Euro Bund Future June 2021
| Trading Metrics calculated at close of trading on 12-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2021 |
12-May-2021 |
Change |
Change % |
Previous Week |
| Open |
170.13 |
169.42 |
-0.71 |
-0.4% |
169.98 |
| High |
170.25 |
169.77 |
-0.48 |
-0.3% |
170.98 |
| Low |
169.39 |
168.83 |
-0.56 |
-0.3% |
169.47 |
| Close |
169.45 |
168.94 |
-0.51 |
-0.3% |
170.47 |
| Range |
0.86 |
0.94 |
0.08 |
9.3% |
1.51 |
| ATR |
0.69 |
0.71 |
0.02 |
2.6% |
0.00 |
| Volume |
998,133 |
964,245 |
-33,888 |
-3.4% |
4,034,757 |
|
| Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172.00 |
171.41 |
169.46 |
|
| R3 |
171.06 |
170.47 |
169.20 |
|
| R2 |
170.12 |
170.12 |
169.11 |
|
| R1 |
169.53 |
169.53 |
169.03 |
169.36 |
| PP |
169.18 |
169.18 |
169.18 |
169.09 |
| S1 |
168.59 |
168.59 |
168.85 |
168.42 |
| S2 |
168.24 |
168.24 |
168.77 |
|
| S3 |
167.30 |
167.65 |
168.68 |
|
| S4 |
166.36 |
166.71 |
168.42 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174.84 |
174.16 |
171.30 |
|
| R3 |
173.33 |
172.65 |
170.89 |
|
| R2 |
171.82 |
171.82 |
170.75 |
|
| R1 |
171.14 |
171.14 |
170.61 |
171.48 |
| PP |
170.31 |
170.31 |
170.31 |
170.48 |
| S1 |
169.63 |
169.63 |
170.33 |
169.97 |
| S2 |
168.80 |
168.80 |
170.19 |
|
| S3 |
167.29 |
168.12 |
170.05 |
|
| S4 |
165.78 |
166.61 |
169.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
170.98 |
168.83 |
2.15 |
1.3% |
0.72 |
0.4% |
5% |
False |
True |
872,944 |
| 10 |
170.98 |
168.83 |
2.15 |
1.3% |
0.72 |
0.4% |
5% |
False |
True |
823,657 |
| 20 |
171.52 |
168.83 |
2.69 |
1.6% |
0.68 |
0.4% |
4% |
False |
True |
770,232 |
| 40 |
172.66 |
168.83 |
3.83 |
2.3% |
0.67 |
0.4% |
3% |
False |
True |
740,383 |
| 60 |
172.66 |
168.83 |
3.83 |
2.3% |
0.75 |
0.4% |
3% |
False |
True |
633,600 |
| 80 |
175.22 |
168.83 |
6.39 |
3.8% |
0.66 |
0.4% |
2% |
False |
True |
476,158 |
| 100 |
175.36 |
168.83 |
6.53 |
3.9% |
0.60 |
0.4% |
2% |
False |
True |
380,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173.77 |
|
2.618 |
172.23 |
|
1.618 |
171.29 |
|
1.000 |
170.71 |
|
0.618 |
170.35 |
|
HIGH |
169.77 |
|
0.618 |
169.41 |
|
0.500 |
169.30 |
|
0.382 |
169.19 |
|
LOW |
168.83 |
|
0.618 |
168.25 |
|
1.000 |
167.89 |
|
1.618 |
167.31 |
|
2.618 |
166.37 |
|
4.250 |
164.84 |
|
|
| Fisher Pivots for day following 12-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
169.30 |
169.58 |
| PP |
169.18 |
169.36 |
| S1 |
169.06 |
169.15 |
|