Euro Bund Future June 2021
| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
169.81 |
170.06 |
0.25 |
0.1% |
169.18 |
| High |
170.08 |
170.15 |
0.07 |
0.0% |
170.40 |
| Low |
169.53 |
169.68 |
0.15 |
0.1% |
169.02 |
| Close |
169.94 |
169.83 |
-0.11 |
-0.1% |
169.94 |
| Range |
0.55 |
0.47 |
-0.08 |
-14.5% |
1.38 |
| ATR |
0.63 |
0.62 |
-0.01 |
-1.8% |
0.00 |
| Volume |
735,811 |
1,190,382 |
454,571 |
61.8% |
3,677,962 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171.30 |
171.03 |
170.09 |
|
| R3 |
170.83 |
170.56 |
169.96 |
|
| R2 |
170.36 |
170.36 |
169.92 |
|
| R1 |
170.09 |
170.09 |
169.87 |
169.99 |
| PP |
169.89 |
169.89 |
169.89 |
169.84 |
| S1 |
169.62 |
169.62 |
169.79 |
169.52 |
| S2 |
169.42 |
169.42 |
169.74 |
|
| S3 |
168.95 |
169.15 |
169.70 |
|
| S4 |
168.48 |
168.68 |
169.57 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173.93 |
173.31 |
170.70 |
|
| R3 |
172.55 |
171.93 |
170.32 |
|
| R2 |
171.17 |
171.17 |
170.19 |
|
| R1 |
170.55 |
170.55 |
170.07 |
170.86 |
| PP |
169.79 |
169.79 |
169.79 |
169.94 |
| S1 |
169.17 |
169.17 |
169.81 |
169.48 |
| S2 |
168.41 |
168.41 |
169.69 |
|
| S3 |
167.03 |
167.79 |
169.56 |
|
| S4 |
165.65 |
166.41 |
169.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
170.40 |
169.29 |
1.11 |
0.7% |
0.61 |
0.4% |
49% |
False |
False |
880,558 |
| 10 |
170.40 |
168.29 |
2.11 |
1.2% |
0.57 |
0.3% |
73% |
False |
False |
819,519 |
| 20 |
170.98 |
168.29 |
2.69 |
1.6% |
0.61 |
0.4% |
57% |
False |
False |
823,200 |
| 40 |
172.12 |
168.29 |
3.83 |
2.3% |
0.64 |
0.4% |
40% |
False |
False |
769,005 |
| 60 |
172.66 |
168.29 |
4.37 |
2.6% |
0.65 |
0.4% |
35% |
False |
False |
757,003 |
| 80 |
173.70 |
168.29 |
5.41 |
3.2% |
0.69 |
0.4% |
28% |
False |
False |
607,127 |
| 100 |
175.22 |
168.29 |
6.93 |
4.1% |
0.63 |
0.4% |
22% |
False |
False |
486,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172.15 |
|
2.618 |
171.38 |
|
1.618 |
170.91 |
|
1.000 |
170.62 |
|
0.618 |
170.44 |
|
HIGH |
170.15 |
|
0.618 |
169.97 |
|
0.500 |
169.92 |
|
0.382 |
169.86 |
|
LOW |
169.68 |
|
0.618 |
169.39 |
|
1.000 |
169.21 |
|
1.618 |
168.92 |
|
2.618 |
168.45 |
|
4.250 |
167.68 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
169.92 |
169.96 |
| PP |
169.89 |
169.91 |
| S1 |
169.86 |
169.87 |
|