Euro Bund Future September 2021
| Trading Metrics calculated at close of trading on 24-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
172.02 |
172.21 |
0.19 |
0.1% |
172.91 |
| High |
172.46 |
172.39 |
-0.07 |
0.0% |
173.04 |
| Low |
171.76 |
171.88 |
0.12 |
0.1% |
171.80 |
| Close |
172.17 |
172.33 |
0.16 |
0.1% |
172.60 |
| Range |
0.70 |
0.51 |
-0.19 |
-27.1% |
1.24 |
| ATR |
0.65 |
0.64 |
-0.01 |
-1.5% |
0.00 |
| Volume |
687,293 |
573,476 |
-113,817 |
-16.6% |
3,313,480 |
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173.73 |
173.54 |
172.61 |
|
| R3 |
173.22 |
173.03 |
172.47 |
|
| R2 |
172.71 |
172.71 |
172.42 |
|
| R1 |
172.52 |
172.52 |
172.38 |
172.62 |
| PP |
172.20 |
172.20 |
172.20 |
172.25 |
| S1 |
172.01 |
172.01 |
172.28 |
172.11 |
| S2 |
171.69 |
171.69 |
172.24 |
|
| S3 |
171.18 |
171.50 |
172.19 |
|
| S4 |
170.67 |
170.99 |
172.05 |
|
|
| 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% |
0.67 |
0.4% |
49% |
False |
False |
719,310 |
| 10 |
173.16 |
171.67 |
1.49 |
0.9% |
0.65 |
0.4% |
44% |
False |
False |
665,551 |
| 20 |
173.16 |
171.07 |
2.09 |
1.2% |
0.61 |
0.4% |
60% |
False |
False |
638,264 |
| 40 |
173.16 |
169.75 |
3.41 |
2.0% |
0.61 |
0.4% |
76% |
False |
False |
327,867 |
| 60 |
173.79 |
169.75 |
4.04 |
2.3% |
0.56 |
0.3% |
64% |
False |
False |
219,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
174.56 |
|
2.618 |
173.73 |
|
1.618 |
173.22 |
|
1.000 |
172.90 |
|
0.618 |
172.71 |
|
HIGH |
172.39 |
|
0.618 |
172.20 |
|
0.500 |
172.14 |
|
0.382 |
172.07 |
|
LOW |
171.88 |
|
0.618 |
171.56 |
|
1.000 |
171.37 |
|
1.618 |
171.05 |
|
2.618 |
170.54 |
|
4.250 |
169.71 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
172.27 |
172.24 |
| PP |
172.20 |
172.15 |
| S1 |
172.14 |
172.07 |
|