Euro Bund Future June 2021
| Trading Metrics calculated at close of trading on 07-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2021 |
07-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
169.90 |
170.29 |
0.39 |
0.2% |
170.06 |
| High |
170.43 |
170.40 |
-0.03 |
0.0% |
170.43 |
| Low |
169.84 |
170.05 |
0.21 |
0.1% |
169.68 |
| Close |
170.33 |
170.12 |
-0.21 |
-0.1% |
170.33 |
| Range |
0.59 |
0.35 |
-0.24 |
-40.7% |
0.75 |
| ATR |
0.59 |
0.57 |
-0.02 |
-2.9% |
0.00 |
| Volume |
759,175 |
156,250 |
-602,925 |
-79.4% |
4,453,559 |
|
| Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171.24 |
171.03 |
170.31 |
|
| R3 |
170.89 |
170.68 |
170.22 |
|
| R2 |
170.54 |
170.54 |
170.18 |
|
| R1 |
170.33 |
170.33 |
170.15 |
170.26 |
| PP |
170.19 |
170.19 |
170.19 |
170.16 |
| S1 |
169.98 |
169.98 |
170.09 |
169.91 |
| S2 |
169.84 |
169.84 |
170.06 |
|
| S3 |
169.49 |
169.63 |
170.02 |
|
| S4 |
169.14 |
169.28 |
169.93 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172.40 |
172.11 |
170.74 |
|
| R3 |
171.65 |
171.36 |
170.54 |
|
| R2 |
170.90 |
170.90 |
170.47 |
|
| R1 |
170.61 |
170.61 |
170.40 |
170.76 |
| PP |
170.15 |
170.15 |
170.15 |
170.22 |
| S1 |
169.86 |
169.86 |
170.26 |
170.01 |
| S2 |
169.40 |
169.40 |
170.19 |
|
| S3 |
168.65 |
169.11 |
170.12 |
|
| S4 |
167.90 |
168.36 |
169.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
170.43 |
169.68 |
0.75 |
0.4% |
0.42 |
0.2% |
59% |
False |
False |
921,961 |
| 10 |
170.43 |
169.02 |
1.41 |
0.8% |
0.51 |
0.3% |
78% |
False |
False |
828,777 |
| 20 |
170.43 |
168.29 |
2.14 |
1.3% |
0.56 |
0.3% |
86% |
False |
False |
822,999 |
| 40 |
171.87 |
168.29 |
3.58 |
2.1% |
0.62 |
0.4% |
51% |
False |
False |
790,158 |
| 60 |
172.66 |
168.29 |
4.37 |
2.6% |
0.63 |
0.4% |
42% |
False |
False |
765,483 |
| 80 |
173.70 |
168.29 |
5.41 |
3.2% |
0.69 |
0.4% |
34% |
False |
False |
649,738 |
| 100 |
175.22 |
168.29 |
6.93 |
4.1% |
0.63 |
0.4% |
26% |
False |
False |
520,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171.89 |
|
2.618 |
171.32 |
|
1.618 |
170.97 |
|
1.000 |
170.75 |
|
0.618 |
170.62 |
|
HIGH |
170.40 |
|
0.618 |
170.27 |
|
0.500 |
170.23 |
|
0.382 |
170.18 |
|
LOW |
170.05 |
|
0.618 |
169.83 |
|
1.000 |
169.70 |
|
1.618 |
169.48 |
|
2.618 |
169.13 |
|
4.250 |
168.56 |
|
|
| Fisher Pivots for day following 07-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
170.23 |
170.12 |
| PP |
170.19 |
170.12 |
| S1 |
170.16 |
170.12 |
|