Euro Bund Future September 2021
Trading Metrics calculated at close of trading on 15-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
172.91 |
172.62 |
-0.29 |
-0.2% |
171.92 |
High |
173.04 |
172.80 |
-0.24 |
-0.1% |
173.16 |
Low |
172.52 |
172.25 |
-0.27 |
-0.2% |
171.65 |
Close |
172.64 |
172.32 |
-0.32 |
-0.2% |
172.88 |
Range |
0.52 |
0.55 |
0.03 |
5.8% |
1.51 |
ATR |
0.59 |
0.59 |
0.00 |
-0.5% |
0.00 |
Volume |
441,098 |
686,030 |
244,932 |
55.5% |
3,384,951 |
|
Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174.11 |
173.76 |
172.62 |
|
R3 |
173.56 |
173.21 |
172.47 |
|
R2 |
173.01 |
173.01 |
172.42 |
|
R1 |
172.66 |
172.66 |
172.37 |
172.56 |
PP |
172.46 |
172.46 |
172.46 |
172.41 |
S1 |
172.11 |
172.11 |
172.27 |
172.01 |
S2 |
171.91 |
171.91 |
172.22 |
|
S3 |
171.36 |
171.56 |
172.17 |
|
S4 |
170.81 |
171.01 |
172.02 |
|
|
Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.09 |
176.50 |
173.71 |
|
R3 |
175.58 |
174.99 |
173.30 |
|
R2 |
174.07 |
174.07 |
173.16 |
|
R1 |
173.48 |
173.48 |
173.02 |
173.78 |
PP |
172.56 |
172.56 |
172.56 |
172.71 |
S1 |
171.97 |
171.97 |
172.74 |
172.27 |
S2 |
171.05 |
171.05 |
172.60 |
|
S3 |
169.54 |
170.46 |
172.46 |
|
S4 |
168.03 |
168.95 |
172.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
173.16 |
171.97 |
1.19 |
0.7% |
0.62 |
0.4% |
29% |
False |
False |
642,794 |
10 |
173.16 |
171.37 |
1.79 |
1.0% |
0.55 |
0.3% |
53% |
False |
False |
702,801 |
20 |
173.16 |
169.75 |
3.41 |
2.0% |
0.56 |
0.3% |
75% |
False |
False |
403,110 |
40 |
173.16 |
169.75 |
3.41 |
2.0% |
0.56 |
0.3% |
75% |
False |
False |
204,452 |
60 |
174.42 |
169.75 |
4.67 |
2.7% |
0.51 |
0.3% |
55% |
False |
False |
136,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175.14 |
2.618 |
174.24 |
1.618 |
173.69 |
1.000 |
173.35 |
0.618 |
173.14 |
HIGH |
172.80 |
0.618 |
172.59 |
0.500 |
172.53 |
0.382 |
172.46 |
LOW |
172.25 |
0.618 |
171.91 |
1.000 |
171.70 |
1.618 |
171.36 |
2.618 |
170.81 |
4.250 |
169.91 |
|
|
Fisher Pivots for day following 15-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
172.53 |
172.71 |
PP |
172.46 |
172.58 |
S1 |
172.39 |
172.45 |
|