Euro Bund Future June 2021
| Trading Metrics calculated at close of trading on 04-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2021 |
04-May-2021 |
Change |
Change % |
Previous Week |
| Open |
169.98 |
170.15 |
0.17 |
0.1% |
170.75 |
| High |
170.34 |
170.80 |
0.46 |
0.3% |
170.95 |
| Low |
169.47 |
169.89 |
0.42 |
0.2% |
169.66 |
| Close |
170.16 |
170.66 |
0.50 |
0.3% |
170.00 |
| Range |
0.87 |
0.91 |
0.04 |
4.6% |
1.29 |
| ATR |
0.69 |
0.70 |
0.02 |
2.3% |
0.00 |
| Volume |
611,314 |
877,319 |
266,005 |
43.5% |
3,621,171 |
|
| Daily Pivots for day following 04-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173.18 |
172.83 |
171.16 |
|
| R3 |
172.27 |
171.92 |
170.91 |
|
| R2 |
171.36 |
171.36 |
170.83 |
|
| R1 |
171.01 |
171.01 |
170.74 |
171.19 |
| PP |
170.45 |
170.45 |
170.45 |
170.54 |
| S1 |
170.10 |
170.10 |
170.58 |
170.28 |
| S2 |
169.54 |
169.54 |
170.49 |
|
| S3 |
168.63 |
169.19 |
170.41 |
|
| S4 |
167.72 |
168.28 |
170.16 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174.07 |
173.33 |
170.71 |
|
| R3 |
172.78 |
172.04 |
170.35 |
|
| R2 |
171.49 |
171.49 |
170.24 |
|
| R1 |
170.75 |
170.75 |
170.12 |
170.48 |
| PP |
170.20 |
170.20 |
170.20 |
170.07 |
| S1 |
169.46 |
169.46 |
169.88 |
169.19 |
| S2 |
168.91 |
168.91 |
169.76 |
|
| S3 |
167.62 |
168.17 |
169.65 |
|
| S4 |
166.33 |
166.88 |
169.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
170.80 |
169.47 |
1.33 |
0.8% |
0.76 |
0.4% |
89% |
True |
False |
793,842 |
| 10 |
171.27 |
169.47 |
1.80 |
1.1% |
0.64 |
0.4% |
66% |
False |
False |
727,062 |
| 20 |
172.12 |
169.47 |
2.65 |
1.6% |
0.68 |
0.4% |
45% |
False |
False |
728,904 |
| 40 |
172.66 |
169.47 |
3.19 |
1.9% |
0.67 |
0.4% |
37% |
False |
False |
722,000 |
| 60 |
173.70 |
169.24 |
4.46 |
2.6% |
0.72 |
0.4% |
32% |
False |
False |
549,582 |
| 80 |
175.22 |
169.24 |
5.98 |
3.5% |
0.64 |
0.4% |
24% |
False |
False |
412,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
174.67 |
|
2.618 |
173.18 |
|
1.618 |
172.27 |
|
1.000 |
171.71 |
|
0.618 |
171.36 |
|
HIGH |
170.80 |
|
0.618 |
170.45 |
|
0.500 |
170.35 |
|
0.382 |
170.24 |
|
LOW |
169.89 |
|
0.618 |
169.33 |
|
1.000 |
168.98 |
|
1.618 |
168.42 |
|
2.618 |
167.51 |
|
4.250 |
166.02 |
|
|
| Fisher Pivots for day following 04-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
170.56 |
170.49 |
| PP |
170.45 |
170.31 |
| S1 |
170.35 |
170.14 |
|