Euro Bund Future June 2021
| Trading Metrics calculated at close of trading on 14-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2021 |
14-May-2021 |
Change |
Change % |
Previous Week |
| Open |
168.80 |
169.02 |
0.22 |
0.1% |
170.18 |
| High |
169.08 |
169.21 |
0.13 |
0.1% |
170.32 |
| Low |
168.59 |
168.77 |
0.18 |
0.1% |
168.59 |
| Close |
168.89 |
168.98 |
0.09 |
0.1% |
168.98 |
| Range |
0.49 |
0.44 |
-0.05 |
-10.2% |
1.73 |
| ATR |
0.69 |
0.68 |
-0.02 |
-2.6% |
0.00 |
| Volume |
801,893 |
739,776 |
-62,117 |
-7.7% |
4,065,954 |
|
| Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170.31 |
170.08 |
169.22 |
|
| R3 |
169.87 |
169.64 |
169.10 |
|
| R2 |
169.43 |
169.43 |
169.06 |
|
| R1 |
169.20 |
169.20 |
169.02 |
169.10 |
| PP |
168.99 |
168.99 |
168.99 |
168.93 |
| S1 |
168.76 |
168.76 |
168.94 |
168.66 |
| S2 |
168.55 |
168.55 |
168.90 |
|
| S3 |
168.11 |
168.32 |
168.86 |
|
| S4 |
167.67 |
167.88 |
168.74 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174.49 |
173.46 |
169.93 |
|
| R3 |
172.76 |
171.73 |
169.46 |
|
| R2 |
171.03 |
171.03 |
169.30 |
|
| R1 |
170.00 |
170.00 |
169.14 |
169.65 |
| PP |
169.30 |
169.30 |
169.30 |
169.12 |
| S1 |
168.27 |
168.27 |
168.82 |
167.92 |
| S2 |
167.57 |
167.57 |
168.66 |
|
| S3 |
165.84 |
166.54 |
168.50 |
|
| S4 |
164.11 |
164.81 |
168.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
170.32 |
168.59 |
1.73 |
1.0% |
0.62 |
0.4% |
23% |
False |
False |
813,190 |
| 10 |
170.98 |
168.59 |
2.39 |
1.4% |
0.67 |
0.4% |
16% |
False |
False |
810,071 |
| 20 |
171.27 |
168.59 |
2.68 |
1.6% |
0.66 |
0.4% |
15% |
False |
False |
776,073 |
| 40 |
172.66 |
168.59 |
4.07 |
2.4% |
0.67 |
0.4% |
10% |
False |
False |
741,260 |
| 60 |
172.66 |
168.59 |
4.07 |
2.4% |
0.74 |
0.4% |
10% |
False |
False |
658,518 |
| 80 |
175.22 |
168.59 |
6.63 |
3.9% |
0.67 |
0.4% |
6% |
False |
False |
495,421 |
| 100 |
175.36 |
168.59 |
6.77 |
4.0% |
0.60 |
0.4% |
6% |
False |
False |
396,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171.08 |
|
2.618 |
170.36 |
|
1.618 |
169.92 |
|
1.000 |
169.65 |
|
0.618 |
169.48 |
|
HIGH |
169.21 |
|
0.618 |
169.04 |
|
0.500 |
168.99 |
|
0.382 |
168.94 |
|
LOW |
168.77 |
|
0.618 |
168.50 |
|
1.000 |
168.33 |
|
1.618 |
168.06 |
|
2.618 |
167.62 |
|
4.250 |
166.90 |
|
|
| Fisher Pivots for day following 14-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
168.99 |
169.18 |
| PP |
168.99 |
169.11 |
| S1 |
168.98 |
169.05 |
|