Euro Bund Future September 2021
Trading Metrics calculated at close of trading on 23-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2021 |
23-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
172.12 |
172.02 |
-0.10 |
-0.1% |
172.91 |
High |
172.20 |
172.46 |
0.26 |
0.2% |
173.04 |
Low |
171.67 |
171.76 |
0.09 |
0.1% |
171.80 |
Close |
171.95 |
172.17 |
0.22 |
0.1% |
172.60 |
Range |
0.53 |
0.70 |
0.17 |
32.1% |
1.24 |
ATR |
0.64 |
0.65 |
0.00 |
0.6% |
0.00 |
Volume |
679,589 |
687,293 |
7,704 |
1.1% |
3,313,480 |
|
Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174.23 |
173.90 |
172.56 |
|
R3 |
173.53 |
173.20 |
172.36 |
|
R2 |
172.83 |
172.83 |
172.30 |
|
R1 |
172.50 |
172.50 |
172.23 |
172.67 |
PP |
172.13 |
172.13 |
172.13 |
172.21 |
S1 |
171.80 |
171.80 |
172.11 |
171.97 |
S2 |
171.43 |
171.43 |
172.04 |
|
S3 |
170.73 |
171.10 |
171.98 |
|
S4 |
170.03 |
170.40 |
171.79 |
|
|
Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176.20 |
175.64 |
173.28 |
|
R3 |
174.96 |
174.40 |
172.94 |
|
R2 |
173.72 |
173.72 |
172.83 |
|
R1 |
173.16 |
173.16 |
172.71 |
172.82 |
PP |
172.48 |
172.48 |
172.48 |
172.31 |
S1 |
171.92 |
171.92 |
172.49 |
171.58 |
S2 |
171.24 |
171.24 |
172.37 |
|
S3 |
170.00 |
170.68 |
172.26 |
|
S4 |
168.76 |
169.44 |
171.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
173.03 |
171.67 |
1.36 |
0.8% |
0.75 |
0.4% |
37% |
False |
False |
765,146 |
10 |
173.16 |
171.67 |
1.49 |
0.9% |
0.69 |
0.4% |
34% |
False |
False |
687,937 |
20 |
173.16 |
171.07 |
2.09 |
1.2% |
0.62 |
0.4% |
53% |
False |
False |
611,894 |
40 |
173.16 |
169.75 |
3.41 |
2.0% |
0.61 |
0.4% |
71% |
False |
False |
313,643 |
60 |
174.07 |
169.75 |
4.32 |
2.5% |
0.56 |
0.3% |
56% |
False |
False |
209,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175.44 |
2.618 |
174.29 |
1.618 |
173.59 |
1.000 |
173.16 |
0.618 |
172.89 |
HIGH |
172.46 |
0.618 |
172.19 |
0.500 |
172.11 |
0.382 |
172.03 |
LOW |
171.76 |
0.618 |
171.33 |
1.000 |
171.06 |
1.618 |
170.63 |
2.618 |
169.93 |
4.250 |
168.79 |
|
|
Fisher Pivots for day following 23-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
172.15 |
172.35 |
PP |
172.13 |
172.29 |
S1 |
172.11 |
172.23 |
|