Euro Bund Future June 2021
| Trading Metrics calculated at close of trading on 21-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2021 |
21-May-2021 |
Change |
Change % |
Previous Week |
| Open |
168.63 |
168.82 |
0.19 |
0.1% |
169.13 |
| High |
168.92 |
169.31 |
0.39 |
0.2% |
169.35 |
| Low |
168.48 |
168.75 |
0.27 |
0.2% |
168.29 |
| Close |
168.84 |
169.14 |
0.30 |
0.2% |
169.14 |
| Range |
0.44 |
0.56 |
0.12 |
27.3% |
1.06 |
| ATR |
0.66 |
0.65 |
-0.01 |
-1.0% |
0.00 |
| Volume |
706,503 |
770,576 |
64,073 |
9.1% |
4,106,274 |
|
| Daily Pivots for day following 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170.75 |
170.50 |
169.45 |
|
| R3 |
170.19 |
169.94 |
169.29 |
|
| R2 |
169.63 |
169.63 |
169.24 |
|
| R1 |
169.38 |
169.38 |
169.19 |
169.51 |
| PP |
169.07 |
169.07 |
169.07 |
169.13 |
| S1 |
168.82 |
168.82 |
169.09 |
168.95 |
| S2 |
168.51 |
168.51 |
169.04 |
|
| S3 |
167.95 |
168.26 |
168.99 |
|
| S4 |
167.39 |
167.70 |
168.83 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172.11 |
171.68 |
169.72 |
|
| R3 |
171.05 |
170.62 |
169.43 |
|
| R2 |
169.99 |
169.99 |
169.33 |
|
| R1 |
169.56 |
169.56 |
169.24 |
169.78 |
| PP |
168.93 |
168.93 |
168.93 |
169.03 |
| S1 |
168.50 |
168.50 |
169.04 |
168.72 |
| S2 |
167.87 |
167.87 |
168.95 |
|
| S3 |
166.81 |
167.44 |
168.85 |
|
| S4 |
165.75 |
166.38 |
168.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
169.35 |
168.29 |
1.06 |
0.6% |
0.59 |
0.4% |
80% |
False |
False |
821,254 |
| 10 |
170.32 |
168.29 |
2.03 |
1.2% |
0.60 |
0.4% |
42% |
False |
False |
817,222 |
| 20 |
170.98 |
168.29 |
2.69 |
1.6% |
0.63 |
0.4% |
32% |
False |
False |
791,407 |
| 40 |
172.66 |
168.29 |
4.37 |
2.6% |
0.66 |
0.4% |
19% |
False |
False |
751,577 |
| 60 |
172.66 |
168.29 |
4.37 |
2.6% |
0.72 |
0.4% |
19% |
False |
False |
723,559 |
| 80 |
175.03 |
168.29 |
6.74 |
4.0% |
0.68 |
0.4% |
13% |
False |
False |
546,638 |
| 100 |
175.36 |
168.29 |
7.07 |
4.2% |
0.61 |
0.4% |
12% |
False |
False |
437,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171.69 |
|
2.618 |
170.78 |
|
1.618 |
170.22 |
|
1.000 |
169.87 |
|
0.618 |
169.66 |
|
HIGH |
169.31 |
|
0.618 |
169.10 |
|
0.500 |
169.03 |
|
0.382 |
168.96 |
|
LOW |
168.75 |
|
0.618 |
168.40 |
|
1.000 |
168.19 |
|
1.618 |
167.84 |
|
2.618 |
167.28 |
|
4.250 |
166.37 |
|
|
| Fisher Pivots for day following 21-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
169.10 |
169.03 |
| PP |
169.07 |
168.91 |
| S1 |
169.03 |
168.80 |
|