |
1.48 |
| ATR |
0.76 |
0.74 |
-0.02 |
-2.2% |
0.00 |
| Volume |
776,255 |
700,316 |
-75,939 |
-9.8% |
3,792,732 |
|
| Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173.71 |
173.45 |
172.45 |
|
| R3 |
173.20 |
172.94 |
172.31 |
|
| R2 |
172.69 |
172.69 |
172.26 |
|
| R1 |
172.43 |
172.43 |
172.22 |
172.31 |
| PP |
172.18 |
172.18 |
172.18 |
172.12 |
| S1 |
171.92 |
171.92 |
172.12 |
171.80 |
| S2 |
171.67 |
171.67 |
172.08 |
|
| S3 |
171.16 |
171.41 |
172.03 |
|
| S4 |
170.65 |
170.90 |
171.89 |
|
|
| 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 |
172.44 |
170.52 |
1.92 |
1.1% |
0.66 |
0.4% |
86% |
True |
False |
738,716 |
| 10 |
172.44 |
170.52 |
1.92 |
1.1% |
0.66 |
0.4% |
86% |
True |
False |
757,813 |
| 20 |
172.44 |
169.24 |
3.20 |
1.9% |
0.83 |
0.5% |
92% |
True |
False |
667,522 |
| 40 |
175.03 |
169.24 |
5.79 |
3.4% |
0.69 |
0.4% |
51% |
False |
False |
341,699 |
| 60 |
175.36 |
169.24 |
6.12 |
3.6% |
0.58 |
0.3% |
48% |
False |
False |
227,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
174.61 |
|
2.618 |
173.78 |
|
1.618 |
173.27 |
|
1.000 |
172.95 |
|
0.618 |
172.76 |
|
HIGH |
172.44 |
|
0.618 |
172.25 |
|
0.500 |
172.19 |
|
0.382 |
172.12 |
|
LOW |
171.93 |
|
0.618 |
171.61 |
|
1.000 |
171.42 |
|
1.618 |
171.10 |
|
2.618 |
170.59 |
|
4.250 |
169.76 |
|
|
| Fisher Pivots for day following 24-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
172.19 |
172.06 |
| PP |
172.18 |
171.95 |
| S1 |
172.18 |
171.84 |
|