Euro Bund Future June 2021
| Trading Metrics calculated at close of trading on 06-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2021 |
06-May-2021 |
Change |
Change % |
Previous Week |
| Open |
170.62 |
170.57 |
-0.05 |
0.0% |
170.75 |
| High |
170.64 |
170.88 |
0.24 |
0.1% |
170.95 |
| Low |
170.20 |
170.23 |
0.03 |
0.0% |
169.66 |
| Close |
170.47 |
170.59 |
0.12 |
0.1% |
170.00 |
| Range |
0.44 |
0.65 |
0.21 |
47.7% |
1.29 |
| ATR |
0.69 |
0.68 |
0.00 |
-0.4% |
0.00 |
| Volume |
705,689 |
838,069 |
132,380 |
18.8% |
3,621,171 |
|
| Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172.52 |
172.20 |
170.95 |
|
| R3 |
171.87 |
171.55 |
170.77 |
|
| R2 |
171.22 |
171.22 |
170.71 |
|
| R1 |
170.90 |
170.90 |
170.65 |
171.06 |
| PP |
170.57 |
170.57 |
170.57 |
170.65 |
| S1 |
170.25 |
170.25 |
170.53 |
170.41 |
| S2 |
169.92 |
169.92 |
170.47 |
|
| S3 |
169.27 |
169.60 |
170.41 |
|
| S4 |
168.62 |
168.95 |
170.23 |
|
|
| 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 |
170.88 |
169.47 |
1.41 |
0.8% |
0.66 |
0.4% |
79% |
True |
False |
756,119 |
| 10 |
171.13 |
169.47 |
1.66 |
1.0% |
0.63 |
0.4% |
67% |
False |
False |
727,091 |
| 20 |
172.07 |
169.47 |
2.60 |
1.5% |
0.69 |
0.4% |
43% |
False |
False |
744,096 |
| 40 |
172.66 |
169.47 |
3.19 |
1.9% |
0.67 |
0.4% |
35% |
False |
False |
726,420 |
| 60 |
173.70 |
169.24 |
4.46 |
2.6% |
0.73 |
0.4% |
30% |
False |
False |
575,303 |
| 80 |
175.22 |
169.24 |
5.98 |
3.5% |
0.64 |
0.4% |
23% |
False |
False |
432,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173.64 |
|
2.618 |
172.58 |
|
1.618 |
171.93 |
|
1.000 |
171.53 |
|
0.618 |
171.28 |
|
HIGH |
170.88 |
|
0.618 |
170.63 |
|
0.500 |
170.56 |
|
0.382 |
170.48 |
|
LOW |
170.23 |
|
0.618 |
169.83 |
|
1.000 |
169.58 |
|
1.618 |
169.18 |
|
2.618 |
168.53 |
|
4.250 |
167.47 |
|
|
| Fisher Pivots for day following 06-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
170.58 |
170.52 |
| PP |
170.57 |
170.45 |
| S1 |
170.56 |
170.39 |
|